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  1. J

    Any firm provides brokerage, data-feed, and backtesting software all in one?

    NT does. Also RightEdge looks very interesting in that it's built on top of Microsoft Net framework, both C# and VB.Net. http://www.rightedgesystems.com/ So one can do ANYTHING you can program in those languages.... from my background in corporate IT this makes a lot more sense than...
  2. J

    Any firm provides brokerage, data-feed, and backtesting software all in one?

    Yes, it has NNs as well as standard statistics for pre and post processing analytics. Many technical indicators have little predictive value, such as RSI (too much lag). A handful capture some characteristic of the market which can predict something. A lot of what I do is based on Landmark...
  3. J

    Any firm provides brokerage, data-feed, and backtesting software all in one?

    I used to work in data mining in the banking industry (credit card fraud detection, loan default prediction, etc). I can't identify the specific software as I "forgot" to return or destroy all copies in my possession when I was downsized out of the company (in violation of my severance...
  4. J

    Any firm provides brokerage, data-feed, and backtesting software all in one?

    Bill, I'm not precisely sure what you are asking. To clarify my prior comments: I develop a decision to trade by predicting what the market will do in general terms a few bars into the future. This involves non-linear modeling of current market conditions using neural networks and...
  5. J

    Any firm provides brokerage, data-feed, and backtesting software all in one?

    ezbentley In addition to the software characteristics you might also want to consider customer support. I’m also investigating platforms with a goal similar to yours and conveyed my requirements to customer support at both Ninja and Trade Station. The response was radically different...
  6. J

    Trading Platform Ratings for external interface

    Rich, Thanks for the feedback. I'm beginning to consider the possibility that my associate might have priorities other than stability in that the cost of the Russians programmers he has doing custom development is an off the top expense, in terms of cost, income and eventual profit...
  7. J

    Trading Platform Ratings for external interface

    Excellent idea to deal with a 1 in 1000 problem..monitor, evaluate and restart. MacroExpress is also a great tool for monitoring apps as it easily can capture pixels at various locations to sense a chage in status, screen or other events. The support folks at Ninja gave prompt response to my...
  8. J

    Trading Platform Ratings for external interface

    Thank you for the suggestion. It sounds like Ninja would meet my basic need for an external trigger. Do you have any comments on Ninja in terms of stability? One of my associates in this system implememtation keeps trying to steer development toward custom apps and away from using...
  9. J

    Trading Platform Ratings for external interface

    Euler, Thank you for the suggestion. QuickFix was not on my list of possible platforms. I took a look at it but it lacks what I'd call the trade management side. I have a custom application that does most of the Fix communication functions and works with IB. It works fine for...
  10. J

    Trading Platform Ratings for external interface

    I'm looking for a trade management and execution platform. Can anyone make some suggestions or rate some of the platforms like Ninja in terms of their ability to interface with an external package that generates the trade “signal”, that is the decision to make a trade. To Explain...
  11. J

    Just show me one mechanical technical analysis that has been profitably backtested?

    Kris, Forex Trades 24 hours a day from the open in Wellington NZ (Sunday US time ) to the close in New York on Firday night. So there isn't much of an EOD, just an EOW. Actually some market makers suspend trading for 15 mins at 5 PM EST but it's not much of a break. I'm never in a position...
  12. J

    Just show me one mechanical technical analysis that has been profitably backtested?

    Forex EURUSD using 30 minute bars, max trade length 60 minutes.
  13. J

    Just show me one mechanical technical analysis that has been profitably backtested?

    People with foul mouths are usually hiding a lot of fear and suppressed anger or trying to compensate for minimal masculine endowment. If your case is the first two and your insurance doesn’t cover psychotherapy there are low cost public clinics in most major cities. If it's the latter...
  14. J

    Just show me one mechanical technical analysis that has been profitably backtested?

    So are we talking apples and oranges here or is there any objective reality to SuperBands? One party says it profitable while test resutls posted indicate otherwise.
  15. J

    Just show me one mechanical technical analysis that has been profitably backtested?

    It's usually the ones who have failed at it and gone back to watching cute colored lines on a trading screen all day that have a chip on their shoulder.
  16. J

    Just show me one mechanical technical analysis that has been profitably backtested?

    It's a double edged sword. Sharing information creates the opportunity to develop new ideas and methods, as is done in academic circles. Nobody is going to share all details and methods of something that actually works in real life. There are folks on some other ET threads who appear to be...
  17. J

    Just show me one mechanical technical analysis that has been profitably backtested?

    Ron, Yes, SOM is Self Organizing Map, a kind of non-linear clustering. It somethmes called Kohonen network. See: http://www.scholarpedia.org/article/Kohonen_network Most commercial grade data mining packages include SOMs. If I recall S-Plus and JMP do. RapidMiner, which is free open...
  18. J

    Just show me one mechanical technical analysis that has been profitably backtested?

    An additional note: the results generally increase the ratio of profitable trades to loosing ones by 8 to 20% depending on the market and bar lenght of the trading system. It works better on Forex than Futures for some reason.
  19. J

    Just show me one mechanical technical analysis that has been profitably backtested?

    It depends on how you back test the system. Most people take a few thousand or tens of thousands of bars, develop methods and strategies to trade and then test on say the next 10,000 bars (some period that is a significant portion of available data but much less that the development set...
  20. J

    Designing and Building a Profitable Automated Trading System

    There are many posts about this system. What is it long term profitability? I assume it is significant for so much discussion.
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