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i've brought it up before, it seems that your results are consistently better than expected, which to me feels like you've embedded quite a bit of conservatism in your system, which portends that you could maybe be more aggressive/are missing out on trades, extra performance? and again, i'm...

I mean I can't imagine why he'd be put in "pound me in the ass prison" (in the parlance of our times).

not to rub it in (note: I'm going to rub it in): cruising around yesterday, South of chicagoland

This is great advice for the OP. I got somewhat lucky: while I was trading for a prop firm, I did the CFA and an MS in Statistics. Fast forward, now work for small asset management firm. But compliance? Huuuuuge opportunity. Maybe even investment reporting (cipm, though I'm not well versed)...

Good share!

Neat well, sorry I was of no help! Good luck!

Business Objects, I believe, is their data analysis tool for non-programmers. From what I recall, it's extremely expensive, and more an enterprise solution. I'm making a lot of assumptions here, but are you using it for big data analysis geared toward trading?

The German cloud based software giant? Never heard of 'em.

So maybe in your code, if you have something like, "oil is 32.50 bid at 32.60, I would like to sell oil at 32.55, but since I expect to do no better than 32.50, I won't take the trade." When in fact, the odds are high that placing orders at 32.55 would result in you getting filled more often...

I'll add to this: it also seems your performance overall is better than what you'd expected. So really, is your conservatism in testing causing you to miss trades? There's a central question here that I'm doing a poor job of articulating.

Your actual slippage seems to be a lot better than your expected, is this true? If it is true, is there some inherent conservatism in your algo that may cause you to miss trades?

Well, bravo sir, honestly.

What're you going to spend all that loot on?

Ha, I read your post so quickly I didn't even realize! Oops!

can you share a link or other info for the aforementioned podcast? thanks.

From stack overflow, import winsound Freq=2500# Set Frequency To 2500 Hertz Dur=1000# Set Duration To 1000 ms == 1 second winsound.Beep(Freq,Dur)

@masterm1ne good luck

I don't know what type of object that tws method is returning. I was using list as an example. Did 2rosy's github link have a readme?

If it returns a list, for item in list: do_something(item)

whoops!