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My experiences as a subscriber to various stock systems on C2 are quite good. I don't know about options though. I recently started a blog where I share my experiences. I think C2 works well for liquid markets. If there's not a lot of liquidity, it's hard for any computer program to...

you have to pay exchange fees

I just noticed there's a detailed explanation on this added to the C2 website. http://www.collective2.com/cgi-perl/session.mpl?&displaypage=autotrade_legal.sessionhtml

actually, many vendors (and subscribers as well) live abroad. e.g. what are the requirements when someone from the UK is autotrading a system offered by a vendor from France?

The statement doesn't seem to be anything recent. At the bottom it says: modified 07/01/2005.

All systems trade stocks, but are based on very different underlying principles.

That is consistent with JimmyJam's advice to focus on a single system and improve it. I find that a strong argument.

I didn't experience any loss of connection this morning

I agree. As soon as you shuffle through systems based on some rule, you get in trouble if the rule stops working in the future. That's why I suggested random shuffling.

I find that an interesting idea, and hadn't thought about it. The only problem I have with it (for my specific purpose) is that it introduces a rule, which creates additional uncertainty. I.e. the rule might show great performance in a backtest, which might not continue in the future.

Did you impose a rule to exclude combinations of low volume stocks and high trading frequencies? What about stocks currently listed on Nasdaq, but listed as OTCBB 15 years ago? Did you include stocks like Enron? How did you account for the fact that when running multiple tests, you can...

If paired or multiple positions are allowed the solution is straightforward: use an optimizer and find the optimal portfolio weights that maximize some sort of reward/risk criteria. I am specifically interested in a situation where you can choose from multiple systems but can trade only one...

JimmyJam, Thanks for your explanation. I agree that focusing on a single system will increase knowledge about the system and its edge, and might help to improve it. I can also see your first point (loss of edge, compounding drawdowns) if I would change between systems in a non-random way...

I can certainly pick the best system based on past criteria, but I don't know if this will be the best of the five in the coming year as well. E.g. my backtest might show a ranking (on whatever criteria, or combination of criteria) like: 5-2-3-1-4 (i.e. system 5 is best, system 4 is worst)...

why not?

Suppose I have 5 uncorrelated systems that I feel confident to trade (entirely mechanical). I know for each system its historical (backtest) performance, which is robust and acceptable for all five, even though differences exist. However, I also know that future performance will likely be...

Maybe I wasn't clear enough or we are talking about different things, so let me clarify my example. Suppose a stock was trading in May 1990 for $5.40 on one day and $5.50 on the next (real quote at that time). In May 1995 the stock was split 2:1. On a June 1995 chart, the May 1990 quotes...

I think what he perhaps is referring to is split-adjusted data. E.g. when a stock experienced a 2:1 split 4 times in the past, it means a past quote of $5.42 (unadjusted), would show up in the split-adjusted series as 0.34 if only 2 digits are included. In fact any quote between 5.36 and 5.52...

www.opentick.com

Will you eventually be able to fund your account with more money? If that's not the case, I expect the low absolute (dollar) value of your profits will hardly justify the time you have to commit to develop and maintain your trading system.