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I have restarted the mini folio with the latest strategy. I have anticipated the stop/reverse to 4, which is still plenty of space to capture large fluctuations. Captured 7K in few hours. Mostly due to CL, HG, SI. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3121664"...

Sure. what is the question ? Tom

As already suggested you can simply overlay strategies. Just store the logical info for each layer (or "trader"). Then you "project" on the single account the "net result" of all strategies. It's the best way because you can overlay any number of strategies (or "traders"). Tom

Funny, but a little unfair ;-)) After all if, as you are saying, the OP wishes to hire a "genius" it's because it probably complements other skills it has in a different field, and which the so called "genius" may not have. Like the capacity to talk to investors or attract capitals and so...

Let me give you some more specific suggestions: <b>- migrate strategies to C+(+)</b> if targeting windows, save time and $ using .NET, which is a more modern framework. Also considering future development. <b>- integrate strategies to various API's</b> you don't need initially to...

It seems that working with entry bounds is greatly beneficial to autotrading. After all this corresponds to an intuitive notion that many <b>successfull discretionary traders </b>are applying everyday. The <b>"buy the dips, sell the rips"</b> wall street adage effectively syntetizes this...

I bet you are curious to see what looked like MJY spike up :-)) The picture shows also the <b>"extreme entry bounds"</b> (the 2 horizontal lines, blue and red) established by the bot while running (clearly, now the user can define initial "discretionary" bounds). <img...

The micro folio just closed all positions. MJY roared up (probably due to the earthquake (?) ). <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3119275" width="1200" /> Tom

All that is perfectly feasible. I'd rather suggest using the .NET environment for faster and more reliable development, if target platform is windows (c++ masochists please refrain from starting a language war ;-))) The word "months" is completely out of place in a project of that kind...

Nope, it won't be useful. Any possible correlation would be spurious. Tom

Yep simplicity can be a key. I have discussed some approaches on my <A href="http://www.elitetrader.com/vb/showthread.php?s=&threadid=208265&perpage=6&pagenumber=10"> thread </A>, here on Elite Trader (with live results). No indicators! Tom

For those, like you, interested in the above concepts, i am maintaining a <A href="http://www.elitetrader.com/vb/showthread.php?s=&threadid=208265&perpage=6&pagenumber=10"> thread </A>, here on Elite Trader, where i discuss my approach (and live results). Tom

These are, for instance, the trades of MSF (the 2-nd "most lucky", after MGC). The maroon vertical line indicates the rollover instant. I noticed that for all micro instruments (except M6A) the old and the new instrument prices were very close, so that the 2 price curves joined quite...

Here is the "Micro" folio. Best (or "most lucky") performers were MGC and MSF. Most unlucky was M6B. In a next post will show some trades in detail. [trading contains also rollover (except MGC), executed yesterday to test the functionality]. This folio has little DD and little PNL, and...

Hmm, i am not sure why the zipped attachment is not showing in the previous post. Anyway here is a pictorial summary (1.25 days): <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3116502" width="1200"> I have not defined "discretionary bounds" (latest feature...

I have restarted with a new folio. This is a detailed report of trades (autogenerated). [Edit: don't see the attachment, PM me in case interested in single trades: i will email it]

Real, Simulated and Demo are all the same (i mean functionally). What is different is only the UID and psw that you use to log in. [I don't have specific information about FIX, because i never used it with IB.] Tom

That is completely normal. You have to take it not as a "fill event", but more like a order "state polling". For any state you can receive multiple events, with that state. [Within automated systems one could just disregard the events following the last fill with unchanged positive...

When you install TWS you also install the Gateway. Look in All Programs > Interactive Brokers Gateway is just the same as the TWS except does not have trading interface, doesn't autologoff (thanks God!), but still lacking account view. Tom

How about some little autotrading ? ;-) Tom