Search results

If you want audio news .... www.ransquawk.com http://www.newsstrike.com/index.shtml

OK, no problem. The quote is a rephrasing of a view expressed in an excellent trading blog by someone I have immense professional respect for (who I won't identify, to avoid this thread becoming a personal attack on anyone other than me!). I think the view is challenging. However, I...

Sorry. Apologies if the intended meaning wasn’t clear. No, the sense in which “at best” is intended is not interchangeable with “on average”. (In anticipation of much enraged flaming) I'll re-state the position more broadly. How about the following? “Algorithmic/systematic...

“At best, algorithmic trending strategies tend to be breakeven.” Discuss.

+1

What risks from this are you most concerned about?

OK, thanks. I'll get started on the later thread ...

I know this is an old thread (and so apologise for joining the class after everyone has already left the room! ... but I can see the professor is still at the front gathering up his lecture notes ...), but it's fascinating and I have some questions ... Forgive me if all my questions achieve...

Why not pure mechanical? Why need an experienced pro? Thanks.

It probably went over the OP's head.

www.ninjatrader.com Here is info about data import formats: http://www.ninjatrader.com/support/helpGuides/nt7/pdf/NinjaTraderVersion7HelpGuide.pdf (see pg. 327 "Understanding Import File and Data Formats")

Sorry, don't know anything about "Strategy Exchange" ... But here is another one to look at: http://www.gestrading.es/SR3ENIndex.htm (My disclaimer: I have no connection with GEStrading, and can't vouch for the company in any way ... it's just a site I stumbled across, and might be of...

Ninjatrader (http://www.ninjatrader.com/) with MB Trading (http://www.mbtrading.com/futures.aspx)

FullAutoTrading, Thanks for pointing out this thread which looks like something I’d be interested in. I’ll have a good read of it tomorrow … OK, thanks maninmoon. Then I’ll re-phrase my own question: Firstly, by “fill engine” I mean an algorithm used in simulations (or...

maninmoon and fullautotrading, Thanks for an interesting thread. What rules do each of you use in your "fill engines" to specify whether a limit order fills or not?

One obvious possibility ... other folks sold a total of approx 25k shares at 4.92 before you did. And then there was no further volume bid at that level ...

I have written ATSs that don't use charts. Why? The strategy trades across all NASDAQ 100 stocks, across multiple timeframes, and I couldn't face having 3 x 100 charts open at once! For error checking during development, I used bar-by-bar print statements for each variable or output of...

IMO, before further investigating any such claim (i.e. “market does better of sunny days”), as a first step try to establish a sound, rationale, interpretation consistent with your own beliefs of how markets work, that would allow the claim to be true. If you can’t, look no further...

What instrument? A service such as eSignal (www.esignal.com) can provide a rolling last two weeks of tick data for US equities (and probably also for futures, and forex, and some other global equity markets).

http://www.bbc.co.uk/news/business-12688877