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this might turn out to be a bad suggestion. but close it and cut your losses. you'll make it back over time. the worst thing to think as a trader is that its gone down so much it just has to reverse soon. if you intent on trying to minimize manually just look at the graph and make sure you are...

frost. does your system have checks to see if the data its analyzing is valid? ie. at least 1 tick every 30 or 60 seconds over its memory. unfortunately I forgot to add these checks to my system and unable to update my live version until the new revision is completely tested. I just hope that...

iv heard of this is an issue with IB. iv also heard that signals that try to send every trade will have issues in high volitility and start lagging the market (esignal). do you have any suggestions to deal with this problem.

the IB data feeds started cutting out for me today dec 19 @ 12:45~ . iv been noticing this problem has been happening on an increasing rate. I hope IB fixes these issues.

im not sure about the differences with the data compression with remote desktop / gotomypc etc. I use remote desktop to monitor my automated system which has an opengl front end. remote desktop seems to be the only app that iv found that captures hardware rendered graphs and sends them...

second that. i personally feel there is a huge void in the retail broker market that targets directly at automated traders / API users. on site box hosting, hardware renting, lowest possible latencies to markets, fast order execution, huge database of detailed historical data for backtesting. if...

short answer. yes & a lot. id suggest starting out by learning about web page classication algorithms.

how fast is the reuters feeds on news events? are there digital news feeds that have extremely fast news event reactions that would be useful for trading? that is if I were to build a NLP system that automatically figured out how to react to the event.

so theres no thinking before 15?

can someone make a version of this with the proper line of thinking along this timeline? might help me address issues with my trading style.

id disagree with that. someone does not need to give up their proprietary trading system and edge to public domain to have helpful discussions about fundamental trading knowledge and ats design. i personally have learnt heaps and have had many ideas sparked by this thread long before frost even...

people should start hedging their predictions on other forums. that way they will at least look smart somewhere else.

if your algorithms ever have to access the HD you probably should redesign it a bit. buy extra ram instead.

zing

hah i was being sarcastic. its funny someone can be so full of themselves on the basis that they are too stupid to follow simple mathematics in an introductory systems book. fermat's last theorem didn't take 350 years and require an original 129 page proof because the 'common' mathematician...

lol i guess my bmath is useless then. just 'simple ideas which have been convoluted'. its not like it took me 5 years of working extremely hard to get it. (ps. 5 year degree, not a victory lap :p ) you must have had a retarded phd student if he allowed himself to waste time doing a job like...

:p read either pdfs iv posted on recent pages and say that again. and remember those are both from 'introductory' machine learning courses. basically if you want to get a high paying job researching/programming ai on wall street. you need to know at least that + some. that being said. iv seen...

If you consistantly make money trading news on forex. Do the banks contact your broker and have your account shut down? Since for every dollar you make, they lose one? (if you get filled at the bank's prices).

the problem with statistical machine learning classification systems is that for every piece of sample data the hypothesis is either right or wrong. it is slightly different with trading since we generally accept 'not trading' as not being an incorrect answer. iv played around with the idea of...

just realized a mistake im my previous post. instead of graphing a moving sum window. graph the a weighted average of trade p/l over the past week. weighted by the time spent in the position. the result would be the system trading the market and trading its own profitability.