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If your sim includes 2 ticks of slip I think this is tradable. You're looking at a profit factor of > 1.5 (which is good) combined with a decent %Win. I'm not sure what W/L ratio is. Only remaining question is what is the drawdown. If acceptable, i'd give it a try.

You should read his older book: "confessions of a street addict". Cramer gives quite a bit of detail on how this all worked. It's one of my favorite trading books.

This cutting is very close. Basically your net profit is about 1/2 a point. So very close to break-even if you count 1 tick slip each way.

there is a simple solution to your problem: Turn your monitor up-side down! Actually, read through lots of posts on ET. You'll find many solid ideas and concepts.

my experience is that the HPs are significantly more reliable. I've bought about ~80 Dells and 80 HPs for my development group over the last 4 years. After 2 years all but 10 Dells are dead. We've only had to replace 1 HP. All systems were the typical mid-range ~ $1000 systems, so nothing...

I don't know of any broker that will let you connect directly to their servers without a lot of certification and validation (cost $$$). TWS has the benefit of requiring neither. That being said, here are a few choices 1. IB with FIX 2. Genesis 3. Lime

Here is my take on it: the "pro" understands (!) that it's a numbers game. Exploit a statistical edge as many times as possible. The pro does not worry about why his method "failed" on any particular stock or any particular day. He accepts that the edge takes time to work itself out. The...

Not sure if this is related, but since it's vastly improved my LCD displays I'll describe it. I did see some elements of "ghosting" and were able to eliminate it. LCD on analog uses a sampling process to create the image. The sampling process can be controlled with what is often called the...

I thought the Las Vegas expo was very well attended this year. Much better than the last few I've attended. But NYC in february? That sounds cold!

The only thing that works for me is to put in my exits (targets, stop) and stop looking at it. Close the p&l window if you have to.

In my case, the 5% swings are simply "noise", where nothing is working for a week or two. Happens more than I like, but I don't think it can be eliminated. The 15% was two nasty currency trades with monster overnight gaps. Took the losses over a two day period. Obviously, I had underestimated...

My worse-case DD the over the last two years was ~15%. I have 5% swings at least a few times per year.

vhehn, Those system errors look like either faulty memory or a corrupted OS. The JVM generally doesn't panic unless the OS or the underlying HW has a fundamental problem. Did you install any memory recently, or touch any of the memory chips? Try to get the system diagnostics tool for...

You've probably already done this, but I'd check the TWS log file and see if I could determine what TWS was doing at the time of the fault. One other test to run, would be a memory test. You can often turn on memory boot test in the BIOS (sometimes called "slow boot"), and Dell generally...

This is so VERY true both in business and trading. Drive and talent is what it takes. I have found that the driven people don't even look at it that way; they simply enjoy what they do and (therefore) operate at a much higher level than their competition - not to mention working much much...

If you set Length=80 and ignore commissions, slip and roll, and test on continous futures contracts, you'll find that the backtest is surprisingly close to the commercial aberration system. Saved you 3k right there!

time is not directly involved, it's just the individual trades. So 200 trades over however long it takes.

Here's an excellent thread started by EricP: http://www.elitetrader.com/vb/showthread.php?s=&threadid=36083&highlight=confidence+intervals One of my all-time favorites. His views definitely changed how I activate and deactivate systems and stocks.

I have unfortunately misplaced the installfile for API 8.61 If anyone by chance have a copy they'd be willing to email me, I'd much appreciate it. Please email through the site's email feature if you have it. Thanks in advance

I most definitely test for parameter stability. That's the primary purpose of "optimization", imo. How do you otherwise know if you're just chosen a lucky set of parameters that happened to look good in a particular backtest? Test and compare to realtime (forward test). The only way to...