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true. but computer algorithms are far from mathematical models most of the time.

they are all relative to timeframes. you can just do a least squares line of best fit over some time interval for trend. and a least squares line of best fit over the major peaks and valleys for s/r lines, limiting which peaks you use by normalizing to the trend and only taking the top / bottom...

I've been debating doing a little freelance programming work to help other retail traders automate their trading system inorder to increase the number of trades / profit for them. I figured a little extra money would help increase the base capital for my own automated testing. I already have...

I can just see the hate crimes against geeks now. Its highschool all over again! :p

I wonder what % of IB's orders come from automated systems. Whatever it is its going to boom in the future. They should just stop offering services to the small-volume vanilla 'hand' traders and focus on supporting us automaters better :D

Pissing off the customer support? funny. I always thought it was the other way around :p

I think the first thing everybody learns in business, as well designing automated trading systems to make it applicable to this thread. "There is no such thing as a free lunch". My machine learning prof repeated that at infinitum with respects to learning an unknown problem space.

forst can you post the equity curve for the last four months up to and including today?

I didn't mean to be insulting. Just wanted to point out how unprofessional and shady approaching someone on a public forum thread is with an 'offer' like that. Maybe try emailing next time. IMHO someone who manages 'several automated systems trading millions' wouldn't do something like that. So...

you're last statement gave me an idea. it would be interesting to see if you could analyze the past week-month of data. and then filter the past 4 years worth of data to limit ranges which do not match the current market conditions. making your system to learn to trade against other trader's...

id like to meet the programmer whos smart enough to create a working system but dumb enough to give it away / fall for the above. we are a cynical bunch by definition.

Heres a question for ES or whoever may have the answer. Do you know of any good news sites which release a nice chart of US, EUR etc economic events that could be used for NLP?

is this the response to expect if I ever decide to sell a system? :D

a random system with a normal distribution. the maximum profit = maximum loss - spread - commissions. I personally think these questions are very similar. except the profit one is more 'happy' :D

nope. there are only a certain number of roulette spins in a single day. just like there is only a certain amount of movement in a given security every day. and its not 'reasonable' to assume you would win every spin while putting it on black or red, you'd have to factor in your losses into your...

i think the important term in the subject is 'possible'. so maybe whats a realistic maximum for a single day of trading?

its worth it if you are able to make money off it :D

brilliant idea :D why did'nt i think that.. wait wait. im getting an idea... infinity leverage! no margin required, you eat your losses / gains. actually im guessing this is how many prop firms run with some limit on the max amount of cap you can use.

a short term system that is profitable trading 1x leverage or forex futures. will be profitable trading 200x leverage. bigger DDs. bigger profits. more risk of being margin called, but if your system isint designed to protect against large movements against, you deserve to lose your money...

why not? 200x leverage can be mighty powerful if you have a system that predicts a good %.