Search results

i have so much work to do to catch up

Im curious what you are getting all these expectancy / drawback / equity curves out of? are you using a 3rd party program that does backtesting and has a fairly powerful language? i vaguely remember seeing a screenshot of metatrader 4 that did that. maybe im wrong.

if my suggestion increases your profitability by millions. i expect a beer in return :P

Totally depends on the type of trading you are doing. There are some trading methods that are 0% risk.

It would be interesting to see if fourier analysis can tell the difference between range days and trend days. Id imagine range days would have a mix of frequencies, grouping around a relatively highfrequency or maybe fairly random while a trend day would probably have mostly extremely low...

I am afraid to ask this. were the trades at a loss straight from open? or was the market moving up and down too quickly?

Have you guys found that not having stops etc in your systems requires a lot more capital to handle the swings? do your systems support / dont support large amounts of leveraging? 200x leverage can make a huge difference for a system that has a good win / loss ratio.

application programming interface (i think). allows programmers to write software that connects directly to their software / servers. allowing for automated trading / custom apps. I spoke to them about it once, they said they were only interested if I was willing to open an account with more...

too bad think or swim does'nt have a public API.

IBj, How does IB decide to fill my forex order against another client or send to a bank? Does my order get delayed at IB for a little bit hoping an opposite match comes through? or is there a quote system coming from the bank that gives clients a chance to fill against other clients before...

how does hard stops reduce reward / risk significantly? id imagine adding a trailing stop would reduce risk significantly and reduce reward partially (20$ in your case). the end result increasing the reward / risk ratio? are you sure how you calculate risk is accurate?

Suprising that stop strats would reduce the profitability drastically. maybe the problem is with how you define profitability. Rather than looking at straight amount of money earned each day, it might be a better idea to gauge it as profit/(capital used in each position * sum of time in...

Nicely done frost. I know switching a bot from the paper account to the live account is one of the most stressful parts of my week. It held on long enough for 15 points? I generally work with much shorter time horizons. Do you just use a very big trailing stop or something that looks at market...

isint using FIX mean its not the fastest by definition? FIX sends data in ASCII meaning it requires more bandwidth / transmittion time and also means you need to parse out the values as they arrive.

Hmmm I dont quite understand how that works with the current markets? wouldnt the spread move the generally accepted price while you try to push it? Would you mind explaining how I would go about doing this (if its not a big secret)? I'm thinking it might give me some ideas of how to defend...

Interesting side note. Many people who are truely gifted in mathematics (ie. know how to properly pronouce Poincare and Euler) have deficits in the communications area. Not to mention they refuse to shower and are completely socially inept. The more you know :D And before you say being...

Anyone mind explaining what price flipping or multi price flipping is? Thanks. :D

wifi laptop + la-Z-boy + offsite blade-server on fiber which does the actual TA / placement.

Don't tell me I am the only person here who trades on a reclined lazy-e-boy and a laptop? :eek:

feel free to explain :D