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That's an example of the unsuitable stats I was referring to, to measure a strategy performance. That would only lead to overfitting, especially with signal-based strategies. That's what the pc does better: you provide the data it overfits them perfectly. That's what i call the...

Thanks I will. How is your product organized? Do you make available a few strategies among which the user can choose? [I am currently with IB, and while rewriting the robot to connect to another broker too would not be impossible, I think I will undertake such effort only if the broker is...

Correct imho. Being profitable has nothing to do with the capability of computing several indicators and plot them on a bitmap. There is nothing wrong liking and exercising in those charts and indicators. It's actually a nice and useful programming exercise. The problem resides in the...

I have seen around different understanding of what TA is. Do not know if there is a really authoritative definition. Some people tend to define it so amply that it embraces practically all is not FA. I have some doubt on this approach. I do base my algorithms on PA, but if someone told me...

Right, with a small time frame it's crucial to work with liquid instruments. Sterling Trade Pro: I did not know it I just browsed it on the internet. Is it good? I am with IB, and i write all the software I need, when a need arises. (I enjoy reinventing all the wheels for personal...

Why, in particular, do you fill that for automated systems you can't realistically backtest fills ? I do not have the same perception. Clearly a simulated fill may differ in several ways from a real fill (partial fills, slippage, latency, etc) but usually this is not something that prevents...

If i did not misunderstood (sorry if i did, i am Italian) davidmaria1 mentioned Greek mythology and dog when talking about algos (short for algorithms). Perhaps he meant Argo (?), see for instance: http://ancienthistory.about.com/od/odyssey1/ss/062508POdyssey_9.htm I believe that...

I think you mean Argo.

are you with IB by any chance ?

No, actually sometimes in paper trading filling is slow or delayed and bid/ask take strange values. You can see some history there, going back "home". I am continuously perfecting the algos trying new variants. If you mean how long it takes to make it, let's just say its a prohibitive...

Thanks. I like it too. I am paper trading at this very moment 2 different Algos. In this case i expect real trading to be even better than paper trading, considered the liquidity of the instruments involved, and the fact that Paper Trading does not respond well as real trading. Situation...

:-))) Talking of futures, anyway, today I am doing quite well (see realtime picture). later I will post the trades at the usual place. Tom

:-))) that could also be a good start rule for trading futures ! more or less literally, it would be: money generates money, lice generate lice. You have something similar ? T

Good ones. I have one in Italian, how is it rendered in English : "I soldi fanno soldi, i pidocchi fanno pidocchi" ? T

I propose a little remake: Rules for losers: 1. Invest in the direction of the Trend! 2. Cut Losses Quickly. Rules for traders: 3. Let Profits Grow… (?) 4. Diversify. 5. Manage Risk.

very well said. I believe the first hypothesis holds true and the guy needs help. I am available in case. Tom

I have some. Available only for absolutely free, no guarantees whatsoever, but anyway fine for backtesting/tuning. By the way, some gaps are always useful to tune the filtering system, learn coping with feed problems, and create more robust systems ;-) Tom

well said

Not all is matter of taste. The first feature clearly is that the platform be able to generate profits. The other features are often conditions necessary but not sufficient. - Session restore capability - Accurate data filtering - Start / Stop scheduler - Alert / Notification system...