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Looks like you want to discuss of deep and subtle concepts and topics using a rather approximative language. Maybe here on ET this kind of approximation is tolerated, but in a specialized forum you would be severely reproached. It's more or less like a surgeon who wants to make a precision...

Sorry MAESTRO, looks like that mine is longer than yours ;-))) Tom PS http://www.newyorker.com/reporting/2008/04/07/080407fa_fact_kinsley

Well i am an algorithmic trading developer... (http://www.elitetrader.com/vb/showthread.php?s=&threadid=222126&perpage=6&pagenumber=9) I also happen to be a mathematician. And you can see how my "reality detached models" models do make some buck. ;-) This confirms that these...

Algorithmic traders are NOT interested in explaining the "reality". We do NOT care if mkt is random or not. These questions belongs to philosophy. We dont care about the sex of angels, as well. The only (pragmatic) purpose of using random generations is to assess the robustness of the...

Hi bodhidharmazen. Thank you! At the present, the program connects to IB only an relies stricly on <b>realtime data and events</b> received through the IB API. There are no plans to connect to any other broker or data source. (When something works perfectly, there is no need to mess with it...

The "realism" depends on the generating algorithm. If one simply generates random walk using GBM (as many people simply do), of course it's far from reality. These models have * constant * volatility, which you dont see in the mkt. Simulation must be less naive to make more sense. Tom...

Use <a href="http://www.datatime.eu/public/gbot/GBotScreenshots.htm"> this </a> free folio application for futures: it will help you develop a good feeling about what trading futures entails, before you can master the art of trading and making money. Tom

If there is a status quo, often there is a reason. Especially in this sector, where scammers grow like mushrooms. Tom

May want to try <a href="http://www.datatime.eu/public/gbot/GBotScreenshots.htm"> this </a>

Thank you very much drm7. You are right. At the moment i am proceding as follows. The bot computes "correlations" between all <b>pairs of instruments</b>. [ Computations are carried out every 15 minutes (adjustable by user, in case) and considering the last 2 days (also adjustable). ]...

Hi there, I just redistributed the application to all people kindly testing and to traders. If anyone has not received the update, please let me know. I have been testing the "ultraflat" strategy with real money (and done pretty good). What i think is better is to use (with this...

Yes, right. DD is actually the "source" of profit. It's not by chance that we call it "investment". One could have occasional profit without DD, but that can be seen as exception within the whole picture. DD has also a cathartic value which makes what we gain, "deserved" ;-)) Money, seen as...

Yes each instance is self contained. The PNL shown by each instance may have nothing to do with the real account. I am now adding interaction within the folio (inside a given instance). At the moment there is no (algorithmic) interaction among the instances, but it's clearly the...

A crucial idea in this construction is also the (delayed) "instance overlay". In this approach, each single "trading session" is programmed to strive toward profitability and the keep it. Infact, you see that as time passes by, it engage less and less, and on more favorable positions...

Compliments, my general ! ;-)) try also to use the discretionary bounds weapon, when appropriate. I think those can sometimes save from major drawdowns (when price approach low/bottom of range). I have created another variant of ultraflat, more frequent, (say "flat") which i am now...

hi Mike, I know you are just testing the app and therefore you have loaded up a large folio. You know more than perfectly that 38% a month is a sign of strong undercapitalization. Actually trading that folio with 1M in the account i would rather expect a quick liquiditation very soon...

ahah Mike, How could you make that amount in so little time ? i bet everyone is waiting for you to go bankrupt ! I always say the bot is like an army, but a good general is what really makes the difference. (Remember to also use the "discretionary bounds", to prevent the largest dd.)...

... at this point i might assume you are missing as well my mythic autotrading project, now worldwide famous (free stuff) google for "G-BOT Project Algorithmic Trading" when you have time. Tom

haha! I am perfectly relaxed ;-) I was a little surprised that someone could actually not know Linkedin. This is the largest planetary professional network. I do recommend you to get an account. It's a very good environment for professional life. I have found thousands or enriching...