Search results

Hi unco, thanks a lot for the picture. As to the shape, the price curves of mini and micro contracts they seem to me "practically coincident". Spread for "micros" seems relatively larger (although, clearly, much smaller in absolute value) and values ranging from 1 to 4 are pretty common...

Mini folio still ok. It has recovered to 28K (8 days trading) after some dd, mainly due to the still crazy SI. It took a couple of stops in the attempt of reversing in the zone around 36.50, but price pulled back. Various instruments are going to expire soon, i will probably start a new...

... trading of the <b>mini folio</b> is enjoying so far a very lucky run with more than 24K in less than 4 days. I have started also a <b>"micro" folio</b>, to take a look a these kind of instruments too. They might be a good option for relatively small capitals. I have been able to...

<b>Discretionality and autotrading</b> Hi friends, After watching for a while the most recent strategies with "trenders" and the "extreme entry" setting, i have to say that the latter conceptual device seems effective, at least after some time has elapsed, to reduce the possibility of...

I have restarted trading. I have changed the so called "ct t ls e" strategy (need to find some better name :-)) to anticipate possible reversion. These 3 days have been ideal for trading (expect that yesterday there was a technical problem with IB paper trading datafeed, which now has been...

Have been continuing the experiment (44 days). Metals (si, gdc, ...) have been quite wild, causing some sharp drawdown (but still very far from simulated worst cases) Si moved 1594 ticks. Probably a wild season on oil is going to start. I am going to change the parameters to anticipate...

Yes I think you are right LeeD. I guess there could be some advantages for several users in using a platform which provide a good infrastructure. After all, there are several programs which work about like that and are widely used (<b>if the users are profitable is another matter</b>). As...

As a general premise, I have some general personal reservations for designs where one expects people just plug in strategies into his program to be executed. What would be the benefit ? If they can code at that level, they would just directly route to the broker or the exchange, with much...

The point here is that if the design of the platform is conceptually flawed, there is no way to make money with it. This is the core of the problem. First of all, you really need to show that it at least allows to make money. You need to show the design itself <b>allows profitability</b>...

We do care about "performances". We just have a different way to measure them ;-) Our way is <b>$/risk</b> :) Show us some results, and you can be more effective in making your points. Here the focus is on money making, not on meaningless language wars. Your users could not care...

As we have now so many time repeated, there is something called <b>"progress"</b>. And .NET is certainly, beyond any doubt, a remarkable expression of it. Also made necessary by internet development. If we lived for pure local performance, and did not care of all other aspects, like ease and...

This thread (and many others lately, in the automated trading forum) is suggesting me a little story. Imagine i am a scientist writing a paper for a scientific journal. I am quite ambitious: I want to to propose a new primality test which runs in time O((log(n))^2) :cool: . Now, the editor...

I wish to give you some constructive advice. It's unrealistical to think that any user will find useful something that not even the creator uses actively. In my experience, it's impossible to separate the implementation aspects from the strategy aspects. It's not sufficient to know how to...

LOL! nope, it's still you! :-)) In fact, i did mention the second loop with subtraction, because that was just part of my point. Read more carefully: <i>"a trivial local <b>"optimization"</b> (which would never occur in more realistic programs: <b>it does not even occur later when the...

It seems to me that the one who would needs to check better is actually you: imul esi,esi,1C9C380h <==> x = 30000000*param1; (essentially) (1C9C380h = 30000000 decimal)...

So as you may already have guessed the bot is <b>not</b> "mimicking" the behavior of a single trader, but of an entire <b>team of reciprocally independent traders</b>. The function of "coach" is exercised by the bot (based on the user's strategy), which "coordinates" all these traders in order...

ahah :) cf: http://www.elitetrader.com/vb/showthread.php?threadid=214288&perpage=6&pagenumber=2 My personal feeling about c/c++ has always been, when i coded in assembly (some ages ago), that for some projects i had much more power and <b>ease</b> just writing in assembly (especially having...

Hi LeeD. Have you noted the sarcastic icon ? I have been coding in assembly (in the past) for at least 6 years. There are unique advantages to using higher level languages, when one does large and complex projects. And that is the reason why we are not coding in assembly. What people...

well, if he uses assembly will be even faster :p

Let's first consider the case of a "folio" with 1 instrument only. Adding the T component (CT T LS), as you correctly note, the realized can decrease because you do realize negative amounts. In fact, anytime a SHORT position is opened <b>under the average</b> of all currently open LONG...