Search results

Thanks to you, worldwary! Your question is interesting has it give me the chance to clarify some details of the trading engine (as we will see it's not as simple as it may appear). There is an important concept that you have to bear in mind if you wish to fully understand the trading rules we...

Thanks Reynaerd, You are right. DD cannot be eliminated. It's just the <b>"investment"</b> necessary to aim for profitability. The problem is just that sometimes mkt calls for a definitely too large investment for our pockets ;-)) For the activity of "getting an idea" or order of...

The most "lucky" instrument this time is HG: <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3074426" width="1200" /> (this is CT T LS strategy, image is resized: original is larger)

CT_T_LS strategy (the one with "hedgers") has just closed all at about 25K (several instruments were caught in loss when the "global take profit" occurred, but i guess that's what a folio is for), and it's slowly reopening. As we expected, it had some larger drawdown, but also greater...

http://reverseblade.blogspot.com/2009/02/c-versus-c-versus-java-performance.html

Hi WRey, thanks a lot for the comments. This project is based essentially on the assumption that either the market is completely unpredictable or, in any case, we disregard any possibility to predict price direction. This perspective has led us to an approach which could be defined...

Sorry LeeD i think i missed to anwer this one. I am not sure what you meant there. If you are referring to the avgProfit/MDD ratios, i think that what i am seeing is compatible with risking real money, if one has enough resources. In general, my opinion is that people with small capital...

This is a chart of the trades of one of the "most lucky" performers (Heating Oil); RB also was a pretty lucky one. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3072367" width="1200" /> When the price moves up or down it calls for new entries, thus calling for new...

LOL! ;-)) Well we have been discussing and developing these strategies on ET for quite a while now. You may have been missing some previous threads. In fact * much * the input of ET members has been incorporated in these developments. These strategies are no secrets here, and almost anyone...

Thanks Lee, well writing a review myself wouldn't probably be fair. This project was originally started from mere personal intellectual curiosity towards the <b>challenge of trading</b>, but in time is getting bigger and bigger. I never meant it to be a boxed "commercial" product, and it will...

Hi LeeD, Thanks. This is paper trading, i just did not care of how much capital was in the account. What I care when testing a strategy is the ratio: AvgDailyProfit ----------------- * 100K | MaxDD | because this expresses the "strength" and efficiency of the...

Another week has elapsed. Our trading bot is running with no problems (i keep it on even on saturdays, where you see the flat PNL). Some instruments have been pretty volatile. Realized has grown to more than <b>30K</b>, which has provided an effective "cushion" for the "investments" on the...

that's another matter. Consider changing provider ;-)) Anyway in theme of checks, whenever ping might not work (it might), i have seen recommending on the web also these approaches: { System.Net.IPHostEntry objIPHE = System.Net.Dns.GetHostEntry("www.google.com"); } catch {...

Thanks, that is good to know. I guess that for the use the OP intended it could be fine. Or else, there are other instruments within the language which can be useful. For instance: My.Computer.Network.Ping() and many others ... I guess for more complex checks one could create create a...

any (other) broker's dream ;-)

hmmm, i am not sure what you mean. It seems to me that it correctly monitors any internet disconnection, reconnection... You find it in: Application Properties > Wiew Application Events Event: NetworkAvailabilityChanged Property: e.IsNetworkAvailable Tom

I dont's see what other purpose the Gateway could be if not for unattended trading. Robots are present and future and they brings tons of commissions. The argument that the program would <b>"freeze" or "becomes slower" </b>after a while is unacceptable to me, and should made ashamed any...

Completely correct. With the premise that IB is anyway the most serious broker around, here some criticisms: They focus on useless issues while neglecting crucial ones. There is too little investment and insufficient, archaic, development on the API side. - For API, make a <b>unique native...

If you download either vb.net express or c#express, it takes about 10 seconds to do that. Any winform application has infact , within the application events, built in, disconnect/reconnect event handler which is called on these events. There you can put simple code to do anything you like. Tom

Hi Mike805, I have no problems with the fact that my mere suspect has no reason to be. I am actually happy to hear that. As I said, i neither know the author, nor i read the book. On the other hand, I dont feel is much fair to say that i need to do "proper research", for months, on an author...