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It got pretty lucky with SI, pulling it out from a difficult situation: <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3123098" width="1200" /> Tom

Well, apart that my threads cover a span of several months, if you want to see the exact results on past data you just run the bot on the past tickdata file. It will provide exactly the same results as it were trading with real money. [ I also have a large collection of tickdata (the bot has...

Here is the mini folio trading right now. Has closed (picture posted in your thread: http://www.elitetrader.com/vb/showthread.php?s=&postid=3123035#post3123035 ) and now is restarting trading (see the GOLD entry). <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3123046"...

Yes, all this thread are ex-post results, as well as the previous threads. Also the bot is now being used with real money. Tom

Well most people use directly or indirectly some form of prediction. There are many people that if you tell them to test their strategy on random prices will think you are nuts. :-)) To me, instead are nuts the people who use, even indirectly, "prediction" (in automated trading; discretionary...

Welcome Moon, actually <a href="http://www.datatime.eu/public/gbot/Strats%20G-BOT/Strategy_CT_T_LS/Strategy_CT_T_LS.htm">that</a> is equivalent to 71 years ;-)) You may have been missed that part of the thread. We have been discussing simulation models using Geometric Brownian motion, in...

For instance the Mini folio closed just recently (i haven't posted this on the main thread yet :-) <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3122949" width="1200" /> Probably it's better to post questions on this on the other thread so the other interested people...

Yes, i fixed some "preferred" parameters doing simulations and choosing what seemed better to me. But they could be changed at will (also depending on the target max drawdown). See for instance: <a href="http://www.datatime.eu/public/gbot/Strats%20G-BOT/default.htm"> rules </a> I am...

Because the price did not go down "enough" for a new entry (where "enough" is governed by a user parameter). Tom

I still dont' really get the essence of the question. What do you mean "similar". Results are normally <b>coincident</b>, apart occasional accidental occurences causing an order to be slightly postponed (or killed, depending on your strategy) in real trading. Tom

Yep. Another peculiarity of what i do, is that i don't use indicators (no prediction!), so there i no such a thing like a "good location". The all game is essentially just taking profit and hedging as effectively as possible (based on simulation study). This is repeated for multiple traders...

It depends on price action. For instance with the crazy SI lately you would get more entries. It also depends on how you space up entries (this is a trader parameter). You can even make 10.000 entries per day if you like :-))) and if you have the money to bear the potential drawdown. If you make...

Thanks for the question. If by CAD you mean the futures symbol for CAD, it is actually buying the way down, in that chart. Why do you say it is not ? Maybe you mean not much frequently. Yes sure, it spaces up entries, or else drawdown may grow unbearable too soon (this is a strategy parameter...

Probably i should put out preliminarly a sort of disclaimer, saying that my views do not represent the majority of quants and strategists :-)) (So don't take my opinions as "standard" approaches) I think i have explained with some detail in my threads. I will summarize here some concept...

Well, i think you may want to enforce a "fill timeout", and cancel the unfilled ones (i do the same). I don't believe much, personally, in the myth of very high frequency. It's much better to <b>overlay multiple medium frequency</b> games. You can attain a much higher frequency with an...

Thanks a lot Moon. I have also a more recent one, that i am compiling now: http://www.elitetrader.com/vb/showthread.php?s=&threadid=208265&perpage=6&pagenumber=12 About orders, personally i use <b>only lmt orders</b> (i give in my bot also the possibility to override this setting, but...

that's called spurious correlation :-) or more accurately in this case, nonsense correlation :-)) Tom PS http://www.wedb.net/download/quanti/causa_e_correl/espuria/haig_2003_what_is_spurious_correlation.pdf

Yes, sure. Still not completely clear the question though. :-) By "simulated", do you mean a "virtual execution" (like in backtest) or in "paper trading" ? Also what do you mean exactly by "correspondence" ? Anyway, the general answer (in my case) is no, i have not found significant...

Trade futures. It's way better (and safer) ! Tom

As curiousity, here are the trades of the 2-nd most lucky today. It's CL (after SI). <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3122033" width="1200" />