Search results

Sure. Good examples include ensuring that the Low < High, and similar (obvious) relationships. For slightly more interesting rules, would be a layer of logic trying to guide the rule engine to search for certain types of patterns: - how many days of data to look back - which prices to use...

The trick, I've found, is to impose a few semantic rules on top on the brute force pattern search. This can be a very effecient way to find patterns that would have escaped you otherwise, while eliminating meaningless (or simply invalid) patterns.

I have asked ProfLogic to tone down references to his site and cut back on the "self promotion". Anyone with interest in promoting services can contact Baron to become a paid sponsor. Now ... let's get back to the very good original question posed by Flashboy.

WaveTrader2004, Sorry to see that you've been unable to keep your language clean. Your seemed to have things to contribute, but alas ... We really don't need behavior like this. Your account will be deactivated shortly.

Any messages with obscenities, mentioning of body parts, F*** this or that will get deleted.

Personally, i don't think "noise" trading is worth it. Movements take time and if you trade noise you're most likely going to be short term. That will make commissions and slip a high % of your profits. IMO slip + commiss should be kept under 10% of total gross in order to be succesful...

I also wrote and am using my own trading software. To summarize, I did this to eliminate dependencies on other companies, programming models etc. 0) Mostly the ability to express anything. I had found metastock and tradestation too simplistic. 1) From scratch, but using eSignal and TWS...

The Hedge Fund Edge by Mark Boucher has several very good quantitative strategies.

No, still the same. I bought 2004 in the naive hope that they had fields for time-of-day. They still only have the day of the trade, and Quicken still re-orders the trades as they get imported. This completely messes up matching, short sales etc. I don't think it's IBs problem; it's Quicken...

I was looking at quicken's new xml data format. There is still no time of day for the trade, only the day, so for daytrades I doubt we'll get it to work

one other appoach is to use the parametric description of a line: t*(p1-p0) + p0, p0 and p1 are the two points you know. t=0 gives you first point, t=1 gives you the 2nd endpoint. then simply normalize t by the length of the line segement and run t >1 and t <0 to get your extended line.

if you want to draw the pixels (as in raster display), Bresenham's (sp?) algorithm is the simplest and fastest.

It's easy to understand why someone would sell some of their less optimal systems. I'd certainly be happy to sell a few hundred copies for say $1000 a piece if there wasn't the risk of lawsuits. In the end, it's just not worth the hazzle and risk unless you have a good marketing machine, as...

nwbprop has requested that the thread be closed.

I found it pretty much useless. If you have a little bit of background in statistics (such as high school level) there is nothing new there.

I don't like to play insurance company, so I only buy options.

FWIW, they "dark blue" stoplimits trigger just fine on globex. I had excellent fills today

My McAfee also complains from time to time. I'll save the complaint next time, but it's about not being able to delete a certain file in the Internet TEmporary Files directory

I end up replacing systems when they fall significantly outside the parameters I expect. Sometimes it's a structural change in the market that renders the model invalid, sometimes, I simply don't know. It generally takes me weeks to months to create a system around a concept

If individual wins or losses bother you, you're trading to big! Reduce size until you don't care about any individual outcome. Repeat for months. Then increase size. It took me years before I learned not to get upset/delighted with every trade.