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I checked the Excel sheet and the trades. This system is not tested properly and dillusional. Realistic execution (FIFO... slippage) will kill the system. You may be expecting someone to provide you with Low comission or low latency networks to overcome FIFO but what you provided will not...

Seemingly, we're all psychic in ET... The OP expects us to know his level of competency as a system trader...

Yes. But you never know until you've ran some optimizations... And, of course, by the time you put it live, the topology has shifted.

1. Little or big... the affect exists. 2. Considering that all system traders work under a same universe of past data, meaning the basis of everyone's decision is the same. There's going to be an obvious correlation (synchronicity) between traders and that little affect can lead up to a...

Considering that most of the "established" system trader can program, I don't see why we need to use a third party. If you're out for suckers.... then it maybe something but most never make money... or at least... last. Unless you have an extra-ordinary edge, you can provide... you are...

Unless you're dealing with High-Frequency trading and a reasonable firm who has DMA, FIX doesn't mean much. For a normal broker (most of FX firms), FIX is only an "API" that is eventually routed to the same execution engine as an "API" or a manual trader.

I disagree with the whole idea. The basis of your entry reflects the exit.

My test results are never the same as my tested results. Sure, quite a few of them are within an expected result... but never the same. Similar vs. Same.

Yes. Along with the fitness... It depends. If you are confident with a single fitness or trying to work around a single fitness... then it would be fine. If you are out for a rather different approach, GA or others will not be as quite as suitable.

diddo.

That's because you set your optimization wiht a curve-fit vulnerable fitness.

Great site. It's in my favorites now. Thanks for the recommendation.

In terms of this thread about margin and correlation... I have to agree. Having a lower variance (volatility... Std. Dev) is what you are aiming for. Having a low Sharpe does help. Having a low Margin does help. Though, it's not all of what's important. It's part of what is important...

You guys are freagin' light weights. I leave Chicago and all of stop meeting for some drinks... Not good.

Poet / Psychologist (- type) here. (I'm not bashing on you. I know that you're helping Maestro explain himself.) Variance / Covariance / Standard Dev. / Correlation / Composites ... ... ... great. We all understand Maestro. All Quant. / Stat type services offered by institutions...

Tick data is the raw Time Of Sales. Bid/Ask data is what you provided an example with.

I'm lightly following this thread and I'm waiting for someone else to provide a substantial answer towards this topic but no one seems to so... I'll BITE. Dealing with correlated and non-correlated system is a portolio level issue. Theoretically speaking, having a non-correlated system IS...

Agreed.

People with low latency and fast computers will make money.

Please define: What do you mean by this? Please explain. How should a trader who only has a system that gives reliable results some of the time trade?