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Alan!!!!! Welcome back!!! My third (self-proclaiming) mentor is back in ET!!! All I need now is M. Johnson and I'm set!!! My mentors (since Chuck's site): mbrown mjohnson acrary Alan, I have a question... are you open for some "open discussion"? I've been a fully automated...

Do we all agree that Corey is the best systematic trader in ET?

MFE and MAE, like any other performance measure can lead to curve-fitting the equity curve, just like curve-fitting the market.

Everything doesn't have to and can't be automated. The questions that need to be asked is what / which part of market has a robust tendency. Or which part of the system is good to optimize and which parts are dangerous to be optimized.

All automation requires programming. It's either you do it on your own or pay for it. Simple

If this is a single system: In the long run. NO.

It's rather funny how people in here mention that a software doesn't support XXX's FIX. They treat FIX like an API... Anyways, the best bet is to play around. I have a CCNA so it wasn't so hard for me to understand how FIX / sockets work. Play with their UAT sessions and learn how they...

I know a few people on the list... Most people are over-rated... some are under-rated. All of the people, don't reflect their "real life". As for me... I work in a big house with the initials L.B. located in Tokyo. Doesn't exactly reflect the tone I use in ET...

NO. "GOOD" prop firms are designed to help "GOOD" traders. If you suck at trading, or expecting the firm to make you "GOOD", you have the wrong idea about them.

Which market? Equities? Futures? FX?

Even though the out / in-sample is implemented as part of the system development process. It doesn't guarantee the system will work in the future. As a matter of fact... there is never a guarantee that ANY system will work in the future. It's only telling you that it is more probable /...

Need more info. As a matter of fact, why not test it yourself?

2 things: 1. Skills. You need to expose the arb. opportunity. 2. Access. Low commish and fast connection.

Markets are always changing. That said, how would you alter the code if you are required to on the real-time basis? Are you just going to be working under a On/Off switch basis? I am guessing that you are a discretionary trader. If so, you should be well aware about the fact that...

Yes, any kind of DTM orders (Algo. orders) that Wall Street provides the client with is a light CEP system. Though, the strategy they provide is not at all impressive... it gets the job done though... Anyways, can you provide us with the brief overview of the type of "Algo" that you would...

Maybe he's talking about Woody... or... he's trying to revive this thread...

AI vs. Expert System. NN under ES has significance.

U start.

For the first time, I agree. The tester and execution platform should be custom made in terms of systematic trading. I've never seen (and never will see) a vendor/retail that is capable of the trading/testing I (or other professional pure systematic traders) do. All vendor / retail...

I keep on saying this but it depends. Let's say you developed an intraday swing model for MSFT. You should be getting a "relatively" similar result if you test it with some other tech. stock like ORCL or INTC. You may get a completely different result if you ran the same system on Corn or...