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Yes. I wouldn't use the term "predicting" but all systems are based on the "assumption" that the specific tendency the system exposes sustains... And... Risk management deals with the impact of when the "assumption" changes. They're both Math. Considering MATH being used in all levels of...

How comfortable are you with programming?

I'll confirm that MarkBrown has done it. Interesting thing about tick data derived signals are that, it serves as an OddBall-like signal. *In US index futures* Mark, how's your Cray computer?

Mark, I'm kinda late boarding this thread... But it's really nice to have you back on ET. I'm posting again just because you're here!!! "Your secret admirer" and "Self proclaiming padwan" (FYI. I asked you for advice intraday trading using tick data for the ES market a while...

It's simpler... Most people just stick a NN or Computer Learning logic and lose control over it. It's a necessity for a system developer to have clarity over what's going on with their trades. Blindly using NN or any tool without any understanding / control is only increasing your risk...

Back to posting briefly, nitro has given a great insight, You have to get passed developing models, solely, from backtesting historical data. Though, you need to be able to backtest, very well to do so... and still do so...

Welcome to the world of curve-fitting.

If you're talking about a simple: Trend is up then Buy. Trend is down then Sell. ...kind of system. Expect to find some curve-fitted parameters. There are ways to go around them but it's beyond the scope of tech. analysis based systems... Generally, it depends on the type of system...

Yes. FIX Org. has been keeping up the necessities of institutional trading. Though, I don't think it really affects the retail services. Most of the retail FIX version is still under 4.3-4.4. I haven't seen any FAST or 5.0 compatible brokers or semi-retail FIX engines developed...

Which market? I don't expect you code the models for me but I'll be interested in reading how you would take a certain base concept and turn it into a legible/professional model. Don't worry about you handicap. People have told me I have Obsessive Compulsive Disorder and Social Anxiety...

It's being done and successfully ran by some. Before I say more, you knew all what's been posted here before starting this thread. Don't be modest and tell us what you're thinking... :D :D :D

LOL... Great... I won't shut up. As a matter of fact, I recall that the guy Bluegar was spamming in ET looking for someone to fund his trading model and looking for a job as a system developer. You should PM him. You two should make a great team...

Partial fills - Depends on the model. Let's say you're dealing with outlyers like trend following.... In general terms, you'll be wanting to fill the rest of order to avoid missing the opportunity. In reverse, if you're dealing with higher # of opportunity but lower reward... you'll be...

Depends on the system.

OK... so you literally place a Stop Order on a xx tick interval? How long has your trading style worked consistantly? PS. If you can't take another person's opinion, mind as well not post anything. Why are you annoyed by me? Actually, I'm supportive towards what I agree with. Just...

1. Sockets / Remoting. - This is what connects the computers. 2. APIs are compatible with the programming language you use. I'm not giving you baseless / clueless answers. Maybe I should be talking to you like a 3rd grade kid...

Margin / Equity ratio for the past 3 years?

Better based on what? What language is your original tester / model coded in? How much cost can you pay? What's your capital? What the F*ck do you expect from what you post? You expect ET to be some psychic service? I'm really skeptical about the model you've developed based on the...

No. APIs are not OS driven but language compatibility issue. (Unless you're talking about .NET)

Sockets. (Remoting)