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Acronis or Macrium Reflect or whatever ... having back-up data is way different from having redundancy for your data. - In case of backup, you have to manually restore, and you have lost whatever since the last backup. - In case of redundancy, you swap hardware & go your merry way...

Regardless of the reasons, it is a poor choice to spend $3k on a rig and not have full automatic redundancy for your data.

I beg to differ ... I use the SSD for Windows, Ninja and its data, the limited apps I need beyond that, and RAID1 HDs for my own data and to backup the SSD. I practice one in a while restoring my SSD image to a blank HD, it doesn't take more than 2h to restore on new hardware should the SSD...

- I would go for 64GB (of course, this is what I have on my P9X79 / 3930K) - Get 2 x 1TB HDs and config them RAID1 (mirroring) - I recommend the Noctua NH-D14 SE2011 for CPU cooling - but this realistically cannot be shipped mounted (neither should the Gelid GX-7 IMO, but it might be within...

100 trades for a backtest is nothing - really. The only good news here, is that about 5 years should give you ~ 1000 trades - then, you start to get a feel for the validity of the strategy. That said, markets change, so no matter what, you'll have to know the difference between a normal...

This is where you really have to do your homework ... buy quality historical data for your markets of interest, and gather that key statistical data. This is where so many people fail ... they won't pay for quality historical data (and enough of it), and even if they did, they won't put in...

A quality post, easy to understand and work with ... Thank you Jack.

Yep, 6-cores w/ hyperthreading "equals" 12 to me :)

In single-threaded applications, you'll be far better with a i7-39xxK. If you truly have the use for 24 cores (hence the 2 x XEON), then most likely 32GB RAM won't be enough (even 64GB would be somewhat small).

I doubt there are any cooling or noise advantage for any retail water-cooling solution vs the Noctua. The drawback IMO is ... water. The big advantage vs. the Noctua is the light weight on the motherboard. I have a standard Sonata-IV case with its factory fan set on medium speed, and it is...

I have a 3930K on P9X79 w/ 64Gb RAM ... I am certainly happy with it. Choose carefully your CPU cooling solution, I went for a Noctua NH-D14 SE2011 and I love it ... completely silent, great cooling ... but it weights a lot, not a problem if you build your rig yourself, otherwise it is a...

The primary TF is 100-vol. Backtesting fill-engine on 1-sec. TF. 2009..2012: (for 1 contract) - P&L : +207,450 - max.DD : -18,390 - P/F 1.30 - # trades: 2238 - Avg/trade: $92 - Win% 50.8% ; avgW/avgL 1.26 The worst year is 2010: - P&L : +25,030 - max.DD : -12,630 - P/F 1.17 -...

I am on NinjaTrader, with accounts at IB & Dorman, my primary datafeed is IQfeed. The main challenge was to reload historical data after a loss of connectivity - there's no supported API for that (!), and the Ninja folks would not help me at all beyond suggesting using SendKeys() to trigger...

2008 is part of my backtest results, but I don't pay too much attention to it.

Quick update ... 1) 24/7 operations - just started to look around for another hosting provider. Initial contact with EOTPRO (Chicago Equinox datacenter). Would appreciate other suggestions. 2) stop/restart strategy w/ position on - short-term version implemented & tested, checks & warns on...

For one thing, I disclosed how I do compute the SystemStop for any system - using both a detailed & precise formula, and a fast approximation of it. If you took the time to read, you would also have noticed I suggested a fixed value for the DiscountFactor, which is system independent. Try...

The generic formula would be: ATSvalue = (ExpectedLifetimeP&LPeak - SystemStop - ATSprice)*DiscountFactor - ExpectedLifetimeP&LPeak: calculated at minimum position size. This is basically the 1-year average P&L * anticipated number of years before system failure. - SystemStop: 5...

... and yearly results

P&L curve ...

The first thing I look at for a system, is the ratio of its average year P&L to its max.DD ... but historical DD doesn't cut it for me, and the 2nd thing I do (pending having the distribution of trades outcome) is to run a MC simulation for 1-year worth of trades, and then use 5 std-dev away...