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  1. dom993

    Strategy(ies) exchange

    Its about 50% of the long-term average (60% including the 2 missed wins) ... about 1-std-dev away from the average P&L on 54 trades. The max DD on those 54 trades (-2200) was not even the mean max.DD on 54 trades.
  2. dom993

    Slope of an EMA

    Pick a time interval (say 15min or 1h or whatever), and dynamically (bar by bar) compute index b so that the time interval between a & b matches your reference interval.
  3. dom993

    Strategy(ies) exchange

    I am trading it live since April 2012 ... up +4200 trading 2 contracts on 54 trades. This was on a reduced scope (no Sunday evening, daily start 9am, daily end 12pm except Monday 2:25pm), and I missed a couple wins for technical reasons (would have been +5700 instead of +4200).
  4. dom993

    Slope of an EMA

    Beyond the Y-axis, there is also the issue of the X-axis. Especially if you are on a range-chart, but even if you are trading on a volume/tick-chart, you might benefit from converting that back to time, in which case your "instant slope" will be (pseudo C# code): (EMA[1]-EMA[0]) /...
  5. dom993

    Best Software For Image Back Up

    There's one version of Macrium Reflect supposed to do it. Which OS are you currently on?
  6. dom993

    amd vs intel

    I was a long-time AMD customer, up until about 5 years ago, at that point I did switch-over to Intel because of getting increasingly frustrated by the lack of reliability of their chips (1 Athlon died, 1 AMD-inside laptop also died, 1 low-end CPU never got stable) Since then, I have had 2 x...
  7. dom993

    Evaluation: Futures Daytrading Strat w/ Stats

    Halcior: I am an automated systems designer & trader, I do trade my own systems, on Ninja, and I have perfectly matching backtesting vs execution (aside from slippage differences, and the occasional "lucky" fill in live trading - fill while price doesn't trade through the LMT, which my...
  8. dom993

    Would you lease an automated trading system

    Re. failsafes ... I am interested into what would you like to see to feel safe? Most brokerage firms can set a max daily loss on an account, what else would you like a system to provide in this area? C2 ... yes, I just discovered that they also charge subscribers about $2 per entry or exit...
  9. dom993

    Would you lease an automated trading system

    This is pretty simple ... each subscriber receives a compiled-version of the strategy, allowed to run only with his/her Ninja instance, until the expiration date for the lease. Ninja/Help/About ... 3rd line: MachineID is specific to each Ninja instance (even if you install the same Ninja...
  10. dom993

    Would you lease an automated trading system

    gmst: I am looking for (potential) subscriber viewpoint :)
  11. dom993

    first computer build

    I have been an overclocker pretty-much all my life (actually, from my Pentium-II 233MHz), mostly for perf./cost reasons. Last 2 OC systems were Q6600@3Ghz (1 used for R&D, the other used to be live trading). Those 2 systems are 5 year old, and still work like a charm (despite using the retail...
  12. dom993

    Evaluation: Futures Daytrading Strat w/ Stats

    One more thing ... test your money-management separately, through MonteCarlo simulations using the backtest trade-results distribution ... what you are doing now is like testing trade-management on 1 trade setup.
  13. dom993

    Evaluation: Futures Daytrading Strat w/ Stats

    I do not think "manual" backtesting is worth anything ... it too often misses losing trades, and is not indicative of what actual trading results would have been (missed trades for been in the bathroom, on the phone, fallen asleep at your desk, etc). Instead of blaming MC/NT for inadequate...
  14. dom993

    Would you lease an automated trading system

    I would lease an executable version of the strategy, allowed to run on specific instances of Ninja (using the Ninja MachineId for that), and programmed to expire at a set date (corresponding to the current term of the lease). Monthly or quarterly payment of the lease through PayPal.
  15. dom993

    Would you lease an automated trading system

    I am trading it this year (2013) to the max of my trading account, after trading it on a couple contracts per setup since April 2012 ... but that will still be limited to 6 contracts per setup, at least for the next few months. Ninja certainly has some limitations & issues, and I had to write...
  16. dom993

    Would you lease an automated trading system

    I am evaluating a couple of options to monetize my trading system while I trade it live - one of these options being to offer the Ninja strategy for lease. I have the following questions for you: 1. "Would you ever lease an automated trading system"? 2. "If yes, what would be the key...
  17. dom993

    Collective2 ... looking for feedback from signal-providers

    I am evaluating a couple of options to monetize my trading system while I trade it live - one of these options being to offer a signal-service through Collective2. My system runs in NinjaTrader, Ninja only offers to send MKT orders to C2 (after an order is filled in an account mirrored in C2)...
  18. dom993

    first computer build

    Pretty poor advice ... whether it is for backtesting or live-trading, one should better be able to trust his/her system 100%, and that starts with low-level component testing. But you'll figure it out the hard way...
  19. dom993

    first computer build

    Download MemTest86 (or MemTest86+), make a bootable CD or DVD, and take time to test you RAM. (use MemTest86 v3.50 or Memtest86+ V4.20, the most recent versions still have issues in some configurations) Then use Prime95 stresstest to ensure your PC is stable under load. Also worth...
  20. dom993

    Thought pattern to stay in sync with the trend?

    Like in the markets, "everything is possible" in programming. But it is true that programming a Price Action oriented system (using patterns in general, including support/resistance and trend-lines) is far more complex than using "indicators". This is what I specialize into, but it took me...
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