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From now on, before anyone asks any trading related question on this site, they need to be required to read that paper first.

An ET member posted on a thread I started where he shared a link detailing how he used a hybrid approach of NinjaTrader and his own custom code. https://www.elitetrader.com/et/threads/what-platform-do-you-use-to-run-multiple-intraday-strategies.314557/page-4 Look for the post from Jack_Larkin...

As far as I can tell, the OP was not asking for you to perform a code review. To just say someones code is terrible without any context of their programming background is kind of lame. I don't disagree entirely with you regarding "if" statements. They can certainly be abused. I find I...

Actually, I am working on doing something very similar. I am building a Quant ML SDK which will drastically reduce the effort to find profitable trading strategies. Without going to much in to how it will work, the end result will be strategy definitions which will be saved as JSON and the SDK...

Hold until you see the Trump haters capitulate and start buying this market. Once they pull the trigger, the top will be in place :)

If that case, I have a system for you. Given the last five years worth of data for SPY, buy on any day that is divisible by 3 (i.e. the 3rd, 6th, 9th, 12th etc.) and sell two days later. I bet that system will make you money and have plenty of trades in the sample.

I am afraid many fail to grasp the concept of a "profitable automated system". Ask yourself this...are there rules based strategies/techniques which can provide better risk adjusted returns than the S&P 500? Can software be written to automate a rules based system? The answers to those...

Read up on Renaissance...checkout their stats. http://www.marketfolly.com/2010/06/renaissance-technologies-medallion-fund.html

That site you linked to only supports backtesting 5 years worth of data which renders any backtest result slightly better than worthless.

Are you still interviewing for that $250k per year position? ;)

What most new retail traders don't understand is that averaging 20% per year consistently is very good. The problem is that does not reconcile with them wanting to quit their day job and trade full time with an underfunded trading account. I would not even attempt to primarily live off of...

That is correct. What do you use for backtesting? Can you test multiple systems concurrently?

Think of it like this. The market has different phases. Some systems do well in bull phases, some in sideways markets and some in volatile markets. You are very unlikely to find a system that will do well in all phases. That's why most pros are running multiple systems to smooth out the...

Assuming you are being serious about these system requirements, I am going to save you a lot of time and money if you are willing to listen. There is no such thing as an automated system which can consistently average 100% per month in profits. It does not exist. It's possible for a system to...

Are you looking for an intraday or end of day system? What trading platform do you have to execute the system? How much money do you expect to make with a system?

Looking there, just found this: http://forum.esignal.com/forum/efs-development/efs-library-discussion-board/jack-hershey-methods Jack Hershey lives on!!

Another consideration is what needs to be built. Coding an indicator or a relatively simple app is a lot different than building software that can be built upon, scale and easily be extended.

My fiance is from Czech Republic and I have spent some time there. The weather is not quite to my liking as I prefer warmer weather but the country is beautiful and not too expensive. If at some point you seriously consider moving there, a good friend of mine has a brother living in Prague (he...

Perhaps you could post a more suitable specimen :)

I would also be very interested in those metrics. Here are some stats for the USA. "We find that 17 million American households owned a brokerage account in 2013, down from 19 million in 2001. Most households with a brokerage account also owned an Individual Retirement Account (IRA). While...