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I have been waiting all my life for a strategy to "basically jump out at u"! So I think I have it...I got the MACD, 10 and 40 SMAs on my 15m and Daily charts. Oh...and my S&R lines. Sweet! Let's make some money!!

@Aquarians I can relate with your struggles. I started to rewrite my trading software about a year ago. Back in 2012 I built a web based backtesting platform and what I am doing now is a rewrite of that. It's been a long road brother. While my day gig does not sound as demanding as yours, I...

What is your current approach for backtesting ideas? What platform do you use?

Would you be willing to pay a small fee for the "historical indicators"?

I hope profits come into the picture somewhere ;)

Last I checked, most retail backtesting packages will allow you to test a range of parameter settings for indicators. The whole process will take a few minutes :)

You are more likely to lose all of your money if your goal is to turn 30k to 1 million in six months as you would have to take on an large amount of risk. Perhaps a more modest goal?

Yes...that is correct. There is a bunch of stuff going on that is abstracted behind the code that I showed. I will make available the SDK as soon as I have something operational in C#.

That sounds like some serious Excel craftiness going on. It amazes me what people are able to do in Excel!! Will definitely keep you posted!!

A corrupt political party defeated another corrupt political party. WooHoo...let's celebrate!

Raising capital is not easy. While I am busy building a track record and working on my software, my family has to eat. Offering services/technology for money is a logical thing to do.

Hmmm....maybe I will be that guy ;)

Why would I look to use something like particle swarm or genetic algos when I already have something that solves my problem? Look, I am not looking to develop some software that solves all the mysteries of the market and produces some billion dollar magical algorithm. That is not reality. If...

That is the whole idea. I want to constrain the search space so I can get the results I need very quickly. How do YOU test to avoid data mining and overfitting?

The attached package provides an overview of my current prototype. I am currently re-writing it in C#. The idea is that given a theory of the market, you can easily test it. For example, in the attached example, I tested the theory that when ETFs have experienced significant selling over a...

I have a custom machine learning implementation. I'll post a more in depth overview tomorrow.

It finds strategy candidates in sample data and then retests those same strategies in out of sample data. If both runs have positive results then the likely hood of curve fitting is minimized.

I already have a prototype that can test over 1000 strategies per second, can discover strategy candidates on sample data and then further test strategies that have user defined characteristics on out of sample data. The project is not complete but I feel confident what I currently have is of...

I don't disagree about the limitations of existing platforms. What I am attempting to do is to solve a very specific problem which is finding profitable trading strategies efficiently. In my view, this is the biggest pain point for people looking to auto trade. I will have a prototype soon...

Yes....that is something I will be looking at down the road. Really what I am trying to do is determine which platforms I should target my service towards. I am working on a Machine Learning implementation that can test ideas really fast with the goal of being able to generate code which can...