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@Truth_ Fantastic post! Thanks!!

Nice graphic :) I agree. The key is to ensure that the testing period covers data favorable and not favorable for the system.

Let's say for the sake of an example, I have a strategy which yields 500 trades over a thousand stocks. The entry criteria is some price related pattern and stop and limit orders are placed 2 x the Average True Range away from the entry price. Assuming the strategy result metrics look good...

I am working on a service that will find profitable trading strategies and then convert them into EasyLanguage code. To finish my proof of concept, I need to make sure my strategies can be accurately coded in EasyLanguage. The code needs to work in MultiCharts and TradeStation. If you are an...

It analyzed all available daily, weekly and monthly data for SPY and QQQ. The idea is to identify strategy candidates on a very small subset of tickers and then run those candidates on a larger universe of tickers.

I have not worked with Tensorflow, but I am currently building my own custom solution in GoLang. The concept is simple. Below is some code from the package I am working on comp := make(map[int][]string) targSym := "SPY" tf := "daily" allSyms := []string{"SPY", "QQQ"} bbc :=...

That's what I was thinking. Go to every other floor. FWIW, I work with a guy who specializes in these sorts of word puzzles. Apparently he is very active on a site that poses these sorts of puzzles. Google stalked him there and wanted to fly him out for an interview. He declined.

I have participated in a lot of interviews of candidates for the place I currently work. The key mistake I see people making is they do not know how to talk about the technologies and projects they worked on. If you can talk in depth about the projects you worked on, there is no need to sweat...

In 2003 I left a full time IT job to trade full time. After about 6 months of burning through money for living expenses, I got a part time job where I worked after the market closed. After 18 months I found another IT job as trading full time and expecting to support myself was not working...

@MattZ I'll reach out to you via PM to discuss this project further. I could see Multicharts being a first target platform, especially if you have access to users willing to participate in a pilot program. Thanks! fan27

Good point @MattZ. Unfortunately I cannot edit the poll. If anyone voted Other feel free to indicate the platform. In all likely hood I will target either NinjaTrader or TradeStation first. I will also generate pseudo code right out of the gate so users can translate to their platform of...

@just21 Thanks a lot for posting that! Yes, that is somewhat similar to what I am building. Licensing their product costs $20,000 per year! Ouch!!

Going to start with stocks, ETFs and futures.

I am writing a service which is going to dramatically automate the finding of successful trading strategies. The output of the service will be strategy code which can be run in the respective platform. My prototype is almost done and I am trying to determine which platform to target first...

I have given this topic some more thought. Seems like I would have a better chance at developing my platform to be used in some sort of SAAS product. I think other traders would find it useful. Rather than a monthly fee I could charge per backtest where a backtest would consist of testing out...

Sounds good Jeff! I am currently building a machine learning backtest platform from the ground up written in Go. It's a very fun project! What is your system written in? fan27

Why not master trading the daily time-frame first, and then move to shorter time frames. fan27

It wasn't bad if the windows were open and you had a breeze. I doubt the rooms in the nursing home had any windows open. Perhaps is was other forms of neglect and not the heat. Who knows.

@Tsing Tao Also riding it out here in Tampa. Stay safe man.

There are many implementations of ta-lib in a variety of languages. The library has most indicators and the like. Probably best to select the language you are most comfortable with and most suited for the job and take it from there. fan27