Search results

The software is behaving as expected. While the ATR value will be variable until the bar actually closes, to get the backtest and live trading results to line up, you should only check for signals on the OnBarClose event or whatever is used for Metatrader.

This is definitely one of the better trading interviews I have listened to. There was good info regarding system development/trading that I had not considered before. thanks!

I have not applied for any jobs because I do not currently want a job. It would be a waste of my time to prepare for interviews. I have problems to solve and code to write.

#1 is in the bag. I know what my skills are and have a good reputation among colleagues in my area. Also, the job description you posted would be $100,000 minimum per year in my local job market (not $40,000). The market is so hot that kids are starting at between $50,000 and $60,000 out of...

Congrats on a great year so far! We will check back in on your performance once the next bear market starts.

Rather than 911 being an "inside job", a more plausible scenario is that certain authorities were aware of the attack being planned and they let it happen. I don't buy that any of the other events you mentioned are false flags. Take the Vegas shooting for example. There have been zero changes...

Strategy parameters are not optimized. The strategy count is based on different components that can make up a strategy. See thread "a new way to backtest".

I try and think in terms of capital utilization. Let's say I have algos A, B and C with the following stats: A: Avg trade result: 3% Avg trades per month: 10 Avg holding period: 5 days B: Avg trade result: 8% Avg trades per month: 2 Avg holding period: 5 days C: Avg trade...

The "issue" is I have many systems that are just slight variations of each other. Technically, I could reduce them down to one composite strategy but that would actually be more work as that would have to be done manually. For example, I just ran my research platform against ES using 30 minute...

For those running hundreds (300+) of trading strategies concurrently, which platform do you use for live trading? Also, which time-frames are you mostly trading? Thanks!

He reached 138k euros which is well short of 1 million but still quite impressive! And yes, going from 30k to 138k in such a short time is not probable but certainly possible.

Both. Finding profitable algorithmic trading strategies is not easy. Once found, managing those strategies performance and combining them in an uncorrelated portfolio of strategies is also challenging. What makes you say the market for a solution that helps to solve those problems is small?

Thanks for posting! The application looks great. While it looks like I am taking a similar approach to back-testing, the main difference is I am be distributing an SDK and console application with source code which is targeted at programmers who want to be able to extend the platform.

About two years.

Incorrect. As outlined here, the tool adds automation to the strategy discovery process. It is not going to magically "spit out" profitable strategies. The user has to have an idea of what features might make up a profitable strategy. new approach for testing algorithmic trading strategies

Like others have noted, once the shooter pulled the gun, the "victim" had no weapon and no forward progress towards the shooter. The fact that the shooter hesitated after pulling out the gun and shooting seems to nullify "stand your ground" given the circumstance. As an aside, the shooter was...

Such talent!! https://www.webbyawards.com/winners/2018/film-video/general/comedy-individual-short-or-episode/alex-jones-rants-as-an-indie-folk-song/

It is a crowded space with some alert services having decades long track records. http://hulbertratings.com/since-inception/

The genetic optimizers I am familiar with work on parameters of a given strategy. My platform tests different feature combinations that can make up a strategy. Of course there are deep learning routines that may use some sort of genetic optimization and then spit out strategy code but my...