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Short 4 YM contracts at 28076 for 5 minute bar strategy Trailing Stop at 28157 Exit after 30 bars

Gotcha...but what about doing a fresh import of data into AlgoTerminal via IQFeed? Can you see the split in the minute data as it exists in the database?

Wait a minute...I know how this goes. The OP get's some hot shot trading schmuck on the phone, scams him into thinking he just wired $10,001,000 into his account, claims he over deposited by $1000 and gets him to go get him $1000 worth of Google play cards to make up for it :)

That is news to me but then again I am not actively trading stocks. Can you give me an example of a stock where the split is not accounted for in the IQ Feed minute data.

Who is your data provider? Whatever the case, splits need to be accounted for, either from your data source provider of by you, the backtester. What platform are you backtesting in?

Lighten up pal....and go read the article again if you haven't already...maybe you will learn something.

There is no library that can specifically do this...you need to write custom code. What you described could easily be done with a multi-symbol strategy in AlgoTerminal...of course other solutions could accomplish this as well.

Those stats are fantastic if they are real! How much capital do you estimate you could deploy to this strategy without significantly degrading performance?

@Howard , why do you have custom software? Why not use an off the shelf product such as NinjaTrader, AlgoTerminal or the other numerous choices out there?

I actually did a small project with a member on this site recently. I found his approach interesting so we chatted and I coded up his strategy for free in AlgoTerminal and we both have access to the source code. The strategy in its current form is not ready for prime time but I am not sweating...

Get off of SIM as quickly as possible. There is value in watching your hard earned money vanish before your eyes. You will either find a way to "figure things out" or go find a new hobby. Also, most people don't crack this nut on the first try.

How about you find some jobs on indeed.com or some other job site that sound appealing to you and post the links to the jobs here or screen shot their descriptions Based on that, perhaps we can offer better feedback in terms of how you should prepare. Also, check out this guy's channel. He...

I always like to ask here first.

Anyone here familiar with infinityfutures API and C#? I have a client interested in implementing the API in an existing ATS and I might not have time for the project.

Man...when is "@destriero the movie" coming out? Lot's of interesting material there! I am envisioning a scene where one of your half-siblings shows up on your door step asking you to teach them how to trade vol :)

Exit 7 YM contracts at 27619 -$553.7 Need to look at my strategy code because the trade was only held for 4 bars instead of 5.

Short 7 YM contracts at 27604 for 5 minute bar strategy Trailing Stop at 27659 Exit after 5 bars

Here is an idea. Let's say you will risk between 1.5 to 2.5% of account equity per trade. Next, you come up with a mechanism to determine signal strength based on probabilities of past trades where you score it between 1 and 5. You then use that score to determine where in the 1.5 - 2.5%...

Do you also factor in max account percentage loss per trade (i.e. a losing trade should be no more than a 2% loss for your account)?

My brokerage statements say otherwise.