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I might trade dozens of strategies and I need a way to test/trade them all together and have a risk component that knows the current state of each strategy and can allocate capital accordingly.

Does MotiveWave support backtesting multiple strategies concurrently in a single backtest?

When you blow out your account and have to go look for a "real" job.

Finally got around to implementing this today. So glad I did because it is invalidating some of my previous assumptions. Previously, I thought a 75% win rate where the stop and limit exit orders are equal distance from the entry price (based on an ATR calculation...i.e. 4 x ATR value) would be...

Which country are you currently a citizen of? Puerto Rico currently has a deal where if you move there you pay zero in taxes if you are a US citizen. https://www.gq.com/story/how-puerto-rico-became-tax-haven-for-super-rich

Thanks! Will keep you posted.

This describes the concept of the product. There are other apps out there that are similar geared toward non programmers but what I plan to offer will be an app and tool solution with source code (the core SDK component will be compiled with no source code). I have also added automation...

Good info. I am working on a soon to be commercial product for algo discovery and should have it in a deliverable state in less than two months. If you are interested I will send it your way to check out...no financial obligation on your part. Just interested in collecting some feedback.

I prefer a hybrid approach of 2 and 3. The key is to find a solution in 3 (off the shelf) that allows for 2 (customization and extension). That being said, most of the off the shelf platforms have not met my needs. I have personally chatted with several people on this site who have fully...

Personally, I would not trade an algo that was generated from some deep learning routine unless I knew the mechanics of how the deep learning routine worked. I use supervised machine learning where I am in control of the features that could make up an algo so it is easily understood what the...

I will take a look at the blog you referenced. The project you are working on does sound like an epic undertaking as you mentioned. The approach I am taking is to only build software for specific problems that are not adequately solved by existing solutions. IMO, there are solutions which do...

Sounds like a great project! Curious as to how exactly you incorporate the Microsoft Cognitive Toolkit into your algo discovery.

All strategies have entry and exit criteria. The idea I propose is to test a strategies entry criteria by comparing it against random entry with the same exit criteria. For example, say the strategy has 200 trades over a data set and has a win rate, profit factor or whatever you want to...

Sent you a PM.

AlgoTerminal.

I have gotten some good info from this site and picked up other info from various blogs along the way. Are you able to write code?

I don't if any of the books offer value as I have not read them. Looking at the Amazon page for Kaufman's book, I am stunned by the amount of grammatical errors. Who wrote this!!! ???

I will be wrapping up the AlgoTerminal code generator in the next couple of days. This was a bit more effort than estimated but the result will be a common way of building other code generators. My top priority is to be live trading ASAP. Once that happens I will polish up the product a bit...

Updated the video to show the backstage banter...lol

This Avenatti bit is reminding me of the "Stonehenge" scene in Spinal Tap.