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I think spending on tech should be proportional to the account size you are trading. If you have $30,000, spending $3000 a year on tech is way too much. I would think spending 2% to 5% of account value would be appropriate. There are some products out there that can find strategies based on...

I imagine there is a tipping point where it makes more sense to keep all technology in house and trade vs licensing the software. Obviously, if you have billions to trade, selling the software makes little sense. In my case, with an account just at six figures, only trading and not licensing...

Good info. One point I would disagree with is "selecting profitable strategies that beat random entry is a given". For example, I am sure I could easily construct strategies that would have performed well with very high win rates during the bitcoin bull market. I would also be willing to bet...

There is a concept/technique in software development called CICD (Continuous Integration Continuous Deployment). An example of a CIDD pipeline would be a developer checks code into a development source control branch, another developer reviews it and when that code is merged into the master...

Here is something to consider. What if all testing is done minus the previous year of data. Then, any strategies are "walk forward" tested on the previous year of data. How is this different then testing on all data and then walk forward test for the next year except for the fact you have...

Yeah...don't sign up for his signal service. Hilarious! :)

Here is my approach. Let's say I looking for a bull market long only strategy in the ES (S&P). - Generate/test/filter strategies on a slice of data that encompasses a bull market (i.e. 2009 - present). - Next, test/filter the strategies that passed the filter on another slice of bull market...

Not sure yet as I have not written the code to run this simulation. It will be easy to do though. Just need to get the random points in the record set, create a collection of Signal objects based on those data points and then inject those into my backtesting engine which will override the need...

Yes. Through my testing strategies that have very high win rates do not have many trades. The key (for me) is to have many high probability strategies so that trade frequency goes up and capital is optimally deployed. That being said, I am at a point where I am trying to best validate the...

When constructing a strategy/algo, the first thing I am interested in is finding a signal/ pattern that has some predictive qualities. To do that, I will backtest the strategy with a stop and a limit order that is a multiple of the ATR and where the stop and limit are equal distance from price...

Sure thing. First day live demo. What could possibly go wrong ;)

MT is using data which is located somewhere on the machine running the application to build the charts. As to your question, code is used to transform the data to CSV. Kevin S already mentioned he would help with that. I have a project which can generate higher time frame data (minute...

Something about coming back to the milk barn? Perhaps this can be my mantra "When will the cows come home, when will the cows come home...." ;)

Good question.

Agreed. Meditation might help with impulse control/discipline but without having an edge, you can meditate until the cows come home and you will still lose.

No one has probably created a script for it because the more straight forward approach is to directly manipulate the source OHLCV data that is used by metatrader. See if you can find it on your file system somewhere within a metatrader data directory.

And the following sentence states: "If all goes well I will be live trading by October 1st." Note no quotes or test account qualifiers in that statement. Hope that clears things up for you.

I have never understood how anyone can stand five minutes of any of these awards shows. A few people in the business get it.

Perhaps you can explain how a brokerage in India has anything to do with what the user is looking for in terms of backtesting and autotrading.

Tell that to the mother who previously owned my house. Her nine year old daughter just died from a rare form of brain cancer where she was slowly paralyzed and "drowned" from chest congestion because her body was unable to cough.