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Let's see if that holds true when you graduate from your sim account and start trading real money.

Long 1 NQ contract at 7001 for 30 minute bar strategy Stop order at 6921.25 Limit order at 7269.50 Exit after 130 bars

Still on track to release next weekend. The trial is going to ship with one minute ES, NQ, and YM data going to back to the late 90's (in the case of ES and NQ) and the data source will be pre-built in AlgoTerminal. Users will get the package, be able to run some pre-built configurations and...

Long 1 ES contract at 2729.25 for 60 minute bar strategy Trailing stop order at 2694.75 (will trail by close - (3 x ATR)) Limit order at 2770.75 Exit after 8 bars

In theory this is true. The problem is if you grow up in a poor neighborhood you run the risk of getting your ass kicked if you perform well in school. This, along with likely being raised by a single mother makes is it very challenging to succeed. But to your point, there are definitely...

Yeah...what @Metamega said. For my own trading, I have performance requirements for strategies that could still be met with a down year as I am more interested in the performance of the portfolio of strategies that I trade. In fact, I spend very little time on any particular strategy as I have...

Yes...I can read a chart. I read the chart you posted containing a 45 year time span out of a climate history spanning billions of years. It's like looking at two weeks of tick data in ES and thinking you found something meaningful.

Do you really think any climate data containing only 45 years has any statistical significance?

Not yet...right now it is a brute force approach but I have added some techniques for speeding up the process. I will likely revisit my ML algo once I get my product shipped and I have some time.

Not yet but I could easily add that.

Or perhaps the Fed will pump or Trump will be dumped.

There is a video on the first page of my journal. I will have some shorter ones when I launch. https://www.elitetrader.com/et/threads/adventures-in-automation.329052/

It took me a couple of years to write the software. The workflow is not complicated, just writing the software to do it was time consuming. I am launching my product in a couple of weeks and the site will have an extensive video collection showing exactly what I am doing.

I doubt it as I am performing zero parameter optimization and strategies must pass filters in and out of sample data. Plus, the profits in my live trading account point to strategy robustness.

Great info. Thanks for posting!

I have an idea of the conditions and exit criteria that could make up a profitable strategy. My machine learning code will try different combinations on different slices of data, all the while filtering results based on my preferences. At this point, I have a bunch of strategy candidates. The...

Most supervised machine learning is really just automation. For me, I use machine learning to automate strategy construction, backtesting, filtering, combining, etc.

Very slow month for February with only two trades which were small losses. Down a little more than a half percent for the month and up over nine percent for the year so far.

Looks more like a failed break out (to the downside) pattern.

Thanks. Happy to hear you think the plan is sound given your background. I was actually mentally preparing to get a "day job" before the AlgoTerminal consulting opportunities started appearing. The FasterQuant website will be launched mid March and I will be very curious to see the interest...