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I live in a 4 br 2.5 bath home with a pool in a decent neighborhood in Tampa, FL and pay $1750 for mortgage/taxes/insurance. I doubt you would find anything in the North East close to a good job market for that sort of value.

I am forming an LLC, building a website, etc. to start licensing my tech and offering consulting services. The funny thing is just a few days ago I was considering getting a "day job" and continue using my tech for personal use while building a trading track record. The latter will still...

Exit 2 NQ contracts at 7021.25 -$578.20

Long 2 NQ contracts at 7035.50 for 30 minute bar strategy Trailing stop order at 6984.50 (will trail by close - (3 x ATR)) Limit order at 7101.25 Exit after 8 bars

Lot's of good things happening! Just met with a friend to test a proof of concept with NinjaTrader. We were able to have strategies "talk" to each other while live trading which means the portfolio capabilities of FasterQuant can be implemented in NinjaTrader live trading. So the flow will go...

Perhaps a little inspiration from a Twilight Zone episode.

No....2238 out of the 5000 test runs yielded a positive total result. I would not even consider trading a strategy with the same stats as the best performer out of the 5000.

For ES, NQ and YM Daily data, I ran a simulation (5000 times) where 500 trades were randomly selected between 01/01/2000 and today. Here are the results without any commissions or slippage factored in. Where stop is Entry - (ATR * 1) and limit is Entry + (ATR * 3): 1070 out of 5000 runs had a...

Pick any time frame (1 min, 5 min, 1 hour, etc), date range and your choice of NQ, ES or YM (or all) and I will show you how much of a loser this strategy would be.

I have directly interacted with MYSQL in both PHP and Javascript. You should be able to find some boiler plate code on the net for your language of choice. Regarding your diagram, for Earnings data, what data will Day and Earnings Announce Time hold?

I am not familiar with LucidCharts but have worked with MySql. Sure...post your schematic designs and describe the problems you are having.

Folks...read the above statement. This is what we are dealing with here.

With some quick searching I found this project on GitHub. I have no idea if will suit your needs but it is written in C++ and has an IB connector. https://github.com/EliteQuant/EliteQuant_Cpp

What time frames are you trading? Are your strategies super latency sensitive?

We can dig tunnels through the center of the earth and send people in tubes to various locations. This will reduce our carbon footprint because traveling via a straight line (the tube) is a shorter distance than traveling around a circular object. :)

FasterQuant running without issue on an Ubuntu instance. Tomorrow I am going to create a compute optimized instance with 76 cores (compared to two on my laptop). Time to release the Kraken!!

I suggest you take a break from trading, get some sort of good paying job and revisit trading at a later date. I have traded off and on for 18 years and every time I have come back to the game it is with fresh ideas and renewed enthusiasm.

Adding weighted metrics for strategy and portfolio selection turns out to be a major enhancement. At the portfolio level, previously I would just rank by ProfitFactor but I am finding if I add equal weighting to lowest max drawdown and highest total result, almost all other metrics improve. I...

Anyone who thinks that was a bad SOTU performance by Trump is delusional. Get ready for six more of them.

Currently making enhancements to the PortfolioOptimization runner. Previously, I had the ability to to filter strategies and then choose the the order combination with the highest profit factor. For example, let's say we had: strat1: orderCombo1, orderCombo2, orderCombo3 strat2: orderCombo1...