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I wonder if it's possible to employe options to avoid the margin call problem ? In other words, all you lose is your premium. However, I have no experience with the CBOE and how fast they can react even with high liquidity ETF's like the QQQs. Do they even support stop limit orders ? So in this...

Was he trading the futures or individual stocks ? It's a very interesting strategy...albeit not foolproof as when these events occur, the market often paints a "zig-zag" of price action as it attempts to find the true value based on the event. I wonder how he handled that ?

http://www.marketwatch.com/story/its-better-do-this-than-battle-with-a-moribund-stock-market-2016-03-29?mod=MW_story_recommended_tab&Link=obnetwork How to develop the code to make this determination ? It's somewhat "cool" and can be modified for other time-lines. Now, saying that, how can it...

I believe he showed an equity curve, but no sharpe / sortino stats....l to me, that is "telling". You've got to post one of the following: 1) sharpe 2) sortino 3) k-ratio

Here is his explanation: As I briefly mentioned, the strategy is based on the concept of price inertia. Basically, it implies that once the price has reached a certain degree of acceleration (increased growth/fall over a fixed unit of time), it is reasonably expected to move for some more time...

re: "Theresa was appointed Home Secretary in May 2010. In this role she is leading the Government’s work to free up the police to fight crime more effectively, secure the borders and reduce immigration, and protect the UK from terrorism. She was also Minister for Women & Equalities from 2010 to...

I don't quite understand this "first loss" clause. Can someone provide an example ?

Thanks Outlander for the feedback...and I totally agree with Spacewiz.... There are just so many hours in the day....and to spend it on this functionality, instead of spending it on creating trading models is nuts IMHO.

Totally....and is this another "Mary Shapiro" ? : re: "The ruling will need to be approved by Home Secretary Theresa May before the extradition would be carried out." No wonder our government has become so dysfunctional !!

Well, that's what I meant....and I like the fact that it is multi-threaded. I'd be really interested in seeing how clean (or not) IB's historic data is relative to DTN IQ or other data vendors like Tickdata.

http://www.tradinggeeks.net/downloads/ib-data-downloader/ Has anyone had experience with the above ? So basically this solves the throttling problem which everyone complains about, right ?

Continued slow-to-no growth in China and other foreign economies do not portend well for this or any other metals. Where's the demand ?

OMIGOSH:How many times has this "bad data" from IB demo accounts been raised ?

Not surprising...it's much newer than the classic version of MC.

What about Multicharts ?

Currency pairs are great for algo trading, but hog futures ? WTF ? Where did he come up with that as an auto trading instrument ? Anything that moves....CL, NQ, etc. is the way to go. Autotrading a flat line is stupid IMHO.

Great points.....and exactly why you can't just measure the accuracy of a pattern....... as the risk & money management rules are just so much more important than the entry/exit signal based on a pattern or indicator. Those rules include bet sizing, stop loss, profit exit, reversal rules, etc.

Well, I think this whole issue comes down to the integrity of Multicharts as a company. MC has the "key" for everyone's encrypted strategies. So what ??.....as long as it's never given away.

I think all of this talk of latency is B.S. unless there is a terrific P/L ratio for the algo and a decent avg profit / avg loss ratio as well. A lot of algos can be profitable with the speed advantage....untill the commissions are substracted.

I think we are missing the primary issue of "the platform"....and the various features and functions they provide. Being able to obtain the open position profit and the last set of trades P&L for the day are those specific platform features which could be important. Some platforms make it easier...