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I didn't think the article would be available on line but I Googled for it and found the following link: http://findarticles.com/p/articles/mi_qa5282/is_200708/ai_n21249896/ It was originally published in Futures Magazine August 2007. It has sample code that shows how to use Studio to test...

Have you seen Murray's Future's Mag article re how to test spreads using TradersStudio? If not I will look up the issue for you and post. I think to accurately test spreads, you need to use the individual contracts rather than any type of back adjusted or ratio adjusted continuous contracts...

I should add that over the last 16 years I have owned licenses to over 10 technical analysis software products and of those only 2 remain in use on a daily basis. One of these is TradersStudio (Studio). The most ridiculous purchase I ever made was software that was supposed to make...

CPTrader wrote: TS is incredibly unstable – crashing multiple times each day I have owned TS for 3 years now and any issues re crashing have been fixed in the latest beta which is very stable. I also disagree with most of the other criticisms of TS that CPTrader posted. TS is one of the...

We have not yet had an stability problems at all in over a year of trading every day. We use Mirus Futures and they have a special connection to the exchange with a server at the exchange that is running Zen Fire. Rich

Have you looked at Ninja trader? We are currently automating day trading strategies on the emini indexes. You can write your own trading application within Ninja Trader which uses C# language. We have one that we wrote that reads a text file that comes from another program and then executes...

This is more of a theoretical question re correlation of systems. When building systems into a portfolio, it seems to me that I would want them to all have a correlation in the sense that I want a straight equity curve and that one systems drawdown is canceled by another systems run up. With...

I know TradersStudio does do this-adjust the sizing after each trade based on the currently available capital. I think that if a backtestor doesn't do the sizing on each bar it wouldn't be much good. There are two parts to the backtester in Studio, a session level where all signals from a...

My understanding of the Kelly criteria is that it is a type of fixed fractional where you risk a % of your account balance that is determined something like 50% of the optimal fixed fraction. Optimal fixed fraction is what will give the maximum terminal account equity. I have never heard of...

I have been using TradersStudio now for over a year and I like the program very much. It will do just about anything that you can program using the Visual Basic like code. So re trading plans and position sizing, there are no limits. Several position sizing plans ship with the product but I...

I have been using IB for years with no problems. I tried a lot of other brokers and IB is the best. The guy posting his dissatisfaction probably never had an IB account and works for a competitor.

Let me try to attach the word doc again.

Here is the response I received from NinjaTrader customer service-please see attachment. They were extemely quick to respond and had very detailed answers.

I got the following answer from SQ within a day of my email to them: Hi Richard, 1) It is not possible to reconnect to IB TWS automatically when IB TWS restarts, so EODSA is not possible. 2) If you don't need to reconnect to your brocker to switch accounts, then the answer is yes. For...

I am developing a list of what I need and want in a AT interface. I do not expect that I will find all in one package. The point is that the list can serve as a comparison checklist. I will look at Bloomberg. High cost is not a barrier since I have found that the most expensive cost (for me)...

In order to better evaluate different ATS platforms, I started a list of some of the features that I would need: 1) Automation through IB and other brokers. 2) Since I have multiple systems with a wide variety of time frames, I need to be able to manage not only intraday automation but also...

I agree-it would be nice to get a substantive discussion going. Here is a link to Futures Mag where Murray Ruggiero analyzes the use of neural nets in trading. I am not sure if the artiles are accessible to non-subscribers (I suspect not)...

I agree with Predictor because every study I have read indicates that models outperform the experts, even the experts who built the models.

Thanks-here is a link I found to their article: http://traderscom.stores.yahoo.net/-v11-c03-determi-pdf.html I have the TASC DVD so I will check this out tomorrow.

I also strongly concur with Murray and zentrader that first one should develop a rule based system that is robust testing on out of sample data using a walk forward technique, then piecing together the out of sample trades from the walk forward into an equity curve. This will give you a more...