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I got therapy earlier this year which was amazingly helpful. It improved my life so much. That includes marriage, work life, relationship with daughter and friends. But most cool was it solved my difficulties in finding a working automated trading strategy. Wow! My new fully automated Forex...

Maybe we should check horoscopes too? :) lol Pardon me but I assume you were kidding. If you were serious, I guess you need to clue me in.

We have a profitable strategy that does reversion to mean, market making but it also takes into account economic news releases. The question relates to October 23, 2012. On that morning at 8:33 am EST several high liquidity pairs experienced a sudden jump in volatility. Ordinarily that...

I do automated trading and use Economic news announcements that are preplanned. FYI, simply the time that the major reports will occur gets input to the trading model. However, it seems that there are revisions to economic news that impacts the market. So when do those occur? Do they only...

Okay, very cool. Your documentation answered how you handle calculations across arrays and such. very, very clever. One question. Does it support tick data? And intrabar historical testing or orders and fills? In other words, if I have a 10 minute bar system but want to trade intra bar...

Does this assessment sound correct? It was very interesting to read the "array based" explanation of TickZoom. Very clever! http://www.amibroker.com/guide/h_understandafl.html Near the bottom of that page it says: So it's important to realize that if a user has strategies that...

Thanks for the in depth reply. Very interesting. After reading up on L1, L2 and L3 cache effects in multi-core CPUs. It was informative. If other want to see the link where I found the most clear info: http://igoro.com/archive/gallery-of-processor-cache-effects/ One observation is that...

It appears after Googling that AMIBroker only supports a single CPU for optimization and historical tests. So on a single CPU it's a toss up who will win, AMI or TZ. But if you compare on a dual core or quad core or larger, TZ will always win by a long shot, most likely.

I'm curious. Does AmiBroker support multi-core parallelization? Somebody did a portfolio of multi-strategies per symbol brute force optimization with a single symbol on TickZoom on an 8 core machine. It took 2 minutes where it took TradeStation 60 hours. TradeStation, of course, still...

You're right a "lock out" mechanism is what it takes. It just would be nice to use a platform built by traders who "get it" and have all that stuff built in. The only problem with the tools is that many people use the builtin abilities without "lock out" mechanisms and unwittingly waste...

fascinating. I will have to ponder this. Yes. Excel or even OpenOffice Calc (<-- which is free) are both awesome for figuring out some advanced stuff. It's just nice to have a platform that performs all that multi-strategy and multi-symbol work builtin so more energy can go into other...

Well Ami and others are fine for testing ideas if you have the discipline and patience to trade them manually. I have the discipline but lack the patience. Nothing like any of that. Let me walk through a simple example as to the real reason stops hurt a system as you mentioned you have...

Droskill, another benefit of you using only market orders is avoiding hassels with partial fills. The other platform I mentiond elegantly handles partial fills with limits and stops but you avoid that entirely with only market orders. Do you do any advanced techniques like variable position...

Droskill, that's very smart and another technique to add to the list. Just avoid limit and stop orders altogther, trade only market orders on the close for making historical match real time trading. Congratulations. Each trader finds his own way. Hey, I'm going by what several people...

That's correct. Many platforms have that problem. It's not necessarily their fault per se. It's just in the nature of using bar data to simulate real time trading. Unfortunately, the highs and lows of each bar require 3 prices rather than only one that you have at the top and bottom of the...

TS doesn't have automated portfolio trading support. Building strategies on bar data and then trading them live gives low correlation when compared to running the same data through historical simulation.

Historical speed is, of course, great. How well does Ami perform at replicating historical performance with fully mechanical trading using the same strategy? Specifically, how do you automate a strategy with Ami? Then, how reliably does it run unattended? And if you compare the real time...

Tickzoom and amibroker seems to about equal in speed in my opinion. Both use vectors/arrays. Beyond that they're like apples and oranges. Philosophies are different. TZ is exclusively focused on automated trading issues.