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This was custom program I wrote using C# Windows forms, not sure I have it anymore.

This is a screenshot of software, it also includes a graph to show the equity curve paths from the monte carlo runs based on the inputs.

I did this last year, I initially used R (D)COM Interface to call R. However once I looked into R language I realised that it could do everything C# could do using packages. So I ended up writing it in R completely on a ubuntu box (using urca package). It's always better to reuse code written...

Thanks Alan, I appreciate you taking the time to reply and helping me understand better. I can continue on with the project, and thanks for the excellent information you have shared. Regards Mark

Who are "most people"? Timeseries isn't a trading method or strategy it's just a series of datapoints at uniform time intervals. It's not a matter or working or not but is it an appropriate and accurate representation of the data.

Hi folks, I have been reading through Acrary's excellent thread System Development with acrary and I am trying to build a program that generates the same tables as his examples. (See end of this post). Looking through his posts he states that he uses a Monte Carlo calculation to...

They have to become just then learn about forex then they will earn.I think that's what he is getting at. Wonder if he is looking to mentor?

Ok! why didn't you say so sooner?

Ok, I am not a US citizen I am a UK citizen, so I will be opening a IBUK account. BTW: Here is the email I received from IB: Hello Mark, Yes the API does support the capabilities to trade CFD's and would be the same regardless if you connect your API to TWS or to the IB Gateway. As...

:) Good news, thanks def.

I will do that, emailed them yesterday not heard back yet.

Thanks Bob, I will contact them as you said. Mark

I haven't opened an account yet, wanted to know prior as it may dissuade me.

Hi, Simple question, is it possible to trade CFD's (US stocks) through the TWS API? I am in the U.K. so I have access to them. Mark

This is why I automate my strategies. It takes out the human element which can destroy a profitable strategy. I also don't have to sit in front of a screen all day.

I would save your 5k and then keep saving on top of it. In the meantime think of some trading strategies with precise rules that a computer could follow. Once you have tested the strategies and they shows a statistically significant promise of being profitable then start trading. By then you...

Every 6-10 years you'll get a couple that are exceptionally profitable/easy to trade, other years there is just not much happening. HFT trading is only a problem is you are trading HF.

Assuming you have a/some strategies that are profitable to some degree. Starting with a smaller account and growing it requires compounding or raising the risk levels on the profits that you can ring fence as "house money", as others have already said. If trading your strategy requires you to...

Seems like you have put a lot of work into this. Not sure how Java is these days in comparison to C#/C++ performance wise?, probably negligible when you have multithreading and network. I am working on my own system using C#, MemoryMappedFile for tick/bar/contract data. SQL Server for...

How can a slow moving stock have huge daily ranges? The opposite is true. Ditto for volatility.