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Im a techie, but i dont believe that i can justify a long or short entry on any given time frame. Maybe it just comes down to good trading? I wait for the trade to fit into my analysis as well as my risk/reward tolerances. A little bit of fundies never hurt either.

When i upgraded to the latest version of the java TWS, i couldnt backfill my data using quotetracker. I have since downgraded to the previous TWS and everything is okay. Hope i dont have to upgrade anytime soon.

Haha, or this instead. http://www.stewartfilmscreen.com/commercial_market/iac/starglas_iacbuilding.html

This system trades only 1 contract. It doesnt use any money management in the sense of scaling up as profits grow. It uses a targeted limit order for entry, and a profit target for its exit. Oh, and i dont understand the tradestation report either. It says the average trade time is 11...

Oh, heres the ridiculous looking equity curve. I really dont think its over optimized though because the system is relatively simple.

By looking at these stats, would you put money into this system? I am tempted to try soon. I back and forward tested this properly, but for simplicity, the data shows 10 years of ES data on a 12 minute bar chart. Commissions and slippage of 1 tick on both the entry and exit are in the data...

Its actually an intraday ES system. The sample size was in the thousands, so I wasn't too afraid of being stuck in just one market environment. Equity curve was constantly good, but it actually did even better in the low volatility period after 2003.

I guess a draw down phase would be mentally taxing, even if it is tested right. I wonder how long I could keep the faith...

So while attempting to program a strategy which enters upon divergences, I screwed up and entered a buy where it should be shorting, but also a buy when it supposed to buy. The reasoning behind both entries made no sense together, but in the testing phase (before i realized the error), the...

:confused: uhh, maybe D stands for Damn Good, Domination, or umm, yeah...

Okay, i think i screwed up in that explanation, google is my friend. Youre right, the program needs to be multithreaded still. I was thinking two separate core 2 duos vs two separate dual core xeons. In a multithreaded program, the program will only see 2 processors in a core 2 duo setup...

I think a workstation with two xeon processors (dual core or not) can utilize both physical processors for applications whether or not the program is designed to be multithreaded (can run on multiple cores/processors). This is because the load balancing between the two xeon processors is...

I did this a few months ago. I bought this stand from amazon.com: http://www.amazon.com/Ergotron-Quad-Panel-Monitor-Stand/dp/B000E9BY1G/sr=8-1/qid=1167349940/ref=sr_1_1/102-8337862-4149712?ie=UTF8&s=electronics Bought 4 19" LCD's. I used my existing computer, so i just had to buy...

So I've read before that pilots make the best traders. How true is that?

Sorry, I really dont want to read this whole thread, but I'll tell you how I think the problem can be solved in a few different ways. 1) If you can handle math, then calculate what future price causes a crossover. So a starting point would be, where does your indicator(s)/prices equal...

To all you swingtraders out there... Do you tend to trade the swings in the same stocks over and over again, or do you scan/trade any stocks that fit your criteria? I used to keep tabs on a basket of stocks and do decently. I now use stockcharts.com to scan for stocks that fit into what...

Well actually, much of the grant dollars that academia is funded with comes from the DoD with the intent to invent the latest and greatest toys. So in a sense I guess you're both right.

I've come across a few threads that mention the term "future data." Specifically referencing the idea that backtesting results may be greatly over exaggerated due to the fact that the system uses future data. Okay, I get the idea that future data is just data in the future that shouldn't be...

I guess it depends on your strategy. For example, I have an emini system based on a 3 min chart, so i load premarket data to use in my calculations. My other trading system is based on a larger timeframe, 15 min, although i still trade it on the 3 min level. The theory for the system...

I just bought a 2nd PCI video card from www.newegg.com. Its a G-force 6200 made by BFG. It was only $27. sweet deal.