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Can we come up with something on a shorter timeframe that tells us that we are about to revert to a mean? The blue line. Also once we have our reversion can we have a fail safe that will get us out of our position. Seems like a fixed stop and target are inadequate for this purpose. Also, can we...

Thanks for the info. It's interesting to think about how reversion to mean algorithms could work. The main problem is how to recognize a one-way trending market and step aside and go with the trend. Since markets are mean reverting most of the time (appx. 70% by some estimates) It seems like we...

Je ne suis pas en Paris mais en Los Angeles. Full time daytrader in futures and a Francophone. Willing to swap ideas for help in French. Au fait, discuter en Anglais, c'est 'discussing'. MP moi.

Since you are using your own criteria for scanning and spitting out symbols to trade into a text file. Here are a few things to consider: How much buying power is available and how much to use. How to allocate it among all the symbols that match. Is there a way to prioritize among the symbols...

I am a software developer and I understand your motivations completely. Hopefully my experience will help you. We as developers want something deterministic and concrete in order to engage with the markets. The markets, however, don't behave that way. The sooner you come to grips with that fact...

Depends on your needs. If you are trading a limited set of symbols (say less than 30) for which you need real time data, IB is fine for data and execution in the same API. How sensitive is your algo to depth of book? If mostly trading on the inside using market orders or crossing the market, IB...

Word of advice as a software developer who has developed many profitable algos for myself and others. Make sure you are very clear on exactly what you want. There are plenty of programmers that can do the coding part but very few who understand the nuances of trading. That makes all the...

Good to see a software person start a journal. Wondering what you hope to accomplish by it. Just posting trades will result in yet another wasted thread with no learning whatsoever. You don't have to reveal your top-secret alpha generating secret sauce of course but here are a few suggestions if...