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I've run into a error using the Sterling API in Win 7, and I was hoping someone has already solved. I've recently switched my development machine from Windows XP to Windows 7. I've installed Sterling fine on the Win7 machine and have referenced the DLL. Except now when I try to run my program I...

Do you feel that constantly tweaking your system will only invalidate your historical test as well as your forward tests?

Has anyone had issues with memory leaks while using the Sterling API? I have a fairly simple implementation which seems to have a memory leak. Nothing I am doing should really be causing the leak (plus im using managed code), I was wondering if anyone else had any experience with this?

Do the rules about getting congressional approval apply to NATO actions?

I'm running into a strange issue with the Sterling API where it seems it decides to stop sending _ISTIPositionEvents_OnSTIPositionUpdateEventHandler randomly, even though RegisterForPositions() is called on start and DeRegisterForPosition() is not called. I am getting PositionUpdates for a while...

Once the program is loaded into memory there should be next to no hard drive access. Using a ramdrive doesn't make sense unless program bootup times really matter that much, because you are sacrificing memory space. No application worth its salt makes frequent hard drive calls. At worse you'll...

Hey Neke, I was wondering if you are trading leveraged at all.

Off the top of my head, it would be a sign of an edge or niche that has been farmed out over the past 3 years.

I know the price of silver and even I would have turned down that offer. Even if I could trust her that was actually ounce of silver. The time I would have to spend to convert it back to usable currency for myself is worth more than the $20 of profit it would yield. That being said, If she...

Why is dollar neutral optimal when different equities have different volatilities?

The point of limiting myself to a single timed trade per day is to maximize capital utilization from a down period on another system I am running, so this system only has about an hour to run every day. Beyond that, if it actually makes money doing a single trade using 1min bar analytics, then...

How much larger was your Oct-Jan drawdown compared to the maximum you saw over the past few years of back testing?

Thanks for the reply Jedwards. I've been trading it live since the start of Jan. Its been tracking the simulated results minus about $0.009~ per share traded. Which is not too bad seeing the average profit per trade is about $0.11 over the past year and $0.16 over the past 5 years. I was...

Hi Loki, thanks for your reply. Due to the fact that my approach is fairly simple, and wasn't optimized or tweaked much, and shows relatively consistent performance over long periods of time over varying market conditions, leads me to believe the probability of curve fitting is minimal.

Hey, I've recently stumbled upon a system while hacking around in TradeStation. To me it seems fairly good (great?), but I have no background to truly put the stats TradeStation gives me in context. I was hoping a veteran system designer could look over my numbers and give me their honest...

Thanks for the reply, sorry if I wasnt clear in my description. I should only be counting slippage once. Best_Guess_Curve(day) = Simu_Volume(day) * Volume_discount_factor * (Simu_PPS(day) - Expected_Simu_Vs_Live_PPS_Diff) Where Expected_Simu_Vs_Live_PPS_Diff = Average_Simu_PPS -...

Hey guys, I'm trying to apply seen slippage to historical equity curves using live trade slippage values and I'm not sure if I'm doing it correctly. I was hoping someone with experience doing this could help me out. My simulated automated system usually deviates from my live system because it...

Does IB have tick level historical data going back a long time?

Are there any liquid forex ETFs?

I thought Apple's next push was into NFC.