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Hi, I certainly will leave a feedback on your course.

Basically I meant a system with some robust core (algorithm) which is not optimizable and which gives you some positive expectancy, in other words the quality ingredient. Then I'd be looking to enhance it with quantity gradient which can be optimized. So, in short, if you set not the best...

I am sure if you create a simulator which generates truly "random walk" data, then you will be much successful with the martingale approach.

I do not think that relatively I use a longer history, as I use 15 min bars and need about 1 year of data or at least a period which would include uptrend, downtrend, ranging, all spectrum of volatilities and volumes. And I see nothing wrong with your weekly re-optimization if it is not...

Notice that I never said that backtesting and real-time observation for adjustment are mutually exclusive actions. In fact, I even do not see a subject for discussion in your message.

Arthur, I hope to keep same frequency of posts in the future. I really do not see a reason to join a thread unless I see some absurd or unproven statements based on emotions. Anyway I'd be glad to dialogue but not sure about a subject.

IMHO, backtesting is the only way to get at least some confidence in a system before you start using it. So backtesting cannot be stupid for this simple reason. In fact a deep backtesting (with sufficient amount of data) can cover most of the market moves to prove a system on robustness, and...

Yes, it was a limit order. But I thought probability is very low to have such events happen two times in row and with relatively small number of units (<100000). Thanks for letting me know.

Hello, Did somebody experience issues will forex fills with IB on TWS? For instance my last orders (today and yesterday) were partially filled. And this was in most liquid market, at NY open time with eur/usd. I cannot believe in low volume, that what I was told. It never happened to me in...

Daniel, Please check PM from me regarding my points and ideas.

syswizard, I am sure that Daniel did not write a million lines of code, and he did not have to. To make a good software it is not necessary. Software must be compact, light on resources and reuse existing libraries as much as possible. The thing is that sometimes you have to spend more time...

TrailingStop3, What are your future plans regarding this software? Will you make it open source, commercial or just nothing? What if I need to customize it, like adding more reports, menus, buttons, etc?

Since the tradingsystemlab software was mentioned few times in this thread, I'll add my 2c. First, if you have have a choice to buy either car or the software, I would suggest you to go with a car (better with a hybrid car), unless you want to pay 60k for the best curve-fitting software on the...

Do you think that entering markets at open price does not make any sense for electronic futures contracts? Though, because of the gap between close and open in the electronic markets, the open price can still be defined, but the related volume would be extremely low even for liquid markets...

I understand many traders here have account with IB, and certainly have access to IB historical data. I would appreciate if somebody could place a snapshot of historical daily OHLC of one or two electronic futures market for just few last days so I could compare it against my OHLC data. Thanks.

Well, I did similar research and could not come to a conclusion yet. I think it is doable but 1) probably you'd need to rerun your strategies/parameters quite frequently, 2) probably it would never generate the best possible solution, but fairly good solutions, what it is sufficient (after you...

Does it make sense to try developing a system/strategy which would work with many of the major currency pairs, or a strategy should be developed for one pair only? As for today I do not see a way to develop a reliable system for multiple markets. Usually it works extremely well with one market...

Does anyone know if it is possible to override or extend back testing feature in the TradersStudio with or without custom add-ins? I want to generate signals which TraderStudio currently does not support. For instance, it is similar to what IB calls bracket orders. Generally I need to back test...

Are you sure that your license allowed to install it on a few computers? And it was rather a hardware or licensing problem, but did you experience any software issues with TradersStudio? And did you contact their customer service regarding your issue and were they responsive?

fundjunkie, You did not understand my tone, unfortunately. I was disappointed that I could not find any additional information regarding the product which could help to make my mind. I really considered it as a good candidate, but a lack of info was a stopper for now. I hope while I am trying...