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dgabriel · Apr 20, 2002

Originally posted by wwatson1
<img src="http://www.aitradesystems.com/lionsignature.gif">

I don't think you are projecting a .17 loss at the end of this month,which is what your web page seems to say. Why don't you check your web page and update it.

Don Bright · Apr 22, 2002

Originally posted by vhehn
has any one designed a code in ts to backtest the oo stradgey?if so what is the code?tia

I know a few who have tried, but it really makes little difference, since the "getting in" is pretty easy, it's the "getting out" that takes some training and practice.

I show my results to our traders, and a 6 month "real time - real results" worksheet is better than testing (IMO).

I do know that Stocks and Commodities did a long back test a couple of years ago (even though the article showed good profits, they did not use proper FV and beta considerations). You might check their back issues.

Don

Free Thinker · Apr 22, 2002

thanks don.i was hoping to weed out stocks with a backtest keeping the ones that consistantly work.

shneed · Apr 22, 2002

Don,
I've been reading your posts with great interest. I have a question regarding NYSE open order book. Do you think it's benefit, or a just a way to fool traders? Do you use it?

Thanks,
shneed

Don Bright · Apr 22, 2002

Originally posted by shneed
Don,
I've been reading your posts with great interest. I have a question regarding NYSE open order book. Do you think it's benefit, or a just a way to fool traders? Do you use it?

Thanks,
shneed

Several of my traders have already had it turned off. I will be testing it for a while, and will give a report in a week or so.

Don

shneed · Apr 22, 2002

Don,
Are they your better traders?

Thanks,
shneed

shneed · Apr 22, 2002

Don,
One more question, very often I see CAES and TRIM either on the offer or the bid for NYSE stocks. I was told by my broker that they are some kind of market makers, and that the orders cannot be routed directly to them. Is this the case, and can the orders be routed to them at Bright?

Thanks,
shneed

Don Bright · Apr 22, 2002

These particular two are good, long time traders.

Regarding the MM's, I just tried to direct to TRIM, and the bid simply faded. I'm sure we can use Selecnet to route to these guys, but I doubt if they will honor their markets (to give us an edge, anyway).

don

shneed · Apr 22, 2002

Don,
What do you mean "use Selectnet", I am talking about NYSE?

shneed

LelandC · Apr 22, 2002

I think that CAES and TRIM are part of the NASD quote on NYSE stocks. You should be able to hit these bids and offers using something like ARCA if you so wish...

Leland