Quote from NetTecture:
I like that. Do the same here, hopefully going live in a week or two.
The problem I ahve with most frameworks is that they have no idea what a (logical) trade is (taht may be composed of different legs). The result is that stuff like Ninja.... has totally fucked up statistics for complex scenarios.
Look at a spread. Large chance ONE of the sides will be a loss. Depending on how you enter - chance is nearly 100% one side will be at a loss.
So, if you loko at each individual item, you geta 50% profit rate. Yeah. Right. This is if you ahve a 100% profitable strategy - still 50% of the positions close out with a loss.
Why? No logical trade concept
I had similar experiences when evaluating Ninja's logic.
Good luck for the go-live. Have you thought about doing a journal of your experiences post launch? I don't mean the usual sort of piker journal regularly seen here on ET...not really interested in (or expecting you to divulge) any strategy specific info...am thinking more a journal documenting any technical issues you encounter. I for one would definitely subscribe to that.