I will code your strategy

xidous · Dec 4, 2004

Fellow ET'ers
I am a 100% automated systems trader. I have my strategies running throughout the day, and all I have to do is babysit them. Naturally, I have a lot of free time sitting in front of my computer. I am a professional software engineer, (work odd hours) and am willing to code your ideas for you, for free, with the only caveat that I am privvy to sharing in any successful strategies developed together. I can give you a full tradestation report of historical testing of any strategy (day/minute/tick bar). If you are a non-programmer and interested, send me a PM and we can get started.

ktmexc20 · Dec 4, 2004

Quote from xidous:

Fellow ET'ers
I am a 100% automated systems trader. I have my strategies running throughout the day, and all I have to do is babysit them. Naturally, I have a lot of free time sitting in front of my computer. I am a professional software engineer, (work odd hours) and am willing to code your ideas for you, for free, with the only caveat that I am privvy to sharing in any successful strategies developed together. I can give you a full tradestation report of historical testing of any strategy (day/minute/tick bar). If you are a non-programmer and interested, send me a PM and we can get started.

With all due respect... How can you consider yourself a professional ATS trader if your using tradestation?

IMO, It's not possible to get professional performance with something that's not homegrown and written in "C", "C++" or the like.

sonnet · Dec 4, 2004

Completely subjective and pointless comment.

It really depends on what the trading strategy is. The needs of the strategy determine what technology is needed to implement.

ktmexc20 · Dec 4, 2004

Quote from sonnet:

Completely subjective and pointless comment.

It really depends on what the trading strategy is. The needs of the strategy determine what technology is needed to implement.

Well yes very true, it depends on whether the strategy is acceptable to lag and limitation of course.

xidous · Dec 4, 2004

ktmex,
You are totally correct in that TS is 100% unacceptable for trading rapid short term strategies. The data lag/chart freezing/etc is horrible. However, I only trade longer "position trade" oriented strategies, holding periods of hours to days. I also enter only on order that are "resting" in the market, aka stops/limits. Since my orders are submitted already, even a complete shutdown of TS will not stop my strategies. I find TS to be useful for testing short-term styles as well, even if you cannot use them as the brokerage to trade with.

kacija · Dec 7, 2004

xidous

Have you had any order fill problems with the TS Automated trading? I used it a couple years back and had problems getting my orders filled sometimes. Whats you opinion on the latest version. Im thinking of wiring $10,000 over there so I can use the software again for $100 a month. Non -brokerage clients pay $200 (ridiculous).
I learned how to use the EL code but never really got that advanced into it. I have quite a few strategies but I really hate programming and dont have much time for it. Maybe we can work together on some of them?

Nana Trader · Dec 7, 2004

Quote from xidous:

ktmex,
You are totally correct in that TS is 100% unacceptable for trading rapid short term strategies. The data lag/chart freezing/etc is horrible. However, I only trade longer "position trade" oriented strategies, holding periods of hours to days. I also enter only on order that are "resting" in the market, aka stops/limits. Since my orders are submitted already, even a complete shutdown of TS will not stop my strategies. I find TS to be useful for testing short-term styles as well, even if you cannot use them as the brokerage to trade with.

If we are talking about delay of signals in Tick charts due
to lag in quotes, Can't this probelm be solved by using IB,
Esignal,......as data feed to TS2000i and let Tradebolt takes
the signals to order entry paltform like pats?

xidous · Dec 7, 2004

Quote from kacija:

xidous

Have you had any order fill problems with the TS Automated trading? I used it a couple years back and had problems getting my orders filled sometimes. Whats you opinion on the latest version. Im thinking of wiring $10,000 over there so I can use the software again for $100 a month. Non -brokerage clients pay $200 (ridiculous).
I learned how to use the EL code but never really got that advanced into it. I have quite a few strategies but I really hate programming and dont have much time for it. Maybe we can work together on some of them?

Kacija,
I find the fills on the e-minis/bonds and ECN stocks great. I always code in 1 tick of slippage on each side for my e-mini index strategies, and tracking real-time trading for almost 2 years now, I have found that I actually get about 0.8 ticks for the ES, and less for other markets. I have tried it all :

Strict limit order entry

Limit order that turns to market after limit price has been touched x seconds ago with x = 1,10,60,600

Straight market order

1/2 and 1/2 mix of the above

it can all be coded and run via tradeStation. Just FYI, I am currently submitting all of my orders as collared limit orders, about 1 point into the current market price. This is essentially the same as a market order, EXCEPT if for some reason my data feed is WAY off, I won't get the classic "death spike" bottom fill.

xidous · Dec 7, 2004

Quote from Nana Trader:

If we are talking about delay of signals in Tick charts due
to lag in quotes, Can't this probelm be solved by using IB,
Esignal,......as data feed to TS2000i and let Tradebolt takes
the signals to order entry paltform like pats?

TS2000i is no longer sold in the US. TS 8.x does not allow 3rd party data streams. The orders CAN be submitted to IB via a 3rd party software "bridge", I wrote my own, as I found tradeBolts $1/side fee outrageous.

blackbox_dvlpr · Dec 17, 2004

>>>>>>With all due respect... How can you consider yourself a professional ATS trader if your using tradestation?

IMO, It's not possible to get professional performance with something that's not homegrown and written in "C", "C++" or the like.
<<<<<<

I copied the message above because I thought this person was right in the money- granted some strategies may not require an extremely fast system - however if you are thinking larger scale with millisecond speed then you will need a much better system than TS. They are limited in so many ways.

If you want an extremely fast system I can develop it.