Kreslik.com - traders community since 2006

Hello, Due to some challenging circumstances I have decided to offer all of my private software for sale/lease/licensing. Here are some of the supported features: Ultra low latency c++ FIX engine News Trading platform Market Making platform Platform for trading across any/multiple FIX platform inclu...

I've found the demo accounts to often have problems/glitches. Supposedly this is because they use their demo servers for testing. I think you will find the live servers much better but still be prepared for the possible occasional application crash.

It also depends a lot on how many indicators, parameters and the range for each parameter that you are testing. Also hardware speed, I would think.

I found this to be an interesting read:
http://www.grimes.demon.co.uk/dotnet/man_unman.htm

This is a serious problem that NeoTicker support has yet to address. Please add comments to help persuade them:
http://forums.neoticker.com/showthread. ... #post18750

Hi, The reason this was not working is because of a change that TickQuest made in dealing with the .Net assembly references. I have updated the TRODynamicSR3 project to work with the latest version. Please make sure to read the readme.txt See post: http://kreslik.com/forums/viewtopic.php?p=1925#1925...

Thanks for sharing Michal.

Disclaimer: I am an amateur/hobbyist trader. I currently use Amibroker, but have found a serious problem - there is a maximum of 500,000 bars allowed per symbol. This means for serious backtesting (5 sec bars), I cannot go back very far. I've never used Amibroker but I believe you can go back as far...

Luke, I downloaded your code (before you removed it). I don't have much time to look at it right now, but at the first glance I think you are calculating position sizes incorrectly (if at all, because I can see you are doubling on reversing thus reversing position [i.e. if you are short -10K and go...

easy come, easy go.
I wish I didn't delete my post cause I lost what I typed. Anyway, here is code again.