Kreslik.com - traders community since 2006

well, as the subject of this topic is: "to automate or not to automate", I´d like to put my vote to rename it, "to automate is not that bad". Actually, it took us approximately 20 Month to get from: starting from scratch, to, finally beeing real money, real market with our automa...

Dear Michal, it´s always a pleasure to: 1. post all kinds of reflections on the problems we are facing on our quest towards a profitable automated trend following system on http://www.kreslik.com and 2. always receive a handful of hands-on, inspiring as well as experienced answers within some hours....

Dear Pirates, So, we are finally live and auto trade 6 symbols with real money since 17th of June still using TS (with our some thousand lines of code trend following strategy mentioned in the posts above / before). Actually our online-monitoring .dll ASPX Tool is still a little buggy, but, just cli...

It only makes sense to use GA if the number of combinations you are testing becomes too high to optimize the system using the exhaustive optimization. You should make sure that you're not optimizing water, i.e. a change in the input parameters should deliver a measurable/significant change in the o...

Hi Michal, Ed, and all the others Hello, Peter, in the field of automated trading, I'd say I can usually tell the author who knows what is he talking about from the one who doesn't in the first three sentences of his article. Then I stop reading if it's the latter case. I've read your post in one sh...

Dear Wayne and Ed, thanks for explaining process and tools you are following doing Monte Carlo. I think I´ll first research whether Adaptrade MSA is customizable to my needs, if not I get back to you Wayne, considering recycling your homegrewn code. In the end its always best to do the dirty work on...

Dear Pirates, In Feb 2007 I´ve promised to share some experiences I´ve made using PMSMs for building up an automated trend following system. About 15 month later, the prototype system is about to get online, and I want to get back to my promise. That´s why I´ve posted a long text summing up some of ...

Hi Ed and Wayne and all other pirates on this thread! I´ve found your discussion about adjusting your risk / sizing to the results of Monte Carlo analysis very helpful. Actually, after 1,5 years of development we have to perform Monte Carlo Analysis as a next step, to get a better esteem about the r...

Dear pirates, though this seems to be the most frequented thread in sharing experiences about automated trading, I´d like to post some learnings, simply to document that I agree to everybody saying that you have to do your homework cleverly and thoroughly. There is no free lunch and no way to bypass...

Dear LP, there is a Thread concerning Exit Strategies in this Forum, containing a lot of Links and Input, that might be of help for your considerations... the link is: http://kreslik.com/forums/viewtopic.php?t=706 ....please feel free to contribute to it if you`d like to share some of your insights ...