Search found 64 matches
- Fri Jul 11, 2008 7:10 pm
- Forum: strategy trading & money management
- Topic: Ideas for New Tick Auto Trading and Back Testing Platform
- Replies: 11
- Views: 8838
- Gender:
- Fri Jul 11, 2008 6:53 pm
- Forum: strategy trading & money management
- Topic: Success! and considering funding sources
- Replies: 0
- Views: 1898
- Gender:
Success! and considering funding sources
To everyone and Michal, Thanks so much for this site and previous replies to my threads. Well, Michal, after trying TS, NeoTicker, MultiCharts, NinjaTrader and others I don't remember, I agree with you that none of them gives everything necessary for my goals or allow the flexibility necessary to me...
- Mon Jun 02, 2008 2:09 am
- Forum: strategy trading & money management
- Topic: Ideas for New Tick Auto Trading and Back Testing Platform
- Replies: 11
- Views: 8838
- Gender:
Df, Please send a copy of your resume via PM if you're interested. At this point I don't want to share the code yet unless it makes sense for collaboration. I want to limit time spend supporting it and focus on building/testing it. If it makes sense, I can setup a subversion repository and give you ...
- Sun Jun 01, 2008 10:04 pm
- Forum: strategy trading & money management
- Topic: Ideas for New Tick Auto Trading and Back Testing Platform
- Replies: 11
- Views: 8838
- Gender:
I only store and retrieve ticks from the database-- not bars. If you study databases, you will learn that they are efficient at reading and writing organized data but very poor at performance of any type of calculations. Also, it's very difficult to use automated unit testing on stored procedures. N...
- Tue May 27, 2008 7:24 pm
- Forum: strategy trading & money management
- Topic: Ideas for New Tick Auto Trading and Back Testing Platform
- Replies: 11
- Views: 8838
- Gender:
Ideas for New Tick Auto Trading and Back Testing Platform
Folks, I am making progress on building a home grown trading platform that I plan to share. In this thread, would you like to discuss your ideal qualities of a automated trading platform? Note, this means ZERO discretionary trading features. After starting this out only for personal use, I realized ...
- Tue May 27, 2008 6:15 pm
- Forum: brokers
- Topic: Ninjatrader and EFX group
- Replies: 1
- Views: 3044
- Gender:
NinjaTrader is awesome for discretionary trading in my opinion. It's very fast and there ATS is very helpful. It simply means that it has very flexible options to automated your handling of the trade after entry. You can also manually draw a line that means, enter if it cross over this line...etc. S...
- Tue Apr 15, 2008 1:09 am
- Forum: beginners forum
- Topic: To automate or not to automate?
- Replies: 62
- Views: 36653
- Gender:
Right Michal, I'm working on my own algorithm for filtering. Quite complex but basically, when I receive a tick more than X % away from the last tick, I will start a millisecond timer of Y duration, if any tick arrives back in the acceptable range, I'll dump the bad ones and move on. But what do I d...
- Tue Apr 15, 2008 12:44 am
- Forum: beginners forum
- Topic: To automate or not to automate?
- Replies: 62
- Views: 36653
- Gender:
Michal and others are right about the challenges. Right now I'm dealing with the Windows Server blocking a port to MB Trading. Neither side can figure out why yet. The other issue I have to resolve is that NinjaTrader has a simplistic model for filtering bad ticks. I see an example of a burst of ove...
- Thu Apr 10, 2008 5:08 pm
- Forum: strategy trading & money management
- Topic: Daily Market Conditions for Auto Trading
- Replies: 19
- Views: 12012
- Gender:
You're right...
Wayne, Good luck with the debugging. These are the things that can only be determined live unfortunately. Edward You're so right. As with discretionary trading. I feel I learned 100 times more from one discretionary trade than 100 paper trades. Back testing, just like paper trading, and even walk f...
- Thu Apr 10, 2008 5:00 pm
- Forum: strategy trading & money management
- Topic: Daily Market Conditions for Auto Trading
- Replies: 19
- Views: 12012
- Gender:
Edward and anyone else, During the time going back and forth with NT and eSignal to get the tick counting issue figured out, I developed another strategy. It works similar to the previous one but uses support and resistance instead of the channel of high and lows for entry. The big advantage is that...