-33 today for me :-/
Have a great weekend.
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Plan the Trade / Trade the plan 74 replies
Plan the Trade and Trade the Plan: Swing Trading the Euro 5 replies
My backtest - optimisation - trade plan 0 replies
A realistic trade plan 6 replies
my trade plan for next week 47 replies
Disliked{quote} Here you can have mine... -33 today for me :-/ Have a great weekend.Ignored
Disliked{quote} This is the issue V . . . you are far from being convinced that long term profitable trading is even possible. This is your bridge to build and then cross. No amount of "benchmark of transparency" will help (nor should it). You need to prove it to yourself, then it can become a true belief. Keep at it, luckily with an algo you can backtest tons of data quickly, accurately, and without bias, this should really shorten the length of your journey.Ignored
Disliked{quote} ....I will always believe in data and only data. There is no chance of every changing that .....Ignored
Disliked{quote} It seems VEE have given up automated trading, because he is perhaps looking for a system that works every year. That does not exists; because the markets do change from time to time; be it structural or behavioral. i.e. introducing decimation of futures market caused many to go bankrupt. My favourate quote for this subject; is Bill Eckhardt (Richard Denis's partner); in the following Futures Mag interview: {image}Ignored
Disliked{quote} There is a quote we have in the quant trading world : "In God we trust, all others bring data!!" https://www.goodreads.com/quotes/348...ers-bring-data Another one: “Without data, you're just another person with an opinion.”Ignored
Disliked{quote} hmm... I have never ever given up on anything half-way through in trading or in life until I reach the end of the journey supported only by data-based facts and nothing less. Not sure what gave you the impression that I have given up on my algo or think there is a holy grail algo that will work for ever? Pl point me to where I wrote! The fact of the matter is... I have not yet even run a full annual test cycle. I bought a expensive laptop just for that and it is also running slow. Besides that, I am JUST expressing my frustration with the...Ignored
Disliked{quote} i got the impression from previous posts; when you challenge FF users to come up with a strategy that worked for minimum of 3 years. if you want to achieve success in automation and backtesting quickly; write your own backtester; don't use sierra. download the data from sierra to flat file (compress it with zip to save space); and write a backtesting code. or perhaps import the data from sierra to mt4 or mt5 and do your backtesting there. reason why sierra or any other tool (including MT4) is that they are single threaded; what is why it...Ignored
Dislikedyes ras you got it more than 10 ticks take half I made a whopping 3 ticks todayIgnored
Disliked{quote} Wow, that's a lot of studies. Just the thought of debugging an order of operations issue makes me queasy. We have had this conversation before, but worth repeating: 1)Build it with alert conditions=> (this is for testing only) 2)Convert it to a spreadsheet trading study=> (more precise backtesting and small live forward testing) 3)Convert to ASCIL, proper algo achieved=> (This is all you need, rake-it-in, additional steps are optional) 4)Convert to EXE using DTC protocol=> (Now you are using the same tech as a proprietary trading firm or...Ignored
Disliked{quote} Hey Nick, You are right about #4 in going the EXE route for many reasons but primarily for IP confidentiality reasons. My recent interaction with support across broker and Sierra gave me a little irk feeling about their business arrangement. I would not run a "successful" aglo live for the long run "within" Sierra. Thanks for giving me this tip brother. As we are in regulated environment, I fear to share my findings on public forums and get in trouble so let's just leave it at that. I just know too much about impersonation/proxy services...Ignored
Disliked{quote} V, Not really sure what you are referring too. My desire to create an exe is simply to take advantage of the technology it offers as well as the satisfaction of emulating professional firms without having their unlimited budget. No need to dive into broker/platform/data conspiracies, as they are all total BS (in futures). An algos failure to produce consistent profits is usually a combination of poor coding, bad MM, or a dull edge. Simple. There are certain consideration if you start trading enough size that you end up on the radar, but...Ignored