Regarding C2....that is a no risk platform for Matthew. The people taking the risk are those paying fees to host systems - because you will pay...
I papertraded my CL system for 3 years prior to going live with real money. That's how long it took to work out all the glitches and remove every...
For me, whenever I see a chart like that, it looks like curve fitting. And not sure how you can tell if a market is neutral or not until after...
I would recommend testing over a multi-year period, rather than 2 months. You will also need a strategy for handing roll-overs, since this will...
Hi. Thanks for posting the charts - interesting results. Is this paper trading or real money (I only ask because I've got some great looking...
Shouldn't C be doubled (since you are being stopped out of 2 contracts)?
A million dollars is not a lot of money and certainly doesn't classify you as "rich". There are far easier (and low risk) ways than auto-trading...
I think consistently make 55% in 45'ish day is an unrealistic expectation. What makes you think you can achieve that sort of result when the big...
Thanks Nassau - that's handy to know. FWIW I upgraded to 893.5 and it's been running ok for 12 hours, so it "appears" to be more stable, but only...
It is occurring for me on TWS 891.5. Which version did they same to go back to?
I can also confirm that adding the 300ms delay between orders fixes the problem. Thanks to everyone for their help.
I did a bit of analysis on this a month or so back. You can take the prev day high, low, close as S/R. Also, today's open seemed valid. Use a...
Isn't this exposing you to additional risk? What if your program crashes, power goes out, internet drops, TWS doesn't report the fill, etc...
Anything which stops you entering trades is actually reducing your sample-size in back-testing, which will lead to curve-fitting. So to test if...
I have experienced the same problem. Some details.... 1) I used OCA orders (with a profit and stop order) without issue on the ES. Then I...
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