Hey guys, how do you check your latency to make sure that you are not too far behind the market in autotrading?
I am designing an automated strategy, just wondering advice on order entry. I am attempting to get into trending stocks, some are liquid, some are...
I may just remove these types of trades from my trading for now and reconsider them when I can.
Yes, a backtest fill, something like that. lets say a stock has a range right around $17, but a big bar spikes that upto $20 but then it just goes...
Hey guys, how do you deal with trades with big bars with super wide volatility? Ignore the trade? Take the median position, etc?
What happened? I need to develop some checks on my system as well.
I got a hedge fund interview with prop trading listed on resume, but I've also got MBA and ivy league stats.
try custom NT indicator for this that way u wont have to write your own.
What type of system? What are some of the rules? I'm coding one in C# now. I live in NYC.
Thanks, Jack Hershey, that's a hell of a lot of shares for a trading position. Do you publish a book on the subject?
Hey guys, I'm designing an automated trading system, however, what would be a good way to avoid submitting orders that influence the market price...
Hey Jeff, just wondering, do you put in markets or limited for the orders? Do you have any problem with getting fills on large positions? I wonder...
Is Ninjatrader a good way to perform backtesting? What about automated trading? Anyone ever used it? What are limitations?
Hey why don't you try a real account with small money and a simulated account and see how big a percentage diff there is?
Hey Jeff, just wondering, what is your worst month since 2007 with the system? Best month? What was max drawdawn given 10% position size? Is the...
Hey JF, how did you perform your backtesting? What platform?
I am starting to think this guy is a fake.... some spectacular up years, then years and years of mediocre results and losing streaks.......
How about this? Buy - market order at the open on a friday, NYSE tickers starting in A Short - market order at the open on a friday NYSE...
No, nothing that isn't already in the public domain. However, arent there still some strategies that work that are in the public domain? For...
You do this automated? That must generate thousands of order per day.
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