I prioritized the User Stories this weekend, classifying as "High" those that are required to get a minimal system up and running. I coded my...
Here is a summary, without commentary, on the core system thus far: Path Independence Systems should be able to determine the current position...
If you're just skimming along, this is an important post. Also, a good example of applying programmer skills to stock trading. Decision...
The book "Professional Stock Trading System Design and Automation" by Mark Conway and Aaron Behle cover candlestick pattern trading in detail. I...
Yes Corey, I am trying to leverage my programming expertise while marginalizing my relative lack of trading experience. I am fairly new to Agile...
In my limited experience, it is not possible to get one chart to be aware of what's going on in other charts or in the portfolio overall. In my...
Imagine you are not a trader, but rather someone hired to operate a stock trading strategy. What kinds of things should you be able to do? Also,...
As a Strategy designer/programmer I can: 1. Set Stop Loss exit criteria to be managed by the system. 2. Set Profit Target(s) to be managed by...
Good to know guys. As far as KISS, yes, that is the idea actually. When you are designing strategies or actually trading, it will be very simple...
I had some systems that looked a lot like this in backtesting, but I wasn't properly factoring in slippage and fees (mostly slippage). I took...
If you want to cut it very close I would recommend you have extended trading hours enabled. I believe this is an extra fee (been a while since I...
Buy an investment property in the USA and use that as a base for TradeStation or other automated platform? Probably would need an SSN and pay...
I use a "max position" variable to make sure new orders aren't filled beyond a certain amount - but I only have one buy order in play at a time....
User Stories for the role of Investor: As an Investor I can: 1. View my portfolio balance and uninvested cash at any time. 2. View my...
User Stories for the Researcher/Tester: As a researcher/tester I can: * Test a strategy over any past period using system functions (Start...
Following up on the focus on stakeholders (real or virtual), the point here is to use logic and interests as the main drivers for the system - not...
OK, well it doesn't appear anyone wants to discuss the tenets, so I'll assume their perfect in every day. Next phase is to decide what we want,...
Empirical Optimization Optimization should be used only to answer well-formed empirical questions. In the absence of a specific question to...
Portfolio Risk Consistency The basic risk measure, R, should be consistent across system strategies. While certain conditions may justify the...
Corey, I think stops are the most frustrating part of a system. I have a function, which I call a Support Buffer, which basically "protects" a...
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