Mechanical System Stability and Market Evolution - Towards the Holy Grail

[rnicoll]

aha, very intresting. Like an automated scalper?

Yup, except on multi-minute bars

 

[Victor90]

What time frame did you say that it operate on?

 

[rnicoll]

What time frame did you say that it operate on?

I didn't :cheesy:

I can't go into much detail without giving away the inner workings. It's based on minute bars, but not many minutes in each. It uses a lot of bars for its sample data though (currently working on backfill code for the automated trader so the startup time is sane).

 

[Victor90]

Aha, relax mate! Im not gonna steal your system (even if it is very tempting since it seems good )

 

[rnicoll]

Aha, relax mate! Im not gonna steal your system (even if it is very tempting since it seems good )

Do feel free to try re-creating it. I'm being vague so that any alternative version is close but not identical. Leaves me an edge Still, it hasn't been tested live yet, it may all implode messily.

 

[Victor90]

Do feel free to try re-creating it. I'm being vague so that any alternative version is close but not identical. Leaves me an edge Still, it hasn't been tested live yet, it may all implode messily.

hehe, i pass that!
But you should try it live on a demo account and keep us posted on the preformance.

 

[rnicoll]

hehe, i pass that!
But you should try it live on a demo account and keep us posted on the preformance.

Next week, assuming I don't hit any more serious coding snags...