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...