tag:blogger.com,1999:blog-8364312134606467132.comments2023-01-25T03:10:53.707-08:00Technical Trading PatternsUnknownnoreply@blogger.comBlogger5125tag:blogger.com,1999:blog-8364312134606467132.post-24158167539848284022013-10-12T07:51:14.630-07:002013-10-12T07:51:14.630-07:00Great charts! What I would be most interested is t...Great charts! What I would be most interested is the next chart. it would have more relevance to today's market,<br />MariaAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-8364312134606467132.post-7710632882138267412010-02-18T23:26:56.997-08:002010-02-18T23:26:56.997-08:00It’s great to see good information being shared an...It’s great to see good information being shared and also to see fresh, creative ideas that have never been done before.Term paperhttp://www.flashpapers.comnoreply@blogger.comtag:blogger.com,1999:blog-8364312134606467132.post-64419290802057635512007-03-30T15:09:00.000-07:002007-03-30T15:09:00.000-07:00Thanks Mike, I'm looking into building a simple mo...Thanks Mike, I'm looking into building a simple model using some historical tick data from the NYSE / NASDAQ. The goal is to build a framework that will "select" the best model for a given data set. It's interesting to see what others use as parameters (moving averages, volume, etc) and it'll be interesting to see the outcome of your test.<BR/><BR/>I don't have a trading platform right now. If the analysis becomes viable, then I'll look into your suggestions.<BR/><BR/>Thanks again!mfcurtishttps://www.blogger.com/profile/17648404412502607216noreply@blogger.comtag:blogger.com,1999:blog-8364312134606467132.post-8818394921495047092007-03-30T13:51:00.000-07:002007-03-30T13:51:00.000-07:00I will run the same model on a $100k dollar basis....I will run the same model on a $100k dollar basis. You limit the number of positions you can have at one time. Once you are in say 5 positions, if that is your max, it will ignore signals until capital is available. I will also set it not to use margin. The commission rate I will use will be $5 per side.<BR/><BR/>The system I used here as an example is not a great system. It was just an example. If you have something you want to try, let me know.<BR/><BR/>As far as running the system real time, tradestation offers automated trading. I have also used weath lab that I believe Fidelity offers now. Etrade is running commercials now that look like they have some sort of trade automation, but that could just be exit/stop orders.<BR/><BR/>You can also write a macro within msexcel and link this to some trading platforms. I have only used 2 with this method. One was for futures only. The other was through the Rediplus system.<BR/><BR/>If you have any other questions, let me know. I will run this system again tonight and post the results.<BR/><BR/>thanks,<BR/><BR/>MikeMichaelhttps://www.blogger.com/profile/05731693175044786952noreply@blogger.comtag:blogger.com,1999:blog-8364312134606467132.post-62685420355554548042007-03-30T10:40:00.000-07:002007-03-30T10:40:00.000-07:00Two questions:1. Have you backtested this model wi...Two questions:<BR/><BR/>1. Have you backtested this model with some starting balance (say 100K). At any moment in time, you may or may not have capital available to make a trade. Factoring in commissions, etc, what would the outcome be?<BR/><BR/>2. Generally, how would one connect to an automated system?Anonymousnoreply@blogger.com