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Automated Trading and Testing Forum

  #11 (permalink)
sidney7g
Philadelphia
 
Posts: 114 since Jun 2011
Thanks Given: 33
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Big Mike View Post
But there will be a strict rule of posting all of your code including any indicators used in your code if you are going to create a thread about your strategy, or ask for help on your strategy.

I like this Idea.

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Can you help answer these questions
from other members on NexusFi?
ZombieSqueeze
Platforms and Indicators
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
MC PL editor upgrade
MultiCharts
Cheap historycal L1 data for stocks
Stocks and ETFs
How to apply profiles
Traders Hideout
 
  #12 (permalink)
 mainstream 
Chicago, IL
 
Experience: Master
Platform: Kinetick Ninja Trader <7>
Broker: Ninja & IB
Trading: YM & Equities & Options & Mutual Funds
Posts: 174 since Jun 2010
Thanks Given: 57
Thanks Received: 88

I suggest Optimization and Semi Automated trading as a two interesting topics.

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  #13 (permalink)
 RM99 
Austin, TX
 
Experience: Advanced
Platform: TradeStation
Trading: Futures
Posts: 839 since Mar 2011
Thanks Given: 124
Thanks Received: 704


BigMike,

I think part of the problem is the way the subforums are already organized.

As you pointed out, there's already forums available for much of the content of an ATS type section.

However, one thing I've noticed is that when you post a question.....often times, you don't want to limit it to JUST the TradeStation or JUST the MC crowd.

I think there are some Auto and strategy questions that are general enough that even guys on Ninja could help add valuable insight. The fear is that by posting it in one of the subforums for that platform, is that it only reaches people using that platform.

Some of the questions that are truly specific to issues ONLY concerning the platform need to go in those subforums (i.e if I had a question about TradeStations policy for maintaining stops).

But I find that most of the questions regarding ATS development, ATS execution, ATS backtesting, ATS money management development and even just "general" questions should and do apply to everyone.

Noteworthy is that it seems like there's a disproportionate number of Ninja users on futures.io (formerly BMT). That's fine, but it makes the issue I've just described above even moreso for lesser known/used platforms. In essence, if you post a question about an ATS in the ninja subforum, you're likely to get a lot of views/replies. If you post it in the TS subforum, it's likely to get little to no traffic (even if an experienced guy running ninja could help you out).

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  #14 (permalink)
 
liquidcci's Avatar
 liquidcci 
Austin, TX
 
Experience: Master
Platform: ninjatrader, r-trader
Trading: NQ, CL
Posts: 866 since Jun 2011
Thanks Given: 610
Thanks Received: 1,091

Big Mike looking at some of the other comments. I would agree a forum specific to autotrading that allows for wider more general threads that relate to autotrading would be valuable. Everything now is so specific to to platform or other topic it does not allow autotraders to have a collective place for multiple threads on the topic. Thanks for being willing to explore this further.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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  #15 (permalink)
 
NJAMC's Avatar
 NJAMC 
Atkinson, NH USA
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
Posts: 1,970 since Dec 2010
Thanks Given: 3,037
Thanks Received: 2,395


Xeno View Post
Hi Mike,

For me personally, it would be about the following things

1. automated backtesting and walk forward testing
2. evaluation and interpretation of results of that testing (maths, stats, sharpe etc)
3. issues running live automation compared to tests
4. choice and suitability of platforms, IDEs and languages for automation
5. best hardware and infrastructure setups for automated trading
6. tips and tricks for running automated
7. reliability and recovering from errors
8. more complex order submission strategies

I'm actually less concerned with collaborating on strategies. I see straight programming issues and language help as fitting in the existing forums, but similarly I see plenty of automation issues which transcend one platform or language. Look for example at the two or three recent threads which became heavy on automation - they had to crop up in psychology, where to be honest, I wouldn't have looked for them. They ended up containing quite a bit of useful discussion about automation.

Hope this helps. I'll post more if I think of it.
thanks

Thanks Xeno,

I would be hoping for something in the Elite section. I would like to dive into best "entry" approaches, of how to get the best Open/Close price on trades (with minimal risk). What is the best approach to reduce CHOP and false auto-triggers. Strategies that "work" but need help and use Elite Indicators that have some limitations under certain market conditions. Mixed logic within strategies, somewhat self adapting to the market conditions, Trailing Entry approach, OCO to open positions, etc.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
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  #16 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,239
Thanks Received: 101,661

I will work to implement something in the coming days, and we'll see how it goes.

Mike

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  #17 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,239
Thanks Received: 101,661

A new subforum has been created:

https://nexusfi.com/elite-automated-trading/

This subforum will hold general discussions about backtesting, optimizing, walk forward testing, or general techniques used in automated trading.

For platform specific threads, there are three subforums under Elite Automated Trading:

https://nexusfi.com/elite-ninjatrader-automated-trading/

https://nexusfi.com/elite-easylanguage-automated-trading/

https://nexusfi.com/elite-other-platforms-automated-trading/

Use the subforums if your thread is relevant only to a certain platform. I will add other platforms here when there is a need.

I am moving posts around from the prior home of "Elite Group Trading", which is what I renamed to Elite Automated Trading since it was already mainly full of automated type questions.

Posts that were previously in the Elite Group Trading section that are not related to automation have been moved to the main Elite Circle forum. I am in the process of doing this now, it will take me a few hours to finish and a lot of activity will show up on the home page as I move things around.

Mike

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  #18 (permalink)
andyb1979
London UK
 
Posts: 37 since Aug 2011
Thanks Given: 7
Thanks Received: 4

+1 from me guys

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Last Updated on August 26, 2011


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