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Automated Trading and Testing Forum

  #1 (permalink)
 Xeno 
UK
 
Experience: Intermediate
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There have been a few threads with much discussion of automated trading, and there is some support for a separate forum. So, I would like to propose a forum called

Automated Trading and Testing

for discussion of not only automated trading, but automated backtesting and walk forward. I've included the testing since I think it's so closely tied in.

All comments welcome, and if you agree with the title and purpose. Messages of support would be very welcome, since I don't know what Mike's criteria is for a new forum.

many thanks

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  #2 (permalink)
 supermht 
Naperville IL
 
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This is a much better thread tile than the other one that has too many useless debates

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  #3 (permalink)
 
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 Jura   is a Vendor
 
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Great suggestion Xeno, I think such a new forum would be a enrichment of futures.io (formerly BMT).

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  #4 (permalink)
 
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 liquidcci 
Austin, TX
 
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I think autotrading having its own forum is a great idea. There are so many topics that go around autotrading you really need a section where you can have multiple threads about its many aspects.

"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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  #5 (permalink)
 
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 gulabv 
Dallas, TX
 
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Great idea Xeno!

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  #6 (permalink)
 
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 Big Mike 
Manta, Ecuador
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So what kinds of topics would exist in this subforum?

- Programming help? How-to do this, that, and other? Code snippets?
- Risk, Money Management advice? Advice for stops, targets, etc?
- Group "help" to create automated strategies start-to-end with open sharing of the complete code?

The above two areas are the primary reason this subforum doesn't exist today.

For item #1, there are separate programming forums already and we cannot allow a new subforum to duplicate more programming code or snippets, it will just become too disorganized.

For item #2, there is a separate forum for discussing these topics today, and again I am concerned about duplication.

For item #3, there is a separate forum for this already today but it isn't widely used.

Help convince me how it would work. I think one possible solution is to rename the existing (item 3) "Elite Group Trading Methods" to "Elite Automated Trading Systems", which would hopefully encourage more people to participate in that subforum. 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.

My only concern is again the overlap or duplication with the existing programming forums where people are asking for help already on automated strategies.

Help me better understand exact topics, and how you see them working with the existing forum structure.

Mike

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  #7 (permalink)
 
liquidcci's Avatar
 liquidcci 
Austin, TX
 
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Big Mike View Post
So what kinds of topics would exist in this subforum?

- Programming help? How-to do this, that, and other? Code snippets?
- Risk, Money Management advice? Advice for stops, targets, etc?
- Group "help" to create automated strategies start-to-end with open sharing of the complete code?

The above two areas are the primary reason this subforum doesn't exist today.

For item #1, there are separate programming forums already and we cannot allow a new subforum to duplicate more programming code or snippets, it will just become too disorganized.

For item #2, there is a separate forum for discussing these topics today, and again I am concerned about duplication.

For item #3, there is a separate forum for this already today but it isn't widely used.

Help convince me how it would work. I think one possible solution is to rename the existing (item 3) "Elite Group Trading Methods" to "Elite Automated Trading Systems", which would hopefully encourage more people to participate in that subforum. 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.

My only concern is again the overlap or duplication with the existing programming forums where people are asking for help already on automated strategies.

Help me better understand exact topics, and how you see them working with the existing forum structure.

Mike

I don't know the answer but item 3 is so specific to specific methods. I would like to see a forum for auto trading that you can talk about a wide array of general topics as they relate to auto trading. But I do understand your desire not to duplicate and the problem it poses. Maybe number 3 would widen out the subject matter by renaming it but then again that might create a lot of posts that should go in other forums. Pondering.

"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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  #8 (permalink)
 
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 LostTrader 
Tucson, AZ
 
Experience: Intermediate
Platform: Ninjatrader
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I don't know. My auto-trading and testing questions would be specific to the platform I would use to auto-trade.

I can understand a generic topic or question, but not a generic solution or answer... but I do have a lot to learn about auto-trading! :-)

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  #9 (permalink)
 Xeno 
UK
 
Experience: Intermediate
Platform: Ninja
Broker: Mirus/Zen
Trading: Futures - bonds, currencies, index
Posts: 288 since Oct 2010
Thanks Given: 70
Thanks Received: 274


Big Mike View Post

For item #1, there are separate programming forums already and we cannot allow a new subforum to duplicate more programming code or snippets, it will just become too disorganized.

For item #2, there is a separate forum for discussing these topics today, and again I am concerned about duplication.
For item #3, there is a separate forum for this already today but it isn't widely used.

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

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  #10 (permalink)
 Xeno 
UK
 
Experience: Intermediate
Platform: Ninja
Broker: Mirus/Zen
Trading: Futures - bonds, currencies, index
Posts: 288 since Oct 2010
Thanks Given: 70
Thanks Received: 274



LostTrader View Post
I don't know. My auto-trading and testing questions would be specific to the platform I would use to auto-trade.

I can understand a generic topic or question, but not a generic solution or answer... but I do have a lot to learn about auto-trading! :-)

Those questions can still go in platform specific. There are plenty of automated topics which are not platform specific, as in my post above.

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Last Updated on August 26, 2011


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