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Automated Trading and Testing Forum

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  #1 (permalink)
 Xeno 
UK
 
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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 
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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)
 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)
 liquidcci 
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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)
 gulabv 
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Great idea Xeno!

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  #6 (permalink)
 Big Mike 
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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 
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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)
 LostTrader 
Tucson, AZ
 
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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 
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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 
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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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  #11 (permalink)
sidney7g
Philadelphia
 
 
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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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  #12 (permalink)
 mainstream 
Chicago, IL
 
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I suggest Optimization and Semi Automated trading as a two interesting topics.

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  #13 (permalink)
 RM99 
Austin, TX
 
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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 
Austin, TX
 
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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 
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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.

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  #16 (permalink)
 Big Mike 
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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 
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A new subforum has been created:

https://futures.io/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://futures.io/elite-ninjatrader-automated-trading/

https://futures.io/elite-easylanguage-automated-trading/

https://futures.io/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
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+1 from me guys

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