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Search: Posts Made By: serac
Forum: NinjaTrader April 4th, 2014, 05:05 PM
Replies: 17
Views: 9,896
Posted By serac
Michel, Unfortunately, it would be very...

Michel,

Unfortunately, it would be very difficult for me to post example code. I'm not sure how helpful it would be anyway. This method results in very confusing code.

Basically, you need to...
Forum: NinjaTrader March 6th, 2013, 02:23 PM
Replies: 4
Views: 2,136
Posted By serac
Kinda surprised at no replies yet. Anyway....

Kinda surprised at no replies yet.

Anyway. According to a new reply from Ray, this is a known bug. Scaling out using a managed approach works in backtest, but fails in real-time: reference here...
Forum: NinjaTrader March 6th, 2013, 10:02 AM
Replies: 4
Views: 2,136
Posted By serac
Cannot Scale Out of Position in Ninja?

In an endevour to save transaction costs, I am rewriting the entrance and exit mechanism of my NinjaTrader strategy. The strategy uses a profit target and a runner for each trade signal. Originally,...
Forum: NinjaTrader February 14th, 2013, 11:25 AM
Replies: 17
Views: 9,896
Posted By serac
Exactly. Wrappers around everything. I am...

Exactly.

Wrappers around everything. I am passing a "isReal" Boolean to almost every function. Ideally, you want to minimize the forking in logic between the real and virtual trades. But, when...
Forum: NinjaTrader February 5th, 2013, 05:33 PM
Replies: 17
Views: 9,896
Posted By serac
I completely forgot about this thread... I...

I completely forgot about this thread...

I am doing this now. The most desirable approach would be the method mentioned above by bnichols. What I am doing works and is stable, but will win no...
Forum: NinjaTrader December 3rd, 2012, 03:18 PM
Replies: 12
Views: 5,235
Posted By serac
Unless you code your strategy for "intra-bar...

Unless you code your strategy for "intra-bar granularity" (as NT puts it), all your entry orders will occur the start of the next bar (as well as exit orders). Depending on the strategy, this may...
Forum: Feedback and Announcements November 20th, 2012, 02:34 PM
Replies: 147
Views: 58,650
Posted By serac
futures.io (formerly BMT) Member of the Year: Fat...

futures.io (formerly BMT) Member of the Year: Fat Tails
futures.io (formerly BMT) Thread of the Year: EURUSD 6E Euro
futures.io (formerly BMT) Programmer of the Year: NJAMC
Forum: Psychology and Money Management October 26th, 2012, 03:37 PM
Replies: 147
Sticky: Risk of Ruin
Views: 96,838
Posted By serac
Well, then. Here you go. :becky: The PDF has...

Well, then. Here you go. :becky:

The PDF has my (fairly roough) derivation in Mathematica.

The txt file has the Mathematica output in C. A few minutes of massaging will make it work in C# (I...
Forum: Psychology and Money Management October 26th, 2012, 11:57 AM
Replies: 147
Sticky: Risk of Ruin
Views: 96,838
Posted By serac
Accounting for Variance is Scary

Agreed. Introducing the influence of the variances is conceptually not difficult. I suppose there are several ways do do it.

If I take the PDF document above, and substitute the equations, I get...
Forum: Traders Hideout October 15th, 2012, 01:57 PM
Replies: 7
Views: 4,009
Posted By serac
I have sort of done this. My development stuff...

I have sort of done this. My development stuff tests its own performance using "internal trades." I wanted to be able to invoke OnBarUpdate from within the strategy without potentially actually...
Forum: NinjaTrader August 21st, 2012, 11:27 AM
Replies: 1
Views: 1,244
Posted By serac
Pseudo-Parallelization in NT?

I have come up with a potentially fruitful automated strategy. The problem is, it is very computationally intensive. Running real time shouldn't be an issue. But, backtesting and Market Replay is...
Forum: Off-Topic August 20th, 2012, 10:17 AM
Replies: 88
Views: 16,072
Posted By serac
The Panic Over Fukushima - WSJ.com...

The Panic Over Fukushima - WSJ.com (http://online.wsj.com/article/SB10000872396390444772404577589270444059332.html)
Forum: NinjaTrader March 8th, 2012, 02:53 PM
Replies: 22
Views: 15,923
Posted By serac
I'm sure. Concurrent Stop Orders? -...

I'm sure.

Concurrent Stop Orders? - NinjaTrader Support Forum (http://www.ninjatrader.com/support/forum/showthread.php?t=47257)
Forum: Traders Hideout February 2nd, 2012, 12:19 PM
Replies: 2
Views: 4,229
Posted By serac
Worthwhile Candlestick Trading Academic Paper

No, this isn't another academic paper arguing for the Efficient Market Hypothesis. This paper is actually interesting and useful.

The authors took well-known candlestick patterns and performed a...
Forum: NinjaTrader December 4th, 2011, 11:29 AM
Replies: 6
Views: 2,925
Posted By serac
Second for Mirus. Most futures brokers will give...

Second for Mirus. Most futures brokers will give you a 30 day trial. There is some regulation somewhere that will not let them give you more than 30 days free.

Forex brokers will usually give you...
Forum: Psychology and Money Management November 29th, 2011, 12:27 PM
Replies: 13
Views: 5,370
Posted By serac
You might try running a Beysian particle filter...

You might try running a Beysian particle filter on your output using a $300/month proprietary expert review subscription (www.uber-bigmike.com (http://www.uber-bigmike.com)) as the a priori...
Forum: Psychology and Money Management November 29th, 2011, 10:30 AM
Replies: 13
Views: 5,370
Posted By serac
So-Called "High Probability Trades" and Statistics

Hi all,

I don't want this to sound like too much of a rant. I cam to the conclusion that either a) I am pretty clueless, or b) the meaning of words (such as "probability") mean different things...
Forum: NinjaTrader November 27th, 2011, 06:44 PM
Replies: 4
Views: 3,180
Posted By serac
@FatTails and ktrader: Thanks for the reply!...

@FatTails and ktrader: Thanks for the reply! Looks like && is built-in to function as "and if" as I described. Makes sense, I guess. Thanks, again!
Forum: NinjaTrader November 27th, 2011, 02:18 PM
Replies: 4
Views: 3,180
Posted By serac
Conditional Nested Boolean Statements

Hi all,

This is less of a NinjaTrader specific question and more of a question on how the C# compiler works. It is a pretty nit-picky question best suited for programming experts. Let me explain...
Forum: Trading Journals November 23rd, 2011, 09:39 PM
Replies: 641
Views: 131,034
Posted By serac
Thanks for your reply. So, the...

Thanks for your reply.



So, the pyramid shaped objects are histograms of the previous day's prices frequency content? So, you're taking the FFT (or something similar)? Of tick data? Minute?...
Forum: Trading Journals November 22nd, 2011, 12:22 PM
Replies: 641
Views: 131,034
Posted By serac
Okay, I'll bite. Forgive my ignorance: As...

Okay, I'll bite. Forgive my ignorance:

As I understand, the figures you are showing are histograms/sample PDFs of the prices of the prior day? Am I correct? Is volume somehow wrapped up in this?...
Forum: MultiCharts November 21st, 2011, 12:07 PM
Replies: 113
Views: 54,341
Posted By serac
I'm a NinjaTrader user who would like to use...

I'm a NinjaTrader user who would like to use MultiCharts. There is only one thing holding me back.

Right now, I am developing my own automated and semi-automated strategies. With Ninjatrader, I...
Forum: Off-Topic October 11th, 2011, 06:34 PM
Replies: 261
Views: 36,906
Posted By serac
True. One could make the argument stronger, too....

True. One could make the argument stronger, too. One could argue that they should morally pay less. The rich (most likely) spend more, and hence, will be taxed more. Secondly, and most importantly,...
Forum: Off-Topic October 11th, 2011, 03:43 PM
Replies: 261
Views: 36,906
Posted By serac
Liberté, Égalité, Fraternité, ou la Mort (or a welfare state will suffice...)

Welfare, or just straight communism:

Proposed List Of Demands For Occupy Wall St Movement! | OccupyWallSt.org Forum...
Forum: MultiCharts October 11th, 2011, 11:29 AM
Replies: 13
Views: 5,550
Posted By serac
Agreed. I had exactly the same issue with 5...

Agreed. I had exactly the same issue with 5 minute bars on a demo account. I pinged the MBT forum, and after a slow reply, the problem cleared up. I have not seen this problem for some time. I...
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