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Search: Posts Made By: tortexal
Forum: EasyLanguage Programming November 10th, 2010, 12:39 PM
Replies: 70
Views: 47,385
Posted By tortexal
pot calling the kettle black here. Cant improve...

pot calling the kettle black here. Cant improve much on the code bc the functions you included are token filed and expire in Dec. So before you get up in arms about my blocking out added inputs,...
Forum: EasyLanguage Programming November 9th, 2010, 06:49 PM
Replies: 70
Views: 47,385
Posted By tortexal
i added money management code to the strat to do...

i added money management code to the strat to do what i talked about in my previous post. the blacked out part covered input names and settings
Forum: EasyLanguage Programming November 9th, 2010, 04:28 PM
Replies: 70
Views: 47,385
Posted By tortexal
When planning a trip to vegas, it is best to have...

When planning a trip to vegas, it is best to have some kind of strategy in sofar as when to get up and leave the hold em table. I leave for two reasons. 1: to keep my winnings 2: to prevent me from...
Forum: EasyLanguage Programming November 9th, 2010, 11:30 AM
Replies: 70
Views: 47,385
Posted By tortexal
Have to know when to walk from the table. ...

Have to know when to walk from the table.

That aside, we already know the system is anything but robust.
Forum: EasyLanguage Programming November 9th, 2010, 10:25 AM
Replies: 70
Views: 47,385
Posted By tortexal
Then to refute the previous statement that stops...

Then to refute the previous statement that stops and profit targets only hurts performance, below are the exact same settings as above but with basic money management:

As you can see, you go from...
Forum: EasyLanguage Programming November 9th, 2010, 08:55 AM
Replies: 70
Views: 47,385
Posted By tortexal
Here's performance w slippage going back to...

Here's performance w slippage going back to 1/1/2008. As you can see, the use of mkt orders and not accounting for even 1 tick in slippage completely destroys the strat, which is an enormous problem....
Forum: EasyLanguage Programming November 8th, 2010, 10:26 AM
Replies: 70
Views: 47,385
Posted By tortexal
can you post you strat inputs for this time...

can you post you strat inputs for this time period? this is for the NWA_ES_R3a system. I ran an optimization from 9/26 to now, then looked at performance from 1/1/2008 and its straight off a cliff. i...
Forum: EasyLanguage Programming November 6th, 2010, 02:10 PM
Replies: 70
Views: 47,385
Posted By tortexal
if its 5k and 2.5 per week, for the month the...

if its 5k and 2.5 per week, for the month the amount you're willing to lose regardless if you turn the system off or not is $20,000 and $10,000 per month. initial margin on a mini is what 5600? This...
Forum: EasyLanguage Programming November 5th, 2010, 12:45 PM
Replies: 70
Views: 47,385
Posted By tortexal
if that gets hit every day for the week how much...

if that gets hit every day for the week how much $$ do you lose?



understoodd whats why im reccomending you incluse the full cost of the xaction (comission and slippage) so that you are able...
Forum: EasyLanguage Programming November 5th, 2010, 07:39 AM
Replies: 70
Views: 47,385
Posted By tortexal
if you're using market orders then you'd have...

if you're using market orders then you'd have 12.50 in slippage per side for a total of $25 per RT which is not being acounted for. if you can please enter than amount in your strat properties and...
Forum: EasyLanguage Programming November 4th, 2010, 01:47 PM
Replies: 70
Views: 47,385
Posted By tortexal
how much slippage and comission are included in...

how much slippage and comission are included in the reports you are dispaying?

and this is your 1 yr performance?
https://nexusfi.com/attachment.php?attachmentid=22552&d=1286906883
Forum: Psychology and Money Management August 2nd, 2010, 09:01 AM
Replies: 946
Views: 335,028
Posted By tortexal
system quality number is interesting to look at: ...

system quality number is interesting to look at:
(sqrt(total trades) *avg net profit)/stdev of net profit

the higher the number the better which translates into higher net profits w/ lower stdev...
Forum: MultiCharts February 25th, 2010, 09:36 PM
Replies: 827
Views: 340,759
Posted By tortexal
tradestation. continuous contracts are fine,...

tradestation. continuous contracts are fine, custom continuous are not.
Forum: MultiCharts February 25th, 2010, 06:45 PM
Replies: 827
Views: 340,759
Posted By tortexal
Shelved MC for a while, it can't handle custom...

Shelved MC for a while, it can't handle custom continuous contracts at all. You can "import" them but the OHLC are totally incorrect and increasingly incorrect the further you go back in history. as...
Forum: MultiCharts February 18th, 2010, 11:47 PM
Replies: 827
Views: 340,759
Posted By tortexal
after using a demo a bit, it is...

after using a demo a bit, it is extreeeeeeeeeeeemly fast at optimizing versus TS. i optimized a strat in MC which took 3m45s and same strat in TS took 14min 15sec.

thats amazing. i am 3.2ghz...
Forum: MultiCharts February 18th, 2010, 07:38 PM
Replies: 827
Views: 340,759
Posted By tortexal
NT fking up literally costs money in botched...

NT fking up literally costs money in botched trades and down time. that is what there is to lose.


mentioned above MC support based on how active their forum is = bad comparison. TS forums is...
Forum: MultiCharts February 18th, 2010, 12:29 PM
Replies: 827
Views: 340,759
Posted By tortexal
Mike sorry to hear about NT blowing up on you. as...

Mike sorry to hear about NT blowing up on you. as you know many of us have been beating that drum for a while and it's too bad bc it literally costs you money. After switching to tradestation, id...
Forum: NinjaTrader November 30th, 2009, 08:09 PM
Replies: 1,059
Views: 361,505
Posted By tortexal
completely disagree and NT would as well. case in...

completely disagree and NT would as well. case in point is NT7 changing their entire DB structure to increase stability. They also have massive memory leaks which they have been addressing since day...
Forum: Traders Hideout November 30th, 2009, 08:00 PM
Replies: 13
Views: 8,893
Posted By tortexal
personally id trade futures unless $$ is a factor...

personally id trade futures unless $$ is a factor then trade FX but make sure you're using an ecn MBTrading ($400 acc min) or ducksacopy in switzerland (5K acc min) are both good choices.
Forum: NinjaTrader November 30th, 2009, 07:53 PM
Replies: 1,059
Views: 361,505
Posted By tortexal
yes that is the only complaint i have w TS is...

yes that is the only complaint i have w TS is that i cannot use a third party data feed.

Re precision, i would agree somewhat on precision on EL vs C# and matlab for mathematics. however, a major...
Forum: NinjaTrader November 30th, 2009, 08:05 AM
Replies: 1,059
Views: 361,505
Posted By tortexal
i disagree. NT still doesn't support multiple...

i disagree. NT still doesn't support multiple symbols in an indicator which greatly limits pairs trades, and taking measurements of broader markets.
Forum: NinjaTrader November 30th, 2009, 02:02 AM
Replies: 1,059
Views: 361,505
Posted By tortexal
Just to chime in, i haven't read the entire...

Just to chime in, i haven't read the entire thread but i as well dumped NT https://nexusfi.com/general-discussion/411-why-i-dumped-ninjatrader.html

i came back to it this past weekend just to...
Forum: Brokers November 30th, 2009, 01:52 AM
Replies: 9
Views: 3,467
Posted By tortexal
MBT is a great brokerage, low margin requirements...

MBT is a great brokerage, low margin requirements as well for futures

and is ONLY brokerage w/ a *fixed* mt4 platform. ie no bs plugins from the trading desk blowing sniffing our your stops, or...
Forum: NinjaTrader November 27th, 2009, 10:59 AM
Replies: 2
Views: 4,931
Posted By tortexal
woo that's fantastic! problem solved

woo that's fantastic! problem solved
Forum: NinjaTrader November 27th, 2009, 01:48 AM
Replies: 2
Views: 4,931
Posted By tortexal
mysql db writer

Mike, stumbled upon you post and code on the NT forum NinjaTrader Support Forum - View Single Post - mysql database code sample...
Showing results 1 to 25 of 44

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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