Or I'm using a 168 2.4ghz Xeons proc computing farm, with its 10 Tb historical stock options tick database, coupled with fuzzy logic algorithms, neural networks for pattern recognition, some genetic stuff for optimization, a piece of Lorenz attractor, some Laplace and Fourier transforms (French mathematician rocks !!!), and a lot of coffee.
Who knows ?
The following user says Thank You to sam028 for this post:
One more time, one of the orders has not be sent by the robot to one of the broker, nothing in the logs, strange...
Maybe NT don't like having two brokers and two data feeds, I'll maybe build another VirtualBox, and 1 NT/broker/datafeed per Virtualbox.
Week 1: +977.5$ (+1217.5) before com
Week 2: +130$ before com From the beginning: +1107.5$ (+1397.5) before com
Some modifications today:
- YM has been replaced by EMD. YM should have been profitable for today, just like EMD was (+13 ticks), but based on my backtests, YM was the worst contract for this robot, and EMD was the best of future contracts tested, so it was logical to swap them.
- I replaced market orders with limit orders ( EnterShortLimit(DefaultQuantity, GetCurrentAsk(), ... ), and no fill for the TF contracts. With market orders, it should have be +10 easy ticks, but that's life...
The logic will keep the same, but I think I'm going to change some parameters tomorrow, I finally think that some of my robot's parameters are a bit too optimized.
Week 1: +977.5$ (+1217.5) before com
Week 2: +130$ before com Week 3: +420$ before com From the beginning: +1527.5$ (+1817.5) before com
As I'm developping strategies and indicators on my main workstation, use it for backtesting and for discretionary trading, I don't want a "production" strategy to be disrupt by beta indicators/strategies, or any other sort of potential issues.
That's why I use a VirtualBox, with a very light XP installation (no antivirus, no extra-packages/services, ...), only with "production" strategies/indicators.
An other interesting aspect, the VirtualBox production host DD takes only few gb, so easy to backup, easy to put on another physical host if the first one have an hardware problem.
