Xiao si

Well its not my perfect idea of a trading business, but it wouldn't be much different than using your own systems in the tax mans view IMO. I am leasing two algo's now to try and earn some extra income and gain some experience while i develop my own, so they're part of my business now, yeah. Ideally i would develop my own strats and only use them myself. XS

China has no choice now but to do things the American way....RE-INFLATE.:applaud:

One other thing that i didn't expect would be that difficult for me was the amount of software and hardware troubleshooting you have to do. It seems i always have a problem of some sort...either F***** data, connection, software, hardware...its always something. Today i rewrote all my DAX tick data into different time-frames just so i would know it was all done properly as i started to get strange anomalies on my charts after testing. :doh: Other things like not getting a strat to work on a multi time frame chart in NT. Bloody frustrating and with almost all my support coming from email or forums, because of the time difference, its slow tedious work!:pc guru: Running a factory was a million times easier than this crap. It better pay off one day or i'll be tossing all of this gear in the lake across the road and enjoying watching it sink to the bottom!! :angry:XS

I looooove Nigella! Hmmm i wonder if she has an ipad app?? hehe. XS

If we all kept that as the primary goal the 'dollars and cents' would look after themselves. XS

My trading coach uses TS and he said he'll be the last one to switch lol! Cheers, XS

ok cool { Strategy inputs } Inputs: NL1 (2), NS1 (1110), FirstTradeTm (950), LastTradeTm (1528), NBarExL (62), MMStopSzL (675.00), MMStopSzS (350.00), NBarExS (41); { Variables for entry and exit prices } Var: EntPrL (0), LStop (0), SStop (0); { Variables for entry and exit conditions } Var: EntCondL (false), EntCondS (false), EndofSess (false), TimeOK (false); { Entry prices } EntPrL = HighD(0); { Entry and exit conditions } EntCondL = XAverage(O, NL1) > LowD(0); EntCondS = Time < NS1; TimeOK = time >= FirstTradeTm and time < LastTradeTm; EndofSess = false; If DataCompression >= 1 and DataCompression <= 4 then EndofSess = time = SessionEndTime(0, 1); { Entry orders } If (MarketPosition = 0 or EndofSess) and (EntriesToday(Date) < 3 or EndofSess) and EntCondL and TimeOK then begin Buy next bar at EntPrL stop; end; If (MarketPosition = 0 or EndofSess) and (EntriesToday(Date) < 3 or EndofSess) and EntCondS and TimeOK then begin Sell short next bar at market; end; { Exit orders, long trades } If MarketPosition > 0 and EndofSess = false then begin If BarsSinceEntry = 0 then begin LStop = EntryPrice - MMStopSzL/(BigPointValue * CurrentShares); end; If BarsSinceEntry >= NBarExL then Sell next bar at market; Sell next bar at LStop stop; If TimeOK = false then Sell next bar at market; end; { Exit orders, short trades } If MarketPosition < 0 and EndofSess = false then begin If BarsSinceEntry = 0 then begin SStop = EntryPrice + MMStopSzS/(BigPointValue * CurrentShares); end; If BarsSinceEntry >= NBarExS then Buy to cover next bar at market; Buy to cover next bar at SStop stop; If TimeOK = false then Buy to cover next bar at market; end; SetExitOnClose; Try this one... Forgot commissions and slippage...hehe:roll eyes:

Well i don't use any indicators with coded systems, but i like the little bar timer under the marker....You had to add that in NT. I just like the relative functionality. XS

After 1 week of using MultiCharts and can say that its much easier to use than NT. Everything seems to be in the 'right place' if you know what i mean. I like the charts too, the basic ones by default are simple and clean. The workspaces work really well and seem to use less resources from my PC than NT. Hooking up to my broker is quite easy. Getting data into it for testing is simple too. The quote manager works very well. One thing i noticed is how relatively quiet their support forum is too, compared to NT's. So far this has been one of the smartest things I've done over the last 8 months. Go MultiCharts! XS

I like the freedom, its mentally stimulating...but i've yet replace the income from my previous job. Its much much more difficult than i imagined, and more difficult than swing trading stocks. I've learned allot about myself though, and also what style of trading really suits my personality. This is a humbling experience. XS

Get all of your trading capital together in a box. Go to the window on a dark and windy night. Open the window and throw out half of your cash. Ask yourself 'how does that make me feel?', as you watch it blow away. Close the window, and reflect for a moment. Ask yourself 'can i do that again?' with the other half. If yes, then proceed to learn about the markets and trading. If no, then go to the bank in the morning and do something that makes more sense with your money. Good Luck. XS

Does anyone use Tradestation or Multicharts with Oanda? Do they have an API or do you need to use their platform? Cheers, XS

If my system makes what the tests say it should, and it trades as it tests and i trade the max contracts that i am comfortable with, why would i lease it for 50 bucks month? Even if i limited the leases to say...20. That's another 1000 bucks a month, hardly worth the hassles of dealing with customers in pain, so yeah i agree. The other thing that strikes me when browsing systems for sale or lease is the lack of commissions and slippage on the BT reports...why would you exclude this when you wouldn't do it yourself...there can be only one reason...to make the results look better than they actually are. Its a mean old world out there! XS Some 'free' code for the SPI....use on a SPI 15 min chart. Enjoy! {Easy Language__ Max bars back: 97 Created by: Xiao Si Created: March/2012 Compatible with TradeStation 6 or newer Data File: F:\Data - Historical ASCII\SPI\SPI 15 min.txt Build Dates: 1/07/2010 to 18/04/2011 Project File: SPI001_15 min } { Strategy inputs } Inputs: NL1 (53), NL2 (35), NL3 (3), NL4 (46), NL5 (15), NL6 (42), NS1 (22), NS2 (82), NS3 (3), NATREnL (33), EntFrL (2.2916), MMStopSz (450.00), NBarExL (55), NATREnS (57), EntFrS (0.6837), TimeExS (1405), NTargS1 (3), NTargS2 (98), TargFrS (1.2183), NBarExS (12); { Variables for average true range for entry and exit orders } Var: ATREnL (0), ATREnS (0); { Variables for entry and exit prices } Var: EntPrL (0), EntPrS (0), TargPrS (0); { Variables for entry and exit conditions } Var: EntCondL (false), EntCondS (false), EndofSess (false); { Average true range } ATREnL = AvgTrueRange(NATREnL); ATREnS = AvgTrueRange(NATREnS); { Entry prices } EntPrL = CloseD(1) - EntFrL * ATREnL; EntPrS = C + EntFrS * ATREnS; { Entry and exit conditions } EntCondL = TriAverage(StandardDev(C, NL1, 1), NL2) >= XAverage(WAverage(Highest(Momentum(H, NL3), NL4), NL5), NL6); EntCondS = L[NS1] >= WAverage(Average(L, NS2), NS3); EndofSess = false; If DataCompression >= 1 and DataCompression <= 4 then EndofSess = time = SessionEndTime(0, 1); { Entry orders } If (MarketPosition = 0 or EndofSess) and (EntriesToday(Date) < 4 or EndofSess) and EntCondL then begin Buy next bar at EntPrL limit; end; If (MarketPosition = 0 or EndofSess) and (EntriesToday(Date) < 4 or EndofSess) and EntCondS then begin Sell short next bar at EntPrS limit; end; { Exit orders, long trades } If MarketPosition > 0 and EndofSess = false then begin If BarsSinceEntry >= NBarExL then Sell next bar at market; end; { Exit orders, short trades } If MarketPosition < 0 and EndofSess = false then begin If time >= TimeExS then Buy to cover next bar at market; If BarsSinceEntry >= NBarExS then Buy to cover next bar at market; TargPrS = EntryPrice - TargFrS * AbsValue(XAverage(O, NTargS1) - Highest(L, NTargS2)); Buy to cover next bar at TargPrS limit; end; SetStopLoss(MMStopSz); SetExitOnClose;

You know, the other thread about 'see my beautiful new trading system' or whatever, got me thinking...and after the last 6- 8 months or whatever its been now, i know why so many 'traders' sell their systems....because its way easier to sell or lease systems, courses, trade rooms etc., than it is to make money on the markets consistently. Its EASY money because there are fools like me who want that holy grail and thought that it was possible. Even with systems that you can test on OOS data and deem trade-able your self, you still need to stick with them through draw-downs. Can you do that? I bet many people that lease systems eventually stop leasing once the draw-downs kick in and reach their pain threshold. I would imagine the vendors count on this, and i would love to see the stats on how many customers stay for the long haul. I could register a domain name,spend 5-10 grand on an eCommerce website and do the same thing quite easily. Maybe someday i will. To do that before i become a successful trader would only be kidding myself. It would be an admission that i wasn't good enough to make my money out of the market and i had to make it on the fringe, from 'wanna be's' just like me. Nope...Not yet... Back to work...perseverance, determination, good research and a little luck...you never know maybe i will be trading one of my system's live on a real account and making money from it one day. XS

Anything in 1 minute. send me a PM and i'll email you the data or send you a DL link.

I have 5 years of HSI tick data that i can write in to 1 minute data or whatever time based or daily bars. Frustrating thing about HSI data is that the exchange has been bust changing thier session times over the last few years it seems...can't make up their bloody mind when they want to start and finish... I should be able to set one time that encompasses all i think... XS

Hi Folks, i have a ton of data, mostly EOD that is clean and in continuous backadjusted and spliced for futures, stock and Forex. Some is in Metastock format (,dat?) and some in .csv. I also have 5 years of Hang Seng and 3 years of DAX tick data that i can write into 1 m, 5 minute or whatever. I would gladly give it all away however...needing data myself....If you PM me i would be happy to provide a DL link for you if you are interested in a swap with something such as 1 minute data for US equity index futures, or commodity futures. Cheers, XS

A brief update on my progress: We have focused on systematic trading, suits my personality better and i enjoy the creative side to it. We now have one system we are testing on AUTO in the RT prices but still on the simulator. I have leased two systems to provide some income to cover expenses during the time my systems are in development. Using Apadtrade's Builder, i have several systems that i am testing on historical data. Still focusing on two markets for my systems, we should have another two systems ready for Live testing by Monday. Hopefully if they test well over the coming months we should be able to go live on a real account in September. I have a long list of lesson's learned that i will present once i deem myself successful, in hopes that other new traders won't make the same mistakes. Cheers, XS

Thanks Tams, got it! Currently testing systems that i built on Adaptrade's Builder, cool fun. XS

Thanks Tams, The data is from Tickdata.com I can format it into what i want and in continuous contracts using their tick writer. I use eSignal but they do not have much historical data..... I have 5 years of HSI data....can i name my symbol whatever i want? For example HSI ##-##? Cheers, XS

A little off topic, but i need a little help...how do i import my historical data into Multicharts? The HSI for example... do i create a custom symbol for the historical data? In ninjatrader i would use the HSI ##-##, but not sure what to do in MC....? Still looking on the forum for MC... Any ideas Tams? Cheers, XS

This is very funny, but seriously....WTF else was Ben supposed to do? All in all i think he did a fantastic job of mitigating the loss created by the Greenspan years of oceans of money.....not that i agree that it will work long term, but reallly WTF else could have been done? Is there a republican solution:rofl:? XS

So true! But what about that service!!!??:rofl:

Elect, I'm also using Esignal and IB with MultiCharts, as of today. Have you had any problems with connectivity with either? Cheers, XS

I'm referring to licensing of code so to allow limited or controlled use of the algorithms. This protects the coders work from being distributed. NT is the favorite of coders and developers because of the flexibility that this allows in terms of free trials etc. The partner list for NT is growing quickly for this reason, i believe. You don't even need to provide test results, or results with commissions, slippage, so anyone can sell crap to any unsuspecting trader, especially newbie's. NO, i wasn't burned by the process, i just was alarmed when i became aware of it! This is a dream for guys that want to market systems for the sake of marketing systems only. There is no control over this and i fear many will get fleeced. NT's code is the most raw, uninterpreted code, therefore the use of a coder is almost a sure thing unless you have coding experience. I've used Amibroker and Excel before, but i won't even attempt NT. Unfortunately i have a lifetime license...that's where i got fleeced! There is a paradigm shift coming soon for coders and programmers as generic algorithm strategy generators gradually become cheaper and more affordable, there will be no or less demand for trading systems from NT retailers as traders will employ these algorithms to create their own systems that are better suited and perform better than ones developed by coders. The coders day is coming too, and they'll have to become better traders. Not only is the day of the discretionary trader coming to a close (covers his head), but the day of the 'coder for hire' is also coming to a close. Software will not only run the systems we design but design the systems they run.... Cheers, XS