Mechanical System developers?

[MseTrap 10]

Does anyone here program mechanical trading systems for a living or have created any for sale?

[torero 10]

I program system for my own personal use, not for sale or for others. Why?

[MseTrap 10]

I develop strategies, indicators ect. for a hedgefund and other clients.

I just had some questions about how other strat developers deal with certain types of clients and compare notes ect.

[torero 10]

Ah, I can't help you there. btw, what programming language do your clients use (or you use)?

[MseTrap 10]

I/we use mostly Tradestation for the signals and logic. some bits are Ruby, and custom dlls when vector language doesnt cut it.

[torero 10]

Do you develop your own strategies for personal use by any chance? Any advance on using optimization? I'm not a true programmer but I get around ok and try to keep my system simple. The most difficult I find is using the tools to find the sweet spots to keep from curve-fitting.

[MseTrap 10]

Ya, i've developed many strategies for personal use.

Optimization is almost an art as much as it is science. You always have to be aware of the failings of tradestations fill logic when backtesting. One the easier ways to help avoid over optimization is only test your inputs on a portion of your back time frame, then later bring in the rest of the data and see how it performs on the new data.