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Ara, I
am not sure which doc you refer to. The one on the AB website with 3D excel
charts? That is really very old, at the time i was looking into EOD
trading, and yes i optimized each stock. The doc did not
describe a system i actually used, it was just an exercise
prompted by a discussion on the list. AmiBroker has evolved immensely since
and such a project could be done much better today. However I haven't tested any
EOD systems for some years now and I no longer subscribe to QP EOD
data.
Nowadays I work on Automated Trading Systems that may trade 30-50
times a day. The only time I manually enter trades on the TWS is to cleanup
a mess made by a malfunctioning AT system.
imho,
EOD Predictive trading can give you a small statistical edge
but High-Speed Reactive Real-Time trading has greater profit potential
(especially with the reduced IB commissions!). Of course there are many ways to
trade and I am not discrediting/disputing other ways, this is just my
current personal preference. As you know: I am more of a
developer than a trader, I only trade to test ideas or systems
that have exceptional promise.
best
regards,
herman
Hi Herman,
A while back you wrote a very interesting and
educational manual on system development. I gather from it that you optimize
for each stock ...
I know you are not a day trader ... don't know
how long / short time frame you trade in with the auto trade on
IB...
Does the document above also apply to
real time trading? If so how often would you optimize?
Thanks
Ara
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