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  • Things that go wrong programming

    Programming is like air travel. Small problems compound into big ones.

    I started this business to focus on designing better trading systems. Programming obviously plays a large role in the process. What...

     
  • IQFeed Kinetick Trick

    Create a new IQFeed connection in NinjaTrader 7

    NinjaTrader is my favorite strategy backtesting platform. Kinetick works great and is an important part of why I use NinjaTrader...

     
  • Scalper EA

    The screenshot from NinjaTrader shows trades entering and exiting around the lower envelope

    It looks like I accidentally stumbled into a scalping strategy. I posted the rules near the top of the page for those that...

     
  • Import a NinjaTrader Strategy

    A screenshot from the NinjaTrader control center. Client File, Utilities, Import NinjaScript to bring a new strategy or indicator into NinjaTrader.

    It’s easy to import a NinjaTrader strategy or indicator. Popular places for finding a new strategy or indicator include...

     
  • Order Retry Logic

    These are not words that you want to see when placing live trades

    The difference between a backtest and live trading is that nothing ever goes wrong on a backtest. If a strategy traded correctly...

     
  • Live Testing Snafu

    Live Testing Snafu

    We’re building a signal distribution system that launches signals across the MetaTrader and NinjaTrader platforms....

     
  • Automated Trading Part II

    Automated Trading Part II

    The second part in Nathan’s interview series with me focuses on the role of high frequency trading in the markets and...

     
  • Group Trading Strategy

    Group Trading Strategy

    Francis D. from Australia likes to bounce different EA ideas off of me. He mentioned in the latest emails a fear of getting...

     
  • NinjaTrader Backtest

    NinjaTrader Backtest

    Running backtests in NinjaTrader is relatively straight forward, once you learn the ropes. NinjaTrader uses a special window,...

     
  • Buy and Hold Gold

    A chart of gold's daily equity curve, extending back to June 1997.

    I came across a paper entitled A Quantitative Approach to Tactical Asset Allocation by Mebane Faber. This paper appears to...