Recent content by ELab

I'm using Linux. DM me if you have interested

Did you calc with ask/bid and slippage? It's possible that your 30+ trades will eat your profit.

Hello, Let me present algo for ES/NQ/YM futures (or related SPY, QQQ, DIA). Review the Walk Forward Test enclosed (PnL is result of @ES futures on lot trading based on SPY prices). Walk Forward Test used prev. data for calculate parameters and proof the algo's stable factor. This is EOD algo...

Hi, I'm looking capital for trading system that can work BitMex or Derebit (because they paid for MM). This is stat arb MM system backtested during the 1 month. System do not have stops - change position logic only. Estimate backtest for BitMex. Execution based on strong conditions - trade...

Hi, I moved to CME and like offer my own latency arb. algo based on CME vs forex spot market prices analyze for sale. Algo trade on spot market and uses CME currency futures info ask base. As CME data source uses Rithmic, as fx. spot - FIX connection via QiuckFix. This is C++ algo part and C#...

Just see video https://cloud.mail.ru/public/3oYGoWdAvG5Y/feb%205%202016.avi (change video quality settings or download avi). Live market of course. $1400 profit during 20 min. Regards, Eugene.

Hi, Looking possibility start latency arb trading on CME. Plan trade SP500 e-mini. Tried run this summer this project based on e-mini data analyze, but not successfully. In my opinion another arb guys removes my liquidity before 2-3 ms from my entry model's moment. I traded in CME DMA of...

Domen & initial web site design only. System not included. After 3 fx systems created for mt4 market I moved to hft trading.

www.ForexRocket.com domen and web site design is available for sale. DM me if you have interested. Regards, Eugene.

Try http://www.finam.ru/analysis/profile041CA00007/ via Google translate service

Hello, I like offer deal with my as with quant and trading system developer and programmer under the 50/50% profit split base. I researched and developed HFT model for CME E-mini. This model need CME IOM status leasing at least for reduce the CME fee and DMA for reduce latency (at least 500...

I tried develop trading system without curve fitting. This system do not trades often (Check out the screenshot 5001 trades since 2003) but stable. For be sure that this is not fake I added noise feature. You can add noise to open/close prices used for entry and position trail for verify the...

Hi, I like present my own trading system for ES futures. Please, review the equity curve screenshot and trades enclosed. Several facts: system do not use 100% of the capital all time, system have a lot of trades that allow get more stable system (For 300 ES lots limit it made full 1000 trades...

Please, download trial at: http://www.forexwavetrader.com/download/ForexWaveTrader4.exe

Thank you for good words about my development. System already tested in "Open Prices" mode (Review the report's screenshot). I have enclosed small capital report for you and marked zones for your attention. About DD. Let me notice that only initial DD is major because system is not classic and...