Contents tagged with strategy-development

  • Maintaining your own trading platform - hard work and constant updates

    Traders always need a good trading platform and one way to get a good platform is to progam a trading platform yourself. It takes a lot of work. It also requires constant maintenance. And some of … more

  • The new Haswell based Xeons and Trading

    The new Xeon generation is out, based on the Hasell architecture. Intel is at it againWoon you will be able to buy them. Haswell level Xeons. One year, roughly, after the Haswell chips did hit the … more

  • How to handle backtest data - 3000GB in our case

    Backtests and Optimizations. Tons of data that needs to be analysed. Tons of data that is useful and a lot of it is not something you throw away immediately. Yes, some of it is – for example a … more

  • 5 ways to reduce drawdown in automated trading

    Reducing the drawdown in automated trading is critical. Profits are not everything – as important as profits (in absolute numbers) are the projected losses. Because these temporary losses – the … more

  • Disadvantages of Automated Trading

    Automated trading has serious disadvantages. In an earlier post we talked about the advantages of automated trading. But every light has shadow. Here at trade-robots we are not over optimistic using … more

  • Renko and Backtests - it can be a very wrong result

    Renko based strategies can be tricky to backtest, especially when you use a bad exchange simulator such as NinjaTrader. It is not a programming error – it is an optimization in their backtest design … more

  • The Trade-Robots Strategy Portfolio - 2014-09

    3 People. 4 Years. 12 Man years. That is a lot of time, especially when all you do is strategy development. Spend 90% on strategy development. We do our own infrastructure (but that is separate topic) … more

  • Trading with Investor Money or not - the conclusion

    In the first two posts of this series we have collected arguments for both sides – why a trader should not take investor funds, and why a trader should indeed accept investor funds. After looking at … more

  • Pardo, Robert: Evaluation and Optimization of Trading Strategies

    There are unlimited books about trading, and most are not worth the paper they are written on. There are, though, very few books that talk about how to approach trading system development from a … more

  • HFT strategies and C#

    SO, you like high frequency trading and you want to write strategies in C# HFT. - the speed race. Being first. HFT - faster than the next box, and C# - most people do not think this is possible. … more