High Frequency Trading
Author: jdposthuma
Creation Date: 12/17/2012 1:48 PM
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jdposthuma

#1
Hi guys,

I'm looking for strategy/dataset combination that work to execute intraday. I can't get either of the scalpers included by default in wealth lab to not devalue at a rate of about 50%/month.

Any ideas?
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Eugene

#2
The "Scalpers" are not included by default. These are publicly uploaded custom Strategies that one need to understand and adjust to her/his markets.

If they deteriorate capital, then it's an indication that they are not being applied to the market they were designed for (E-minis, AFAIR) and they have not been adjusted (they are based on non-adaptive thresholds whereas the market's volatility has changed in 10 years since these scripts originally appeared for WL 2.1).

As they say, none of the strategies should be considered as a solicitation, investment advice or offer. Providing a turnkey solution is not the purpose with uploaded strategies. The idea is to rather provide a teaching resource.