I have a similar background as many people in this game, I originally worked in industrial R&D, lots of computing and modelling experience. Discovered the total insanity of makets whilst in the process of floating a company that made nothing, sold nothing, nor had any objective whatsoever than to be an "internet start up" during the dot com boom !
Ive been trading full time since around 2004, mainly a TA based trend re entry system, based on oscillator divergence at S&R, but the last 2 years focussing much more on automation. Entries are random, but I apply a bias to position sizing using baysian classifiers to determine a directional bias.
I've been an advocate of random robots as an educational tool for years now. My whole development methodology is based on an evidence based TA approach and incremental improvement to random robots.
I cant promise to contribute very often, but its a pleasant change to see automated trading being discussed in such a civilised manner, and I wish you success.
zup



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