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Re: ReTraining Live Z12 - Problems & Questions
[Re: jcl]
#459005
04/12/16 16:36
04/12/16 16:36
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DdlV
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Thanks jcl. OK, now I understand what you're saying, I think. Let me rephrase to be sure: For "normal" BarPeriods that we would use with Zorro, say 1 (minute) or greater, all brokers' costs are a tiny, negligible part of a system's profitability, dwarfed by the price moves we're trying to catch, and hence variations between brokers don't really matter. However, if we try to push the limits to BarPeriods, say, <1 and catch smaller price moves there will come a point where different brokers' costs will have an impact. Is that correct? Or are there "gotchas" that will come into play at even the higher BarPeriods and make brokers' costs non-negligible? Also, referencing a question in another thread, is this at all affected by broker/account type? DD vs. ECN vs. ??? Thanks!
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Re: ReTraining Live Z12 - Problems & Questions
[Re: jcl]
#459010
04/13/16 00:02
04/13/16 00:02
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DdlV
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Thanks jcl. I thought I almost understood... If broker B's costs are 2x broker A's, wouldn't a given system function differently, trade differently, generate different optimization parameters, Optimal F's, etc.? I.e., train differently because the different cost structures will make it trade differently? I'm also lost about not auto-trading with a DD broker - isn't that just another set of cost parameters? Or are you saying a DD broker's cost structures and/or historical trading-against-you patterns aren't consistent? Thanks.
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Re: ReTraining Live Z12 - Problems & Questions
[Re: boatman]
#459039
04/15/16 11:41
04/15/16 11:41
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DdlV
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Thanks boatman! At the fundamental/theory level, I agree with the DD conflict of interest. However, on the other hand, in my (admitidly limited) experience with regulators, their (real) main purpose is to protect the industry under the guise of protecting you... I'm really trying to get nearer to the real, practical bottom line. For exactly the same trade at the same time, why is DD worse than NDD? Is DD worse because the broker will simply give you whatever price/spread/etc. at any time that takes your money, and no matter how different from the price/spread/etc. received from the liquidity providers and that given to other DD traders and/or NDD traders at the same time? Thanks.
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