Commodity Broker

Dealing With Ever Changing Parameters By Using
Multiple Computers

My following ideas may not be terrific for the hobbyist that needs everything boiled down to a "no brainer" situation. But for the trader whose family and personal future depends upon his success (is that you, too?), there may be some promise here.

First, what would happen if we operated with two or three separate computers, each receiving the same data downloading?

Computer #1 operates just like we are now doing: downloading, reharmonizing, rolling over contracts, market tagging, trend ranking, generating trade signals/initial stops, targets/follow-up stops & targets.

At the appropriate time, the next parameter set is determined and installed. The data base on this computer will be lengthy and additive as each month passes.

During each new calendar month new trade signals and follow-up stops & targets will be taken from this computer as well as trades from last month which DID carry over under the new parameter set (i.e., trades which did not disappear and are still open carrying over from last month).

Computer #2 runs just the same as computer #1, except for only one thing: it always operates on last month's parameter set.

So, when active trades disappear (due to new parameters) or are no longer open on computer #1 they will appear on #2, because #2 has the parameter under which the trade signal and any follow-up was originally generated.

Computer #3 simply extends the time frame open trades could be properly maintained.

It could turn into a lot of hardware all lined up, but it would be impressive to show your kids and friends! But, seriously, what does a person do when his working life is soberly devoted to making money and building capital through the futures markets.

I can say that I wouldn't look forward to acquiring more machines. But, if my trading system is otherwise as good as it appears to be, must its utility extend only to the amateur and hobbyist appetite?

A related solution ... I am definitely not in love with the idea of a multiple computer operation. It's just that I can't seem to give up on being able to solve the changing parameters set challenge.

So to avoid having to have all that hardware, how about this alternative (which you could profitably sell)? What I have in mind is a drastically cut down version of my trading system, a "shadow" software program.

This same program could have two or more versions with the difference between them only being the name which the computer would recognize, such as "Shadow1" - "Shadow2" - etc.

As I said, this would not be a complete, full-featured program. Rather, it would only contain the modules which read price data files, produce trading signals, and produce updates for trades still open from the previous one or two months.

As I see it, virtually everything needed for the "shadow" programs should already exist on the real trading program.

We would mostly be eliminating what is not needed, such as trend ranking, over-night runs, charting, some or most of the utilities, etc. Parameter sets would be generated by the real program and manually backed up on floppy disk. They would be manually installed on the "shadow" programs as needed to keep them operating on "today's" price/volume data but using the parameters from last month (on Shadow 1), and the month before (on Shadow2).

Following this strategy, the needed on-going minimum of 19 days of patterns would always be present.

Weekly trend ranking used in trading all contracts from current and prior months would be as generated by the real program.

Hard drive size would be a factor, the bigger the better. Also, there is the possibility of a second hard drive of a more moderate size being installed as a "D drive."

I hope that you can see my level of enthusiasm for all that my trading system has accomplished. I admire the system developer's work very much and quite obviously want to use it as my vehicle to do well for myself and my family.

If anything I can come up will help, then terrific!