trading, programming, and math

I've been out of the spot forex market for a while now, but have finally finished modelling a trading system that, while not as "fish in a barrel" profitable as my previous dip-buying system, doesn't hemorrhage when the market turns sideways (reversals were just fine). The downside is that this system, unlike the last one, requires very active participation to work, more active than I can do while I keep my day job, and much more active than I can manage while asleep, so I need to automate the darn thing. Given the particularities of the bucket shopmarket maker I use, though, this means learning C#. The language doesn't bother me, and, in fact there are a few aspects of it that I like, like namespaces and partial-class declarations. But it also means learning an entirely new vast set of libraries.... ugh!

And I can't get back in the market without it.... But I did learn something nifty though: if you're simulating random walks of equal probability, which is what time-independent price-movements do when there's nothing significant going on, an easy way to add up the various path-dependent outcomes is simply to compute out the nth level of Pascal's Triangle! It gives you the summed-up potentials for free, rather than having to write a monte-carlo simulator just to do 50/50 probabilities. Pretty neat, and very labor-saving.