Recent content by akawesson

I've had good results using the following technique: 1. edit your "ContinuumClient.ini" file (it's probably in c:\program files\quote.com\qcharts 5.1") 2. find the line that says "AutoUpdateServerList=true" and change the setting to "false" 3. delete all of the "server=" lines except...

Even with a dual-WAN router this is not an easy problem. Simple test cases like disconnecting the cable from one modem and verifying that it switches to the backup are easy enough, but what happens more frequently in real usage is that one ISP becomes sluggish or sporadically unresponsive...

How did you experienced ER2 traders do the past two days? With all those big swings, it was a great opportunity. I got caught going the wrong way more often than not, but I'm also still a novice at this.

Sorry, I don't have time to debug your worksheet, but after reading your last post, I'm wondering if an excel timer might be what you need. The specific VBA method of interest is called "Application.OnTime". You set a timer for a specific time (e.g. now plus 1 minute), and in the timer handler...

Do you specifically need IB's time, e.g. to verify synchronization with your computer's time, or might "=NOW()" do the trick?

Regarding dividends, see also the following thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=49871 Bottom line is, if you pick the right stocks and time the entries and exits correctly, you can capture them profitably, but like any other strategy, it requires study...

Those false upside breakouts at (EST) 11:10 Friday and 10:15 Monday must have been quite a shock for anyone with a long bias.

Have you thought of starting with a daily computer scan of the entire stock market? You could still focus on just 200 (or fewer), but they could be different ones each day.

A couple of other measurements I look at in both backtesting and actual results: 1) average drawdown , which is the daily average of (max equity minus current equity) over the entire period -- gives a feel for the frequency and length of drawdowns 2) expectancy minus standard error --...

After a bit of trial and error, it looks to me like TS (with your settings) is building the channel using the 20-bar SMA +/- 2.5 * the 20-bar ATR. Also, in case anyone cares, since the channel height is therefore always 5 times the ATR, another way to compute the stop would be 1.66 (5/3)...

Hi, and thanks for posting your system! One question: the change from volume-based Chaikin to price-based CCI means that volume is no longer a factor. I'm curious what lead you to remove volume from a system that was originally based on divergence between price and volume. Was it perhaps related...

I've used ReakTick for 9 years for stock trading (actually, just their data, via TALDDE and their API). A couple of months ago I decided to start trading index futures as well, so I added CME data to my subscription and began using the RealTick charts for the first time. So far, I've been very...

http://www.traderstatus.com

I have actually run backtests involving thousands of data points. For instance, buy x days before ex-div and sell y days after ex-div where dividend amount is at least z, testing ranges of values for each variable. None of these strategies make money, even when factoring in the dividend...

It is legal, however, you have to PAY the dividend if you have an open short position on the ex-div date.