Recent content by Fireplace

Why is Surfer so ashamed to admit that a component of his trading involves tech analysis?

He is talking like he uses some tech analysis and seems to be ignoring comments or questions which would expose him to outright admitting it. So, those two pieces of evidence suggest he is out of the tech analysis closet completely or is at least poking his head out of it.

Of course they are. Who says otherwise?

Surfhead's silence is deafening!!!

Costs are certainly a concern however its more important to me that the data is sound. I once spoke to someone at IQ.feed and was told that the costs are comparable to esignal's monthly costs....any truth to this?

How is their tick (seconds) data? Any experiences with it?

Do you have any idea how they clean up the data? Meaning what criteria they use? Because if you look over tick data, some prints are very obviously late reports or just bad ticks as they lie, say .40, away from the current bid/ask spread. And also there will be a tick that shows 1 million shares...

I read this also. Why do these trolls always say they are going to leave, in fact proclaim it, and then just keep posting? :confused:

I've done both, although I do not trade off of 1 sec data but have seen the chart build in real time and have encountered the same issues as I find if I just go back to previous days data. I usually go through each day after the market closes to confirm my algo concept based on the new day's...

Inaccuracies with OHLC and volume. If I compare, say a 4 min bar with a corresponding 240 second bar, Esignal usually shows differences. If I comb through the 1 sec chart, the 4 min bar will not include some crazy prints while the 240 sec bar will, skewing the data. If you use esignal, go to...

Thanks Dom. Do you think IQ.feed is a good option with regards to the tick interval data? Esignal is not good enough and am looking for something a lot more reliable.

But there must be reliable charting platforms for tick based interval data, no?

Amen!

Hey guys, I'm curious if anybody has an algo that trades the SPY intra-day? I have a concept that I want to code but it relies on whole minute (1,2,3,5 etc) and also fractional minute (230 seconds, 290 seconds, 535 secs etc) data for identifying specific setups. My problem is, I currently...