Recent content by toe

haven't used esignal for while but dont they live filter their data for outliers and such. also one prerequisite for having two identicle data streams is that both should source their data from the same exchange list, if the data includes ecns etc then thats probably not the case. an easy...

EdgeHunter, I use OpenTick with QuantDeveloper for history its is mostly good although occassionally there are issues getting full recent data (last few days). Live data though is another issue, they have a bug which somehow causes bad subsitute data on rare occassions when there is dropped...

roulette wheels are designed and tested specifically so there is no memory. the market however is designed to faciltate trade, not gambling. if there are opportunities to benefit from the push and shove of the market, why wouldn't backtesting allow someone to see those opportunities? the...

gg12 I probably wasn't being clear enough, I was refering to autocorrelation of your equity curve returns. In other words if bad trades tend to be clumped together and likewise with good trades. An ideal high frequency trading system has zero correlation of trade results and so its drawdowns...

without leverage survival is simply a matter of some form of fractional bet size. its leverage that dramatically increases your risk of ruin. it needs strong strategies and management. if you have a system that suffers from autocorrelation of returns (all systems have some ) then a negative...

i have been using it for a couple of months, they have been very helpful in solving a couple of issues and aside from some occassional missing 1min data the history seems fine. however i will not use it for live trading again unless they fix the way they deal with dropped data connections. i...

just a quick question to see if i have this right. MD this bar = MD last bar + ask volume, or minus bid volume is that right?

haha, i've heard skin cancer is an issue as well. i'm in Melbourne, we usually dont get enough sun here as it is.

thanks dcraig, hi bolter, lifes great thanks, though a double change in daylight savings is making it interesting to trade U.S. market from Australia :)

ok, i just realised i made a mistake in the calculation in the previous thread, what i meant was... ( MedianAskByVolume - InsideAsk ) / ( InsideBid - MedianBidByVolume )

bolter thanks for starting a great thread. dcraig i love your work. i'm new to MD my self but would like to get your impression on an idea in relation to Order Book Delta. from your last image of the K200 it appears to me that the market moved up one bar before the order book moved down...

BDGBDG, If you and I were 'MrBuyer' and we knew about the inside information that caused the insider to sell his shares, we wouldn't be buying at any price and neither would anyone else who new about it. The insider might be forced to sell at a far lower price, and we would've saved our money...

trader56 if you have no programming experience it will be a long, long road if you plan to build your own trading platform from scratch using VB.NET etc. You will spend years just building a useable platform before you get to regression testing trading ideas. Better off to start with an existing...

Frosty here's a couple of questions, hope they're useful. Any chance the trade list can be viewed in spreadsheet type window, otherwise it could get confusing if there are a lot of trades? Also do you have provission for backtesting slippage and commissions? Name sudgestion, IBot. Perhaps if...

frostengine my sudgestion for helping newbies to learn to trade would be to include several example codes of varying complexity and enchourage them to reverse engineer and alter the code. also having a forum to allow users to exchange ideas, educate each other, post code snippets etc, might be...