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Hi - I have followed JH's posts here, and elsewhere, for some time (off & on), and have been lurking on this thread since it started. One thing that I've never understood (piece of the jigsaw I've missed) is IF1/IF2. I associate it with protective action in a SCT trade, but that's as much...

http://www.classicfm.com/

background just off-white (255:255:244 R:G:B) candles B&W - can't say it helps me trade any better though

for real time you'll have to pay esignal or qcharts or similar ..

Hi hcour, I'm curious about the volume on your chart. Since this is FX, I guess this is tick volume from one particular market maker. Do you find this works ok for the kind of trading you do? Thanks, 1c

doh!

... or a virtual 2nd monitor - e.g. http://www.goscreen.info/

I agree with that comment. I've been looking at the software recently and I find the distinction between intraday & historical charts to be clumsy. If I hook the sw up to a datafeed that provides 5 yrs of data, I'd like to be able to see it all in one chart, & then zoom in to 5 days if I wish.

Samson, Do you need to multiple installs to do this - because I can't launch a second copy. (for inf. I'm using free evaluation ensign with QCharts feed). Thanks, 1c

JTrader DOME has been replaced by something called Reflector, in a version upgrade. It's like DOME except that price ladder moves up & down to keep best bid/ask centralised. It's not easy to see (graphically) when price changes - I really hate it.

Fills at limit price or better (if pos). So if you are limit buy, ask is better than ask+1, so you will fill @ ask.

If you can learn before your 2k runs out, I'll eat my hat, shorts or anything else you care to suggest. Good luck.

Where does bellybutton fluff come from?

jrk It looks like you've answered your own question. For any 2 systems: - Return(s1+s2) cannot be better than max(return(s1,s2)). - D'down(s1+s2) cannot be worse than max(ddown(s1,s2)). So you're trading overall return for smoothness of equity curve. Whether or not this is a...

Yes - i think you need pythag to get the end pts If you know: - 2 points on line [x0,y0], [x1,y1] - distance (D) from endpoint to known pt [x1,y1] Assume end point is [x2,y2]. D*D = (x2-x1)*(x2-x1) + (y2-y1)*(y2-y1) [by pythag] but also: Gradient = (y1-y0)/(x1-x0) =...

have a look at dbphoenix thread on price & volume

Jack, Thanks for the sketch - very helpful. I have a follow up question. When the YM/INDU offset is away from neutral, there are two ways that the squeeze (or stretch) might be resolved: i) the INDU might join the YM or ii) the YM might join the INDU. I guess i) is more likely than ii) -...

NihabaAshi, Thanks for your reply to my previous question relating to tick vs. raw volume. Perhaps you would also help me with issue arising from your last post. I've no problem with the idea of a price/indicator divergence or a price/volume divergence, but I'm struggling with the idea...

From your description it seems that TS does the backtesting & you do the optimising (i.e. choose a range of strategies, test them & then choose the best) Genetic systems do the optimisation for you - using algorithms inspired by evolution by natural selection. Same for neural systems - but...

Backetsting is just testing - run the system(s) & measure its/their performance. Genetic systems do more than this - they use backtesting to determine the best preforming systems. Then they breed from these systems, backtest the results - and repeat for mny generations. Neural systems are...