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  1. M

    ES method - How to duplicate backtest?

    I must add that I have the ability to fully automate this system via Ensign and a visual basic program, so the moment a signal is generated, the trade goes out to IB TWS. This will most likely help in securing a fill.... I will also add that this system buys when the market is headed down...
  2. M

    ES method - How to duplicate backtest?

    Here's the method's numbers, backtested over 7813 trades dating back to January 1999 on the e-mini S&P (this period of time excludes the ESZ3 contract due to the fact that I don't have this data available, but it does include the first quarter of this year, ESH4) In any event, this method I...
  3. M

    IB 1099 and futures commissions

    Both this year and last, I reported only the number on line 1 (2002) and 1a (2003). I did not bother doing anything with commissions, even though I would have loved to. But then again, I'm no tax expert, so I am sure I'm cheating myself out of some $$
  4. M

    IB 1099 and futures commissions

    After going back and reading all the past notes on the subject of IB and commissions, and what to put on the 6781, I still don't have a straight answer in my head. So, let's say I have a (2200) realized futures LOSS per my IB 1099. Let's also say I have a COMMISSIONS PAID ON FUTURES amount...
  5. M

    Who is Woodie???

    What MarkB says about Woodie is true, however, I did not find the room to be my cup of tea. I got into the whole "Shamu and Ghosts" thing for a few months. It just didn't work out for me. I'm not very spatially oriented, so maybe that was the problem. In any event, maybe psychologically...
  6. M

    IQFeed / DTN.IQ data quality

    I use DTNIQfeed for charting ES, and I don't get any spikes with historical 1 minute data..... And in fact, their feed seems to keep up MUCH better during times of intense trading activity. I haven't seen any lag in quite some time....
  7. M

    Ameritrade - Downhill?

    In the past few days, I've had 2-3 orders stick on "Submitted for Cancel" until the NEXT TRADING MORNING. 1 of these orders was listed and at least one other was Nasdaq... All of these orders were submitted with about 1-2 minutes left in the trading day (3:57-3:59pm eastern) Perhaps the...
  8. M

    Ameritrade - Downhill?

    Not true. A couple weeks ago, I was switched to the Ameritrade login site. Up until that point, I was logging into the Datek part of Ameritrade. In addition, I had to switch over my QuoteTracker trading window to a new Ameritrade/Datek format when before it was just Datek. I used to just...
  9. M

    Ameritrade - Downhill?

    I swing trade through Datek, but was officially moved over to Ameritrade a week or two ago because of the merger. I now find that my orders are taking longer to fill, and I have a lot of problems cancelling orders on listed stocks. The "Submitted For Cancel" will appear for hours, and I...
  10. M

    Can IQFeed be used for trading???

    I must give credit to IQFeed today. Lots of action after CC was released this morning, and IQFeed kept right up with IB (I'm watching ES). As a matter of fact, IQFeed has been very very good lately. Lets hope it stays this way....
  11. M

    Ensign Question

    That's the one thing that bugs me about Ensign. I have IB and IQfeed, but I can't have one of these as a backup UNLESS I want to fork out another full monthly subscription fee to Ensign. In other words, Ensign forces you to download and run an entirely separate program in order to use...
  12. M

    Can IQFeed be used for trading???

    The backup server may explain lag now, but this happens EVERY FOMC annoucement (well at least the last couple that I was watching). IQFeed seems to have a problem with high volume periods, backup server or no backup server.
  13. M

    Can IQFeed be used for trading???

    K.C. I'm also a IQFeed subscriber, and am frustrated at what happened today, although I can't blame IQ for taking me out of my trade much earlier than I should have... However, watching IQFeed trail IB TWS by a good 30-60 seconds like you say is unacceptable....and this happens EVERY time...
  14. M

    Average S&P e-mini volume

    Thank you!
  15. M

    Average S&P e-mini volume

    Can anyone tell me what the average daily volume is/was for ES in each year from 1999-2003, or can tell me where to find this info?
  16. M

    IB check request ??

    Not true...log into your Citi account...recently, they added online wire transfers, if that's what you were referring to...no more having to go to the bank or faxing.... Also, with citibank, if you use their online banking to write checks, and send an online check to IB, the money is in your...
  17. M

    Volume problems with IB today

    No need to e-mail help desk. Specific examples are on your own message board at the link I provided.
  18. M

    Volume problems with IB today

    Why isn't DEF or anyone from IB addressing this issue. It's been documented on their own message board, yet we hear nothing from IB about a problem with their feed, or when it might be fixed. Again, I reference this note from IB's own message board as documentation of the problem...
  19. M

    IB Quote problems today

    The interactive brokers message board DETAILS the problems that are going on with volume.... Here's the link: http://www.interactivebrokers.com/discus/messages/2/13965.html?1058366045
  20. M

    to those that bought the spike today

    I don't know....I was using 3min ESmini charts at the time, and I took a nice chunk out of the rebound bar.....never zoomed in....just watched volume....but then again, that's all I ever watch these days.
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