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OK? So you are working with a lot of data. Its going to take time. Welcome to the world of research. Queue up some jobs and execute overnight. That way you can analyze batch data sets instead of doing everything ad hoc.

What format is the data in? You might be able to import it directly in to SQL Server Express, which is free, and quite powerful.

Isn't today rollover day?

I'd say internet broadband futures. This is the age of information.

Actually the bulk of my profits are made on the open. The whole reason I use baskets are because I'm unable to enter orders fast enough to catch the opening rush (I am only one man!) If you are talking about backtesting a technical analysis strategy on a portfolio of stocks, you can use...

NP d00d. Just be sure if you are using market orders to wait until the market is open a little bit and not exactly 9:30 to hit the send order button. Better yet, use limit orders. I had a NYSE stock in my friday basket, and I got filled like 3 std dev's above the VWAP. Apparently the...

Are you familiar with the basket order tool? You would need two baskets, one for long entries, one for short entries. You can also execute from the commandline too. See the help file for .executebasket command. As far as doing this from EL logic, I think you can only run a script on one...

http://www.tradingtechnologies.com/autospreader.aspx

"You're missing that 90% of all options traders "experience" worthlessness." fixed it :D

You are under the impression that more people hedge with a short position than a put option? I'd say that a majority of the longer-term investors would open a put option so they can hedge against a potential downturn without closing their long position. This allows investors to keep a position...

I get redirected to my500.asp error page when trying to login, but I can see the home page.

thanks Baron

The blocked user "posts" don't show up, but if they create a new topic in a forum I am subscribed to, I do get it in my email. Was this the desired result or just overlooked? Thanks!

Path of least resistance? Copy the existing HFT algos. Get a hold of some sub-second tape and it becomes very clear that a few of the HFT algos are just doing the same thing as soon as soon as a few hyper prints hit the tape.

And teaching traders how to program isn't? Please

have you ever heard of elance?

one more thing wrt your odd-lot position sizing. Because im using limit orders, I round up/down to the nearest 100 shares since odd lot orders get filled last.

I rarely use stop orders anymore precisely for the reason you stated in the OP; what you call 'stop hunters' and algos that breach key levels, be it arbitrary ATR/BB bands or support and resistance levels. Instead what I've done to manage risk is to place a basket of limit orders premarket...

IMHO, It's actually a poor article; but I can see why you like it. Here's another quality </s> piece from the same author where he tells you to use Bloomberg. :p http://www.businessinsider.com/the-ultimate-trading-station-2009-11#bloomberg-anywhere-4

I don't think this is open-source, but it is free from Microsoft. Does your project require open-source or are you just looking for free c# charting? http://www.microsoft.com/downloads/details.aspx?FamilyId=130F7986-BF49-4FE5-9CA8-910AE6EA442C&displaylang=en