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I've been doing a lot of work on the 10 Year Note lately. Unfortunately, I only have the last 1 year and change for data. Resolution only to 1 minute at best as well, not tick data. It seems like 2009 was a great year for volatility in this market and 2010 rolls around and it just...

Volume different - yes IB is worse - it is a snapshot every xx milliseconds or something. Not even a real data provider, IMO. But I thought FXCM had about 4x as many "ticks" as IB personally. I don't really believe anything I see though from FX providers anymore. I suggest you have that...

Wow man not being mean just forget about it. There is so much more that needs to be put into what you have it is ridiculous. That is if you want to be professional in your work. It just leads down a rabbit hole that I wish I never would have ventured down myself. Now, for some...

I have seen 3 brokers with all different tick charts from 1) TA 2) Barchart 3) OEC The biggest differences were in the opening and closing. This makes sense of course. None of this really matters though unless your program is dealing with very small timeframes / resolution. If...

Without giving everything away in a public area, how do you perform / what do you look for in these strategies? Where do you trade from?

Can you take a volume chart of both? Equi-volume bars?

Use a 1 tick chart on both and post them. Do you have that capability?

Cool man, thanks

Sorry for the dumb question(s) here, but how exactly are you deriving this information? Is the spread itself a tradeable instrument? What exactly am I looking at here, the numbers to the right equal what exactly? I appreciate it man,

OK - thx

OK Here is one of my charts. Basically just showing the factorial the 30 Year > 10 Year Note. That is if I have all my data correct etc. Like I said I just pulled it randomly from the web so it could be erroneous. So, by looking at this, to me personally it seems like you want to be...

Can you dumb it down for me a bit? My thinking (which could be flawed) is that you should be buying the 10 Year Note and Selling 30 Year Bond. I am saying this because by looking at it historically from my POV (which could be flawed of course) is that the factor between the 10 Year Note and...

What is your play? Or is it no play? How many of you purely just play volatility the other way? Although not at a historically high mark, 30 yr vs 10 yr note is at an extremely high ratio and to me personally seems like a good play. Not that I would be a short term investor in this...

Hi, Probably should have been looking into Bonds previously, but am interested in some arbitrage information. I think I have created with some EOD data a pretty good looking system, just by first glance. Still in a spreadsheet. I know I probably should have read the thread - but...

What timescale are you using Thunder? The shorter the timescale the less expectations I would have. And that nth deviation can and will happen in the marketplace. So trust your new friend limitdown when he says be careful.

Actually the more I think about it, it sounds like you dont exactly have the same rules every time. But you quasi make up your SL and TP along the way? What is your average maximum adverse excursion?

Sorry to say, but some of you haven't done enough research. If you can't capitalize on IB's FX spreads then you really haven't been doing your homework. No offense, but when you can get risk reward of up to 1:5 and a spread under 2 pips I personally think you haven't really been looking, but...

I don't trade like that. I do automate everything though and I certainly will not design models for intraday ES. But I have to have different rules than you.

Sounds ok.. If you have made it through 2009 early vix and through 15 vix sounds like a plan. I have watched about 100000 hours of ES replays in 1 hr candles and IMO I still see a lot of tricks. But being selective and repetitive is good. Just don't plan to manage other peoples money...

I know, but what is your sample size and do you do the same exact thing everytime, time after time? Do you have a statistical record of everything? If not, you are throwing money into the fireplace.