Search results

Whoa that's interesting. I wonder if the owsers know about this?

The HYIPs are alive and well, and their numbers are steadily rising again. I recently looked into some (not naming names) and the dedication of their "investors" on facebook fan pages and so on is relentless. I tried telling them what that was and that they're going to loose all their life...

Right, I see, and that's what worries me the most. I've seen those spikes and looking at some systems I'm thinking maybe I can place my stops according to the frequency and depth of those spikes, then re-enter when the system tries to recover. However, often the recovery requires 3x the margin...

Thanks fjpenney, I was waiting 2 days for somebody to answer. ET to the rescue! It's really odd that they allow systems to be changed after introductions. That means that you can start out with one, and pretty much convert it to an entirely different system later while it's still showing the...

I've been developing some systems for a while and looking at Collective2, I see some interesting ones I could compare to. But how interesting are they really? Namely, I can't seem to find answers to some key questions that determine how accurate the hypothetical results of various systems...

:D what actors who failed to get into acting school do on free time via @youtube

I've been looking at SINA for a long time and I found it's the least correlated stock to any index in terms of correlation per volume traded. It hardly has any investors, it's mostly traded by HFTs and that's why it's easy to push around. With a good scalping strategy, just ignore the news, all...

That depends on what kind of liquidity he needs. The VIX follows the SPY closely but the lower the SPY gets the bigger the moves the VIX makes. When SPY recovers (bull market), the VIX gets pretty much the same, and then you're only loosing out on liquidity. For now though, most home-based...

I won't laugh as long as you know that it's just a concept. Using a week or even a month can be very unreliable. Even a 2% daily average on such a short term can easily turn into -4% within the next period. The less trades the system does per day, the more unreliable it is over longer periods...

Where are you getting the 1% from? Is it just one week or backtesting average? If it's backtesting, what is the volatility relation to the % profitability? How does it scale accross multiple underlying, if it does at all? Would be interesting to know. If whipsaws are your problem create a...

Ignoring all the bots around here, how are the NNs performing frostie? Any updates?

This OP reminds me of the guy from FLOORED Episode 3 (documentary about pit traders). http://www.babelgum.com/clips/5003509 Have a look at 6:01 onwards. Is that you cooolweb? With all the stuffed animals he poached and killed in Africa, zero taste, truly one of the most disguisting...

Thanks jb514 and Mike805. Yes, that does help. My primary concern was that if I place a buy limit above the bid, and it's the only one at that price, anyone selling at MKT would sell to me immediately, ie without delay. I now understand that this should always be the case without...

Simple question: If the current Bid is 24.78 and I place a Buy Limit order at that price, should the size of the Bid increase immediately? In other words, am I bidding so that somebody selling at Market can sell to me right away, or is my order simply going to not exist and then be...

I see. Thanks for clearing that up. I guess I need to look for independent data providers which also offer an API. If anyone comes accross this post and has a suggestion, they're welcome. I'm looking at rithmic now btw, so it's interesting you posted.

This a question I cannot find a clear answer to. When I place a buy lmt order at a certain price, I'm not sure I see it in market depth. Maybe that's because of slow updates with IB but this leaves me with a question about how markets operate. When I place a buy limit, if it's at the...

*Bump* No answer? Does nobody out there get Zen-Fire data through an API at all? Must be rare I guess...

Yes, the charts you see in the TWS demo are just random numbers generated by a computer and not real stock values at all. They also move in a very different way during real time so it's pretty useless if you want to practice paper trading.

I've read the first half of this topic, but this warrants a reply. Who are you referring to exactly? You said it yourself there's a lot of "retail punters", and so far I've found only a small minority of people actually know how spread trading even works. There's a huge amount of people...

Hi, as far as I know you can record ticks with NinjaTrader and get the data from there, but it isn't a standard option when downloading historical charts. Maybe you can record them, and use that if it's any help. Otherwise, I've never heard of a provider giving a historical time and sales...