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i have noticed for a long time that there is often an attempt to break the opening range on the DAX around the 10-10:15am CET window and/or an increase in activity/volume in general - i have heard/read that in the U.S. market, the window after 10am is watched for the institutional money flows to...

anyone here use or have an experience with a remote backup? - i have looked into it recently, it seems ok, my only concern was the safety of data with the backup provider as well as their business stability etc. - after reviewing a couple of providers, i found one (can't remember their name)...

unless you want to write optimization code yourself, you may need optimization software - you can search on ET, there have been some threads on this, all the best.

70pts is around 1 standard deviation of the daily returns on the dow - 50pts is around 1 stdev of the distribution of intraday highs and lows from the opening price (using 15min bar data) - in genereal, i guess that perhaps for these reasons, plus the "round figure" factor, these levels might be...

hi IBSoft - thx for clarifying this.

also jeff - thx for sharing your experience with iqfeed vs ib - i used iqfeed a couple of years ago and had frequent problems with EUREX data - not lags specifically, but simply quite frequently there was no data at all - at times for over 1/2 a day... while ib was running fine most, if not all...

folks thanks a lot for all the replies - jeff's message seems to be a more precise explanation of what IB means by a "snapshot" - could IBSoft confirm that this is accurate? - also am interested to hear an answer to kiwi_trader's question - thx.

i have been looking for info on exactly how IB filters the ticks sent to client's TWS - i have read here that only 25% of all ticks are transmitted - i am specifically interested in ES and DAX - i can't find any further details either on IB's site or here - is there any logic to how the ticks...

i will have an issue will all of you :p

hey george - were you shorting the bund too at 120-121 back in may? :) ok i agree typically it "does come off" but we've had some runs lately, all time highs in the bund and multi year highs in the indices (well, may as well thow in the run in the euro in the last couple of years... and.. what...

i have recently noticed that IB offers this - i contacted them to get more info, they pointed me to the xetra website, i could not find any info there - hence wondering if anyone here uses this and/or has any details, thx

i just saw a tv commercial for it for the first time last nite - a middle aged woman smiling as she stares at her laptop in the kitchen and saying she is so happy she can work from home and do her gardening any time she wants to - that is such foul advertising - even mutual funds have to say...

don't see how "changing all parameters slightly" validates anything - seems to me you would just be tweaking the curve - re. running on different markets - you need to check for correlations, among other things - you gave examples of er2 and qqq - these are correlated markets depending on the...

i have gone through a backtesting exercise recently - your equity curve could be (a) a random result (b) curve-fitted - if it is either of the two, there is no reason why it should continue to work - what you need is to test that your curve is not (a) or (b) - there are threads here on ET that...

thx futures, appreciate the info, i guess i probably searched for "block trades" rather than "crossed" so these details did not come up.

futures - thx for posting - where is this quoted from - a few months back i searched eurex's site for this but did not find anything that has this much deail.. tia.

i've just read this on Niederhoffer's site: Thank goodness the Sage had Charlie to restrain him from speculating so much more against the dollar than the $22 billion he admitted to being short at Berkshire's last annual meeting. When will the first brave soul write about this terrible...

ok sounds good, thx for clarifying this - i appreciate the strucutured tone/approach of the journal - good trading to you.

hi Sam - great journal - you say on your NQ chart "...and internal support levels" - what do you mean by "internal"? - thx and good trading.

i got a dell inspiron 6000 last week, refurbished from their outlet - Celeron M 1.3Ghz, 512MB ram, including cdrw/dvd and wireless card - $599 for the unit plus $50 shipping plus $50 tax - the processor speed has never been an issue for me, i used a P2 laptop w/Ensign and IB/Java and traded fine...