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that's a weird one - see if you can do this: 1. go to the overlay study properties - check Lock Shift L/R and also check Show Values 2. check your settings in Parameters->Shift L/R - make sure they are zero 3. for testing, set chart type to Same as host 4. go back to the chart...

travis, i missed what sample period you are using - i saw you posted something for 2005-2006 - are you just using these 300-400 daily observations? have you computed any statistical significance/confidence values for your conclusions, what are they?

my guess is you haven't refreshed the @EDZ7 symbol - ensign does not refresh the overlayed symbol automatically (i don't know why, i guess it would be a useful feature). you can see on my attached chart i have both the bars and the spread. so you need you open up the EDz7 chart, refresh...

are you creating a custom symbol for spread or are you using the Overlay study? i think i had a similar issue when i used the Overlay study on tick charts. i got around it by creating a DYO study - the DYO study was either referencing the Overlay study or i had the secondary instrument of...

thanks for the feedback - i didn't think of the indexation angle, it makes sense, especially with the proliferation of etf's. however, in my assumption of "passive" / reactive volume i didn't include things like hedging individual issues which wouldn't be included in baskets counted as...

originally, my hypothesis was going to be: program trading, as reported to the NYSE, regularly runs around 50% of the total volume - the majority of program trading is statistical driven. can one conclude then, that generally half of the volume is created by non-programs (i.e. "humans"...

i think what you have summarized reflects my opinion too. i had gone down this path and analyzed the stats on range, volume and other types of data. in some cases, i had thought i saw some relationships which looked like they could be profited from. in the end, after spending some time...

here's a thread that has just gotten started - i think it identifies the stages of progression quite well. http://www.elitetrader.com/vb/showthread.php?threadid=76369 i also can't seem to understand a lot of posts from new traders looking to trade forex. i am guessing this is due to...

ok, this clears things up for me - i have always thought that licensing is typically required when you either handle the firm's capital or provide investment advice - it makes sense with the high leverage you provide to your traders. thanks for the clarification, all the best.

yes, that's what i have been doing, i.e. selecting a limited number from all the trades triggered - my concern has been that effectively, i am re-sampling in actual trading, i.e. i am taking a sample from my system's generated sample... it clearly changes probabilities, but it seems that it...

hi Don - a slightly off topic question - from your website: Before choosing any Firm, and putting your own money OR valuable time at risk, be sure to ask for this basic information: 1. Financial Statements (Don't ever go into business with anyone who won't share their balance sheets with...

go away.

thanks for the input, but i am not sure how this is optimizing - for example: the sample is 10,000 trades, 10 trades per day avg. optimally, i want to have 10 trades a day and allocate 1/10th of capital to each. what you are saying is take max (say 100) and trade 1/100th. but then...

it's funny but you never ever see comments like this when the market has been down big for some weeks and volatility has spiked up big time. best of luck.

ok thx but the strategies produce good returns, so there no reason to "move on". they are scalable, i.e. i can trade as much size as i want. my only question is how i optimize my capital allocation and hence return, among the strategies.

great points and you are right - i have tested it this way, i.e. cherry picking the best trades on the busiest days - and guess what, it doesn't work; was a bit unexpected actually. the strategy works only if you take all trades as triggered. it's basically like this: you have a skewed...

i wanted to bring up the issue of IB's historical data via API - i have started using it recently - i have only used the specific NYSE and SUPERSOES data, i.e. not SMART - i have noticed that, for example, in some cases when the stock has not opened in the first 15 minutes of the trading day...

hi Imamic - when i test my strategies, i use a set of criteria / filters. the filters produce a different number of stocks to trade for each day. i trade systematically, which means that i take all the trades that my system generates - i can't just arbitrarily pick a smaller subset...

let's say your capital is allocated between strategies A and B. both strategies have exactly the same risk/return profile. on day 1, both strategy A and B enter 5 stocks each; assume day trade only. on day 2, strategy A triggers 10 stocks to enter and strategy B triggers 15. your...

it should be a simple macro in excel via ib's dde interface - i don't think there is a way to do it within tws - perhaps you can re-try in excel - post here if you have a question or problem with this. best of luck.