Microsoft used to recommend (don't know if they still do) that you always hit ctrl-alt-delete to bring up the login screen. The reason is that it is possible for someone to write software that looks like the login screen and leave it running on your machine (if you forget to logoff/lock it)...
Please provide proof of this statement or retract it. You seem to be vaguely referring to the somewhat recent discovery that SOME color laser manufacturers print a series of near-invisible yellow dots on every page that can be translated back to the printer serial number, date and time. This...
If you flip a quarter 4 times in a row and it comes up heads do you expect that the next flip is more likely tails?
Unless you have some valid reason for not trusting your system after a successful 2 day run then why wouldn't you trust it now?
I don't think just adding slippage will correctly simulate a limit-based system. For example, assume the system places a buy limit order at ES 1200 and the bid gets to 1200, some trades occur @ 1200 but it does not trade down to 1199.75. Now how does the backtesting system handle this...
Its clearly impossible - the granularity of data required (each individual order tracked separately) is not provided.
Example: ES is trading 1200x1200.25 with size 1000x1000
You place your order for 10 @ 1200, size is now 1010x1000
Without any trades taking place you witness the bid size...
Although I don't keep up with the Fortran scene I am surprised at this comment beause at this point I would have guessed that fewer resources are devoted to keeping Fortran compilers up-to-date with the latest processor designs (requiring compiler tweaks) vs C/C++. Also if the difference in...
Yes, by standing order I meant a limit order that is not filled. If the bid/ask is 1200/1200.25 and you place an order to buy 1 contract at 1200 then you join the bid queue (bid size goes up by 1). At 1200/1200.25 you have people willing to buy at 1200 and people willing to sell at 1200.25...
If the bid/ask size was 300 x 2500 that means there are folks willing to buy 300 contracts (total) at the bid price and folks willing to sell 2500 contracts (total) at the ask price. By "willing" I mean they have submitted buy/sell orders at those prices.
If you place a limit order at the...
I think you are trying to use abstract concepts (gauge/speed) for what is a concrete phenomenon. The bid/ask size represents the total volume for everyone who has standing orders at those prices. In order for the current bid/ask to shift, one of the bid/ask size must hit zero. That can...
Folks can be placing limit orders (increasing the bid/ask size) or cancelling previously placed orders (lowering bid/ask size) without any trades taking place. Is this what you are missing?
First you say you don't want anymore nonsense in your thread, then you decide to respond to a post from a day and half earlier with some worn cliches and lame attempt at humor?
Having trouble keeping your word or when you said you didn't want anymore nonsense in this thread did you mean...
Actually I wasn't complaining that it was early, just letting Cluseau know that just because Dell says it wont ship till next week doesn't mean that is the case. I do like to know when something is scheduled to arrive though, maybe that's just me.