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What other platforms are you comparing with? I've heard a lot of negative about NT, but using NT7 both live through IB and simulator trading for a long time, I never had any issues to speak of. FWIW, my trading is done manually, one symbol only and a limited amount of charts (< 5).

1. Is your trading simple to YOU after years of market studies or would the uninitiated also find it simple? For me, I find that a lot of what I currently do is simple due to knowledge and familiarity after years of studies, but trying to discuss it with newbies in other arenas, I find that lot...

Hi all, I really enjoyed Trading and Exchanges by Larry Harris and found it an illuminating read. Are there any other similar books in the same vein? I see some other books show up on Amazon on the same subject, but don't know if they're any good or provide additional value over Harris (which...

To you and everyone else. Sure, keep it simple. Agree. My purpose for this post is merely to find out if there's anything I haven't yet considered. I already have a base approach that lends promise. I don't mind charts, but I prefer to keep data in spreadsheets. With regards to Time & Sales...

Would that be similar to Market Profile? Mind adding some more detail? Also, the DOM. How do you use it? Is it rule based or more of an intuitive thing based on experience? Yes. I considered if this could somehow be used as a metric. Some days are simply slow, while others are more wild...

Hi, For a given market, let's say one of the U.S index futures. What data do we have at our disposal for analyzing such a market intraday? 1. Price and time. 2. Volume. 3. Time & Sales 4. Compiled data (day range, time of high/low during the day, etc.) 5. Indicators such as NYSE TICK...

Hmmm... I just did another side-by-side comparison with index versus continuous BACK ADJUSTED contract. For 2016, these two match each other better than the continuous non back adjusted, including similar gap direction on rollover day. However, if I understood IQ Feed correctly (I did talk...

I did a side-by-side chart comparison of the continuous non back adjusted futures contract versus the index for 2016. Observations: 1. On a far majority of days, they both gap in the same direction, which is what matters, IMO. 2. On a few days, the futures have a visible gap, while the index...

Are you that easily offended? You must be very sensitive. :) Also, I think you're giving yourself too much credit. Using the index was already suggested by me in two posts before you suggested that. Nothing new there. Then, you're now back to saying how analyzing the market you're actually...

You really shouldn't be needing to attempt lecturing me on statistics. It should be obvious that I'm already compiling and checking statistics. However, if my data isn't correct, my statistics isn't correct either. That was my concern.

Thank you, No Bias. Open today: ES front month: -9,25 SPX: -2,71 If attempting to trade the ES futures intraday, surely using an index wouldn't be 'better' if the two doesn't correlate fairly well? It seems like throughs and peaks and the chart in general correlate fairly well, but the...

I'm thinking it can be a reasonable solution. Have you (or others) experience using this type of data? I'm very much in tune with the futures market and it is what I will be trading, but I assume the two (SPX and ES) should be pretty similar, no?

Thank you, abattia. This sounds like something that could work. However, it also seems cumbersome and I was hoping to smooth this process out. Is perhaps the way you suggested how IQ Feed already calculates their continuous contract? If so, in effect, I would be using "correct" data by...

Hello, I would like to ask some help with regards to historical intraday futures data and backtesting that data accurately or correctly. I currently use IQ-Feed as my data provider and download historical 1-minute data for analysis in Excel. I've been using the continuous @ES# contract for the...

I think maybe I will try one of those, abattia. Thank you!

Hello all, I'm interested in programming a custom indicator for NinjaTrader as I'm sure this is something that's not available out of the box, at least as I'm aware of. In short, what I want is an application that plots projected ranges for the entire trading day at 1 hour intervals after the...

I've been looking at several moving averages, but I'm thinking I'll just go with the 30-day Moving Average using a Close below as a down trend and vice versa. Not perfect, but it should be a way to differentiate between an up trend and down trend environment. The idea being that market...

Thank you for that article. I read it, but I'm not sure if it made me any wiser. : ) To clarify; I'm not interested in creating a trend following system. I'm merely interested in an objective way of determining if we're currently in an up trend or down trend environment. It can be crude, just...

I'm well aware of the cost of funding my own account including fees. Probably not.

Testing is done for free with most brokers and trading platforms in simulator mode, so there's no need for TST for that. With a timeline like that, there's no doubt for me that I will fund my account myself. And no, not interested in a financial backer. Thanks.