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Hi Eric, I use http://www.dailyfx.com/calendar/ but there are quite a few out there. I'm sure you'll have plenty of alternatives suggested as well.

Certainly there will be some regulatory issues. Presumably both firms will require a Series 7 in addition to others like a 63,66,55 etc. That individual would have to be registered with two different Broker Dealers. That's generally the show-stopper, and I believe not normally allowed...

Are Series 7, 63, 55 required? Does that change the cost structure if so?

If you were trading the EUR.USD, today was not a normal day. After a long, accelerated run up in price, the spreads widened and the market was moving quickly as the price was pulling back. ECN spreads were wider than normal, as were the spreads in some of better dealing desks (like OandA, which...

I see this as well. I think that this improvement is a function of the way the ECN works. While sitting limit in the book, as the market moves towards my order, there's a chance it will fill from someone else sending an order into the ECN. If it doesn't, I can watch the other side of the...

Awesome thread, Eric. Thanks for seeding these ideas. I'm looking forward to following all the thoughts (and perhaps debates) that branch out of this. There's an aspect of HUMBLE that you discussed above that jumps into my mind, and that's the aspect of an associated openness. By that I'm...

Wayne, Your project does sound interesting. I'll echo the joys of a full-featured debugger as well as code folding for ease of editing. I use VS2k8 Pro, and haven't used SharpDevelop, but I've seen some very positive user comments. I'd like to take a look at the project and help once...

Hi Michael, I'd offer several things to consider when adding currency pairs to your Dow trading. You'll see in many threads here on ET discussing that support and resistance seems to be well-behaved and respected by many of the currency pairs. (Trade up to resistance, bounce, repeat, fail...

Same here. The EUR is off by about 15 pips. The quotes have changed once in the last ten minutes, from 15x to 14 9, I think, but not by much.

If you're flexible on apps that you're willing to use to work with these different durations, I'd suggest that you download NinjaTrader and set up a connection to forex.com (Gain) inside of the app. It's all free, no demo account needed, with plenty of history. You can work with bar intervals...

NinjaTrader can do almost exactly what you are asking for. In fact, it'll even run the Bid / Ask changes as well. The only catch that I can see is that you'll need to set the Preferences to record the market data, let it run to collect, then you can play it back at will. I don't know if you...

If you don't get a posted spreadsheet here in this forum, make sure to check out the Yahoo Groups area for xltraders. http://tech.groups.yahoo.com/group/xltraders/ There are many downloads in the files area that members have posted, one in February of this year called Excel Trader.xls...

Hi Brooks, One way is to run a bunch of autocorrelation tests. An easier and more direct way is to test them in a trend following system. Use something simple like an X bar breakout with a trailing stop, or even something as simple as a moving average crossover system. Try it across...

OK, let's let the personal stuff rest.... This thread has been informative. I'd like to see it keep going. I hope this isn't too subtle.

Shreddog, This is an excellent approach and probably _the_ most important reason for keeping stats. It sounds like you are sizing your portfolio very intelligently. I do want to emphasize these points for anyone planning on following your lead: Make sure you have plenty of data that...

Tick charts have the characteristic of moving more smoothly. Especially in shorter timeframes, you'll have very few of the wide ranging bars that you'd see in time charts. This can be good or bad. Some traders have learned to read these types of time bars and can do very well. I find that...

OK, I see. I think you've answered it by saying the 10k was the amount that you used strictly for yield rankings. I'm still curious though, how do you "equal out the volatility" on the three pairs? Are you using some std dev. volatility type calcs or more of an eyeballing approach...

I have a question: Why 10,000 units? It seems that you'd want to dollar balance your exposure with such a methodology. That is, say two long positions at $5,000 USD each, against one short position of $10,000 USD. Adjust as necessary to maintain a US dollar balance. To elaborate, 10,000...

Probably the best way to convince yourself is to do the math on one of your typical stocks. That's about 1/2 of 1% difference. On a $30 stock with 0.5% envelopes it's less than a penny. It would be lost in your rounding. On a $90 stock, your order would be different by a bit over a penny...

I think that to some extent over time, one may begin to "lead" the other depending upon liquidity. That is, you can glean some tape reading benefit. I've often seen this with the ES and SPY. On some retracement move, the SPY pops out very quickly and sometimes doesn't retrace much at all...