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Trying to backtest intraday on 1000+ trades (big data files). Two problems. 1. On performance report "Total Net Profit" on the Summary tab very often does not equal the number at the bottom of Cummulative column in the Trades tab. Is this normal? 2. Equally I have very complex code that...

thunderdog, Yes you are probably right as I am very much in the independent camp. However backtesting over a number of years has given me the 3 figures. The last two are important I believe as breaking them would show a move outside the extensive history I tested on. (i.e. gotta know...

not sure about buying systems but a tip for one you have made is to. 1) calculate its average drawdown. 2) note its maximum drawdown. 3) note a performance figure that is a minimum. Dont start trading it until you are around 1). Stop trading it if 2) or 3) are breached by some...

I have just upgraded to sp4 on my pc and laptop. great speed in shutdown and laptop no problems but the main pc seems to have the problem that internet explorer misbehaves itself when norton internet security 2001 is operational. Norton (Symantec) say there is a patch thru liveupdates that...

have any of you guys figured out a way of having your PC email or SMS you if Tradestation has crashed. The only reason I am looking at TS is that I want completely automatic, unattended trading.

if u mean 20 times an hour based on 1 tick data then I have already made that one and yes it looks fantastic on paper. The only problem is that in the real world you are forgetting, at the very minimum, the market is First In First Out. This means that you will not be able to trade it fast...

from what I understand forget France as any kind of tax haven UNLESS you are retired and drawing on your pension. They tax everyone heavily except older folks. So for example in the UK if you have a decent pension pot you will pay 40% tax on the payouts. In France this is a lot less. Which is...

jessie Yes I have plenty of experience of dealing with the NY markets. Waiting 3 hours for my fill to come back etc ! 9/11 taught me a harsh lesson though: electronic trading or nothing from now on. Which is a shame because oil is one of the best trending and liquid markets IMHO...

IMHO you will never get rid of your anger it is part of who you are. In any case you might find, like me, that the energy your anger gives you can actually be channelled to work positively. Many of my best days in terms of trading or other business start off with me flying off the handle...

Who does one pay exchange fees to for the oil and gas eminis traded on globex and cleared at nymex to receive real time quotes? They are not real time with my standard cme $15 emini feed. Surely they don't expect small speculators to pay the $60 a month nymex fee when the cbot are doing...

how is the ES data today at tradestation after the server upgrade (?) at the weekend? also is their nasdaq stock feed reliable at the mo? I am thinking about opening an account with them. thanx

Does anyone know of a stock broker that offers a flat fee for stock trades (NOT per share) but also offers a fully programmable API for trade automation purposes? thanks

do you mean you are downloading free from historybank still on the net? maybe you need to add it to the symbol dictionary? (tools - edit symbol dictionary)

ts2000i for all intensive purposes they dont support it any more. however you are right that you can find out all you need to know here or elsewhere. I actually use both TS2000i and WL in my intraday system building. - WL for it's excellent portfolio analysis and other unique...

thanks prox, but they only offer the last 5 days of intraday. put it another way I am willing to pay for the data but not the kind of money that I have seen this advertised for. For example to get 5 min bars over 1 year for 30 stocks would cost $480 from Tickdata. Granted that is down to 1...

Does anyone know if I can get free 5 min stock data on the web somewhere? I need a few top stocks (say, current Dow 30 stocks) going back a minimum of 1-2 years. My datafeed only goes back a couple of months. Thanks for your help.

Greendog I call myself many things (especially after a really hard day!) but not, I think, a novice trader. I have traded since 1998 and was even going to go the prop route last year and studied for the exam. Backtesting, pairs trading, opening orders, scalping, you name it, I have tried...

Thanks for your kind words. However I must admit that I am only trading now out of general boredom because I am waiting for the next big business opportunity to knock on my door, that is before the corporations get into it and ruin it for the rest of us. The last one I heard of (too late...

Dave, No disrespect, but I first used to have your positive attitude some years ago. Yes, little old me sitting here with my pot can regularly take a little money off the wall street giants sitting at the centre of the curve both in information and speed just by following a few choice "high...

Nothing. If, as is normal just recently, I have bad trades all day (anything from 3-60) then I break things and swear a lot. I thought it was me, but I now think that I am very patient to go 20 bad trades in a row before losing it. Is there honestly anyone here that can take that...