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All of the abstract answers aside, from previous posters, in statistical terms the markets exhibit much more noise in lower time frames, ie 5 and 15 minute bars, compared to hourly and daily bars. I consider noise where the properties of the price chart (frequency, amplitude, trend...

Like somebody already told you: none. What was your intended goal for asking this question? -Real time tick data? -Low commissions? -Exotic and dark pool info? All of these can be obtained via brokers and data providers. The quality of each depends on the amount of capital you can...

With the extended intraday historical data on eSignal I managed to go as far back as year 2000 on some symbols. I'm not sure why he said "5 years", maybe the ones I didn't try downloading only went back that far, but I'm sure there's others that go back farther.

I work, sleep and eat in my office. Some people call it home, but not me.

They're most likely just luck. You need more info though, and a much larger sample.

I think he means without a broker. Maybe a seat? I'm not sure what he's really asking but either way, I'd like to know too.

What he said. To put it even more simply, FX is open to newbies and it's easy to get an account. Newbies are the ones who think good robots are for sale, so they are the suckers to buy them most, and that's why there's a lot of FX robots you can see "for sale".

My favourite indicators are those that make the charts look real pretty. I like them in blue and cyan colours, those are the best. Green can look good too sometimes.

Yep, nobody should use IB data. They're not a data provider, it's not their line of work. If you want good data, you have to pay someone else for it. I've only found some ok historical data (when downloading) from IB, but live - it's useless. Use IB only for execution.

FX is traded on literally 1000s of "mini exchanges", like banks, institutions, agencies, etc. Different brokers and data providers give you only the best info they can get on what most of the FX participants are doing (quoting). Some are better and some are worse at the data they have. For this...

Thanks for the replies.

Yeah that's "almost" the same thing. Shift the time frames around but basically you are syncing portfolios. Just like you can fit in assets, you can fit in strategies - each has it's own nature and the assumptions are much easier to make than for single markets. Lots of variants on the subject...

Thank you for posting this. It's good to have some more official confirmation regarding the fact that ML is being used more broadly. Hundreds of millions? Wait, can I sell my software like that? heh... oh thats right, i have to fail at trading first. Ok, never mind. [b] Bingo...

What you're saying there is the same thing in the earlier post, I see what you're asking. That's why I said - how you determine what is a fundamental market mechanism is an entirely different issue. It's an issue of statistics. If you take one instrument, one bar size, one parameter of an...

No, a curve-fit is a curve-fit. With a 0-100 integer (not floating point) range on one parameter, combined with 3 more you get 100 million possible combinations. That's a lot of room for a curve-fit with only 4 parameters. Even using 3 possible values for each will give you a curve-fit. The idea...

This forum and the financial industry as a whole is like sitting at a poker table. You can never have a true idea about who the other person is, and what the reasons for his actions are - in this case, why he is saying what he's saying, and why i'm saying what i'm saying. Everyone seems to have...

That's your experience, and you probably have more than I do, I admit. You know when you were a kid and you knew best, and parents try to tell you not to jump the bike down 50 stairs, but you just gotta learn on your own and mess up anyway. Then again, you know about the other kids who got lucky...

Nope, incorrect. I never mentioned two data series which have no logically apparent relationships (butter and S&P). OOS1 and OOS2 are a time series of the same instrument, same strategy, same conditions and their logical similarity is thus infered. Two very different things. If your point is...

I agree, gmst you need to improve on that (but i dont like the ego over there). I simulate limit fills with price penetration. Market fills get filled at the worse part of the spread 50% of the time, if there is high volume, it's scaled up linear based on volume vs avg volume. My own software...

What's the matter with everyone i talk to that has as much as experience as you do, which i respect, thinks that every backtesting app built ever doesnt include real-world market aspects like spreads, slippage, etc. My one does, and disappearing bids would be important if i was an HFT, not a 1...