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Thanks, but my system needs bid, ask, last trade and volume, both to simulate entry/exit properly and to calculate volatility and money flow on the shortest time scale.

I’m working on a fully automatic, adaptive system for trading NQ. However, I need to obtain more historical data to be sure it works in enough markets. Here is the backtested performance on the 5 days of data I have, using NQM3: Date positions total points per standard...

Being a newbie trader does not mean I lack the intelligence and discipline to employ money management, a methodical approach, and understand market psychology. You’re assuming I can’t answer questions and qualify divergent opinions -- on my own -- using reasoning and experiment. Part of...

I also develop quantitative systems which require historical time & sales data downloaded end-of-day or end-of-week. About a year ago when I set this up RealTick/TAL offered exactly what I needed. eSignal did not. Maybe things have changed. I’ll look into switching. Thanks!

That makes more sense. The number of trades is excessive. My rational for trading so often is that I’m learning faster and experiencing a wider range of situations. I don't want to limit myself to a single edge or setup. I do that when holding 2 contracts.

I’m working on that. Commissions are currently eating 50% to 100% of my daily profits.

I've finally started trading after reading ET and experimenting with systems and indicators for two years. Now I can say this is the most exciting occupation I’ve found in a long time. I'd love to get some criticism on my strategy. I trade 1 or 2 NQ contracts (NQM3) intraday with a $6K...

Hi, IBRApp is very useful. The layout works very well. Thanks for making it available. What is the symbol code for a stock or ETF such as QQQ? How well does IBRApp simulate market order fills? Does it simulate a realistic execution delay? Thank you!

Technology products and services have become cheaper, more competitive, more commoditized and less profitable. Is this a local phenomenon, a bear-market spending slump, or a longer term trend? If PC performance versus cost continues to increase, won’t we reach a point where consumers and...

I’ve successfully bought at the bid and sold at the offer on illiquid options with spreads like 0.15/0.35. It just takes patience, as in waiting a few hours. Metooxx, Do you guys make inside bids or offers on illiquid options to catch the unsophisticated traders? Or do you need lots of...