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I've seen many posts on forums of people using IQFeed and IB on Multicharts and other charting packages. Its a common thing to have separate data feed from brokerage feeds. Just so your not suprised, IQFeed 75$ is base fee, you still need to add on exchange fees for what you want...

I'd just start looking at examples of something like a simple moving average crossover system in multiple languages. -Matlab -Python - R - c# - Easy Language - AFL ( Amibroker Formula Language) And compare. Maybe think of ideas you want to backtest/model and see what work is out there. I...

Been years since I used ToS but their was a way to change the dollar amount in paper trading. I did it quite a few times. I will say that as far as what you can get on a free demo account it's pretty high up there compared to any other option I've heard of.

Thanks for the post. Looks like something I'm looking for. Had actually stumbled onto your journal the other day and through the forums recent posts and flipped back a few pages and was actually going to sit down sometime and start from the beginning when I had time as it seemed very...

http://chatwithtraders.com/ep-072-rob-discovery-trading-group/ Just finished that podcast and really got me thinking about how I'm really trading. Background is that I trade off a daily time frame. I work full time so it fits my schedule and to be honest day trading just isn't something that...

I don't think legally they can provide real time data from the Exchanges. Their realtime quote is the NBBO but historical data is a different game. Their downloads are 15 min delay. I use IQFeed myself and unless I subscribe to the exchanges fees, I can only get delayed data for those exchanges.

The issue I believe is that Yahoo doesn't have a way to download real time data. They show a realtime quote but the data available for download is delayed. With Amibroker Tomasz built a plugin for those who want to use yahoo free data but it doesn't have real time. I have no idea exactly how...

Thanks for the article. Good read

To add to this topic, what is the norm for risk free calculation? I read this http://www.investopedia.com/terms/s/sharperatio.asp and they mention t-bill rates as a reference for risk free rate. My confusion is that wouldn't this number change all the time? What is the norm for using this...

The issue I'd see is that your be forcing trades probably. It's better to have a setup and wait for it on multiple instruments. If you have 3 stocks let's say, then how often are they range bound/mean reverting? Do you have a setup that can capture these whipsaws in a range? If your more of...

I see quite a few that made decent moves today. Theirs a good chance this pop today won't last. I'm not an oil guy even though I work mostly in the oil and gas sector but last time I saw the Canadian oil sands patch is still kind of shut down. The pipelines are shut down still I think from a...

What's the plan for this? The market is crowded with trading software. Is this like some sort of signal alert or are you building like a simple backtester? The software that usually wins in this area is the one with the most freedom to let you do what you want to do and provides the best...

http://chatwithtraders.com/ep-071-eric-hunsader/ It's just an audio podcast. Think around 20 minutes in he quotes the data size. Good listen though if your interested in the HFT topic. The funny part is at the beginning he mentions how he got started in algorithmic trading in the late 80's...

I figured that. Just added to the topic

http://chatwithtraders.com/ep-071-eric-hunsader/ Give that a listen if you get the chance. He throws some interesting topics I"ve never heard of like "quote stuffing" as he calls it. I like how they like to use that better spreads are available to HFT. Eric makes a comment in that podcast...

Not to get off topic but DTN does not own Nanex(nxcore is the product). Their partners I guess you would call it as DTN handles the network,billing,etc. Nanex manages the data from what I understood. Just listened to a good podcast with Eric hundsader or however you spell it lol and he said...

If your a competant Python programmer, look up some of the python libraries such as NumPy, Pandas, Matplotlib I believe it's called. Also theirs a couple others I've seen mentioned called zip line and scikit which I believe is more of a machine learning tool. Quandl and Yahoo provide some pretty...

If this is a joke account created by someone then congrats, you got me lol. If not, I now know why the PDT rule exist in the US. Give enough uneducated participants the ability to leverage up in the markets and we could unleash a crash the market has never seen before. We need a simple test...

Okay you need to do some reading. Order book example of your 46 bid/50 ask. 43.00----- 4 contracts 44.00 -----3contracts 45.00------2 contracts 46.00------1 contracts. 47.00----- none available 48.00------none available 49.00------none available 50.00------ 2 contracts 51.00-------6 contracts...

You don't understand bid/ask. It's not a range. Bid is the best buyer and his price and Ask is the best seller and his price. It's not a range. Theirs no prices between the best bid/ask unless you use a limit order and beat the best bid/ask and put your order on the book. No guarantee someone...