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Which is preferable to trade? A system that enhances existing market trends, but will require a secondary system (discretionary or mechanical) to determine it’s direction:

If the router fails and other equipment doesn’t it suggests the router is a lemon or the router’s power supply is marginally or poorly designed. Keep calling them. Find someone at the company who cares that they sold you a lemon or poorly designed product, and is willing to replace the...

The windows task manager shows how memory is being used.

Very true. What software framework do you use to backtest? What quantities of data are you analyzing? I’ve done backtesting on 4 years of daily data (10 indicators) for 3000 stocks, using per-week rolling trials. Yet disk access constituted about 3% of running time, never an issue...

Axeman, Which applications do you see the most performance benefit with your 15K RPM drives? I’ve never had to wait much for apps to launch. Often I just keep them running. How much RAM do you have? When you launch these apps, are you able to tell if they loaded from the hard drive or...

I meant to say 600 MHz P3.

Recent versions of Windows (2K, XP, etc.) will take unused system memory and use it for disk caching. So for most people, having an extra 256 or 512 MB of system memory instead of a faster hard drive will make the entire system respond faster, even though accessing un-cached data is a bit...

http://www.enterprisenetworkingmagazine.com/monthly/2003/03/integrity.shtml http://www.heatsink-guide.com/hdcool.htm http://www.storagereview.com/guide2000/ref/hdd/perf/qual/issuesCooling.html

I always compare the MTBF (Mean Time Between Failures), and tend to stay away from any hardware that runs overly hot. Fans will add vibration and noise and can fail sometimes. Excessive heat destroys most anything, be it hard drives, CPUs, engines, and biological life, especially anything...

I now see what you mean. I'll investigate this...

Eddy, Could you post or PM me a small sample of E-signal tick data for NQM3? I'd like to compare it to my real-time collected IB data. I'll look into those backtesting features you mentioned. I already have some backtesting code and real-time algorithms written in Matlab and C. Thanks!

I'll check this out. Thanks!

Does E-signal offer historical E-mini data? How far back is it available? Does the historical data match up with the real-time data? I need an accurate bid/ask for my systems. I guess I'll stick with electronic markets.

This is real-time collected data from Qcharts right? Indeed your data shows bid/ask changes independent of trades. Seems like the historical Qcharts data is merging the Best bid, Best ask and Trade lines into single line and throwing away changes in the bid/ask between trades. My main...

The volume is different too. Qcharts reports a volume of 47 contracts for that trade at 1055.0, while IB reports only 2 contracts. Here are some more differences, this time for the period of 9:30:00 to 15:31:15 on 3/28/2003: Qcharts reports 18907 ticks and volume of 132298 contracts...

Qcharts only prints the last/bid/ask/volume when a trade occurs. In between trades the bid/ask is still changing, which represents important information. Look at this, but don't pay attention to the times. The times are different by a second. Look at the trade occurring at 1055. Qcharts...

I’m looking for 24 hour historical data for ES and NQ that contains: * time, last, bid, ask, volume (plus best bid/ask sizes if possible) * must show every change in the best bid/ask price, regardless of trades The historical tick data from Qcharts and RealTick consists of trade-only...

Sorry for not replying earlier! I always buy at the ask and sell at the bid. I believe that is the proper way of simulating market orders. If I was trading large size, I'd also look at bid/ask sizes. Here is my current backtesting results. This system trades a single NQM3 contract, using...

Sorry for ignoring all of you and not replying to this thread. I had not subscribed to it, and stopped checking it having assumed it had fallen out of interest. In retrospect I was indeed over-trading, and seeing the bulk of my profits from a minority of trades and the biggest price moves...

Yes, I am using IB's data, collecting it in real time. I just need a historical source.