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    Impossible to run strategies on IB unreliable equity data?

    Some amount of filtering is always necessary if the system you run depend on the core "NBBO" data series. The only other retail feed that I've found reliable and able to "keep up" is IQFeed. As mentioned above, I found no noticeable difference between the two.
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    IB missing NYSE TICK/TRIN Adv etc.

    Looks like it's now 1$/mo. NAsdaq is free, Amex is also 1$ The symbol is AD-NYSE
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    IB missing NYSE TICK/TRIN Adv etc.

    This morning I'm no longer getting NYSE internals such as TICK, TRIN and advancing/declining issues. I'm being asked to subscribe, but there are no obvious subscription as NYSE Level I is included in the very basic market feed. Q: Have anyone else seen this today?
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    Market charlatans

    I don't think he ever claimed to be a turtle trader - he's an author. http://en.wikipedia.org/wiki/Michael_Covel
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    Impossible to run strategies on IB unreliable equity data?

    That's very interesting; I have switched some of my strategies to use IB data exclusively. I have not had a single instance of what you show. For me, the 300 ms quotes, have been excellent. For about a month, I ran the SP500 (all of them) between IB and IQFeed and found only minor...
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    My trading set-up ; VPS + tablet

    the biggest and easiest saving is to disable the background image and go all plain color. Not all RDP clients support this as a client setting, so do it on the server. Re bandwidth: an easy way is to use the Task Manager and look under the networking tab. On my 1900x1200 full color desktop...
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    My trading set-up ; VPS + tablet

    logmein is great as a remoting tool for things like this. There are also plenty RDP clients for both iPads and Android. I've found no particular difference between using iOS or Android in terms of latency etc. One point: it's slow even over LTE. Just be prepared to be super-patient when s***...
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    What are the HFT scum up to?

    I think it is similar to a denial of service attack. If you choose a symbol on an exchange and pump in 50k orders/sec you know ahead of time to ignore incoming quotes from that symbol and exchange. Everyone else has to process the quotes as they appear real. This gives the instigator a small...
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    I.B.'s crazy TWS

    I think it's the best I've used. It's tight, very effective with screen space and easily shows quotes on many symbols. You can configured each page to show just about anything, including all the various order types and order attributes.
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    Anyone knows where I can find the documentary "The Pit"??????

    This is new as I've looked for it before. Netflix also has "Floored" streaming, and a special about GS. Thanks for the pointer!
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    Windows 7 Clock Synchronization Apps

    I ended up simply changing the default time sync setting in Windows 7. Here are the instructions I found some place on the web: You can alter the time sync via the Registry. Navigate to the following in the Registry...
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    Open-ended vs. range-constrained parameters and curve-fitting

    I think bounded and un-bounded are equivalent and that the same rules apply. You can often transform a bounded variable to an unbounded one and visa versa. For instance, for a moving average you can look at the period from 1 to infinity. If you in stead look at frequency (which is equivalent)...
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    Seasoned Traders: What is your platform of choice

    don't know about "most people", but I cannot think of anything as flexible at Interactive Brokers: TWS, commissions, and stocks/futures/options and foreign markets "all in one". Don't underestimate commissions. It's critical if you trade just a little bit. For stocks I find 0.35 (to start...
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    Can't Believe Mean Reversion Backtest Results

    Just remember that your avg trade is less than half a tick for ES. That's doable, but extremely tight. You would do well by working to reduce the largest losses. One last thing: slip is something you need to worry about given how tight your game is. Assuming you generally use limit orders...
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    Monitor Refresh Rate

    The actual issue is often that power, and therefore your lights, run at 50 Hz, and the brain picks up the 10 Hz the comes from the combination of the two signals (i.e. multiply two sine waves). 10Hz the brain can detect, but 110 Hz it cannot.
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    Fairly new PC slowing down.

    Agreed. Also, the microsoft stand-alone virus scanner, including the one that boots from CD/DVD, is excellent. I just used the boot-from-CD one yesterday to fix a problems on my sons laptop. It's essentially the same as MSE, but made for one-time runs.
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    Botched 1099-B cost-basis reporting: The List

    rwk, Interesting ... I'm unbundled as well. I do the same as you regarding taxes. Close enough.
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    Botched 1099-B cost-basis reporting: The List

    That's unfortunately not new. I have never been able to match things up to the penny. It's always off by a little bit, typically less than one dollar over a year. I suspect it's rounding, as I've never been able to find the discrepancies. A couple of week ago I had this crazy idea to import...
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    reinstall windows 7

    Another really good one is Microsoft's free stand-alone scanner and remover http://www.microsoft.com/security/scanner/en-us/default.aspx Works extremely well, and is especially good at removing viruses. On a different computer you download it to a USB stick or CD/DVD (that's my favorite...
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    "Universality" of your trading system?

    I've actually seen that many times. GBP is just different for reasons I don't understand.
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