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www.cqg.com ?

I do this type of automated papertrading all the time using Matlab and the TradingWithMatlab link from www.gloriosia.com. I save the trades to arrays, print out to csv files, and even save jpegs of the days action with buy and sell points denoted on charts all in an automated fashion. I...

NanaTrader, What I was saying is that if you have means to do so you can in fact record all levels of the order book, their prices, and their volumes, at snapshots or each and every time any of them change. I have such data but it is not for sale. A good programmer could use such data to...

Backtesting most scalping systems is difficult. You need tick data with depth levels to do it properly, probably far beyond Tradestation. What you can do to ensure a fill is see if the price traded beyond your limit price. If it did then you know you'd have been filled. If not, then as the...

At the risk of looking like a suckup .... acrary. He offers the most sound reproducable advice I believe. Honestly if I didn't have his style as an example I wouldn't be as far along as I am today. He shows that it is possible to have an arsenal of trading edges.

Thanks for that info guys.

Copernicus, I was just going to write you a PM to ask what the name of the provider was where you were getting 12mb connection. Can you give us the name? Imagine, what are some cool bars in Warsaw? Last time I was in Warsaw we partied at a place called Paparazzi. Seemed trendy but cool...

Thanks for sharing that. It is always nice to see people contribute results from testing rules. My questions are: 1) Why 845 CST? How's it perform at 840, 850, etc? 2) Did you test this on 1 minute data or tick data? If 1 minute, did you make sure the price went 1 tick past your...

I use HQuotes Downloader for EOD downloads of stock data and am pretty thrilled with it for the most part (and no I'm not affiliated with them). I just found out that they also allow historical downloads of commodity futures data: http://www.hquotes.com/hquote_pro6/faq.html#17 That's pretty...

Psst... acrary, any room in that PM box for a single message? Been trying to PM you for a while. I know you can't talk markets so its not a request for advice. Just wanted to say hi and give an update. Also, I recently bought Big Hitters per your suggestion. Hope your latest endeavor is...

The element of time can be useful. I have developed a system for analyzing the MFE and MAE of a trade as it progresses. If you could do the same and see some very strong evidence that your trades should produce X profit in Y amount of time or else it'll probably end up a loser, then you may be...

Guys, personally I think you're wrong. Moves like that one do not kick off by themselves due to some system trade. It looks to me to be a more discretionary move orchastrated to kick off trend following systems and dump into them. It seems to me one would not be programming a system to...

Thanks for all that info. I will have to look into it as well as watch for that vote you mentioned. Thanks again.

Does IB offer futures trading from an IRA? Do the brokers that do charge exorbitant rates?

Nope. I hit transmit and absolutely nothing happened. After it came back up to the 664 area I cancelled my market order as I didn't know what would come next. Did anyone at IB get filled on this one? I wonder if they block new orders or something in a situation like that as it could...

I was already short. Fired off a buy @ market at huge profit value and couldn't get filled. I saw volume on the ask at a decent spread. First time I've had a position on in such a spike so forgive my inexperience with these things. WTF?

QUESTION If I have a stop entered at IB right now are they able to execute that even though my screens are down? If my screen is down does that mean their link to Globex is down? I am hoping not. Anyone with another data feed want to post a price on ES, NQ, ER2 for us?

syrre, your approach amazes me. Those are some big dollars off of a relatively small sized point profit. I would imagine you have found some very high probability setups that work for you. I applaud you for that. That's something most of us wouldn't explore. It shows that those who think...

Dude, EOD data on US stocks? No problem. Go to hquotes.com, get thier trial, and download them tonight in one click from Yahoo. What are you trying to test?

Can you post the equity curve? That would be interesting. Thanks.