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Interesting article about some of the supply/logistics factors that have kept the Brent-WTI spread so wide. Also has some intelligent follow-on comments. http://www.econbrowser.com/archives/2011/04/brentwti_spread_1.html

Quick Screen Trading (QST) has a Mac-native version. http://www.tradewithvelocity.com/trading-platforms/qst.aspx I tried the demo and it seemed fine. Note: You don't need an account with Velocity to get this - it's the broker that I demoed it with.

CSI data has what you need. You probably need to call them to make sure that they can get you the right package. So many options... CSIdata.com If you want to pay the big bucks, then get the S&P Compustat database. [I am not in any way affiliated with CSI Data]

IB or Aarontrade (if you have a larger account)

What about Andriod? Any timeline for that?

Way of the Turtle, by Curtis Faith (a former Turtle) is oriented toward longer-term systems, but has a lot of good insight and ideas for system development in any time-frame. There is very little space devoted to actual coding, so other books would be necessary to develop the actual...

I don't trade with them, but I've heard pretty good feedback on ATG. http://www.aarontrade.com/html/forex_solutions_center.html

One guy that I know (who now runs a hedge fund) started out managing friends and family money by helping them set up a brokerage account in their (the friend/family member's) name and logging in as them to execute trades. Obviously becomes unwieldy above a certain number of customers/dollars...

OK, so you can net your gross gains and losses every year to compute your tax (notwithstanding short/long term treatment issues), even if you are a non-pro?

What about the treatment for capital losses? The way I understand it, you can only deduct $3,000/year (rolling over the excess) of capital losses as a non-trader. As a professional, you can net out your gains and losses, and be taxed on the profits. Example: $500,000 gross gains...

I'm sure that there are Visual Basic or .net scripts out there to automate this, but I only know how to do it manually - go to the stock you want at finance.yahoo.com, then click on "historical data" on the left. Once you have the date range you want, there is a small link to "download to...

Use the OFFSET function If prices are ordered "newest first" (like yahoo finance) then use a positive offset value. Opposite if oldest prices are on top. =L13/OFFSET(L13,10,0)-1 Where L13 contains the most recent price, and your reference price is 10 cells below.

While trend following is tough in intraday timeframes, the strategies have been shown to work consistently in longer-term timeframes. Why don't you overlay a simple trend system with a longer tempo? On a diversified portfolio, buying on the highest high of the last 20 hours/days/weeks and...

Velocity Futures has a deal with X-Trader where you don't pay a subscription fee - you just pay a markup on commissions (which are still very reasonable.) Similar deals for Ninja and CQG as well.

Thanks guys, this is perfect.

I want to build a donchian breakout-type functionality into a strategy I built in Excel 2003 (i.e. highest high of x days...). The easy way to calculate it is to type =MAX(A1:A20), where column A is the highs of each bar. However, I would like to vary the look-back period by typing in a number...

Based on my VERY preliminary research with 6E (and eyeballing the CL charts), trailing a 15-bar EMA catches 80% of every really big move on a 5 min chart. It would have caught all of both the "down" and "up" move today on CL.

Open e Cry. Platform is free. Trade from chart in a number of ways. Commissions are competitive. I'm not sure how the reliability compares, though. Lots of debate in other threads about that aspect.

I think that, for the purposes of performance reporting, they compute a net asset value using actual assets under management and virtual shares (like a mutual fund). Additions or withdrawals would "purchase" or "sell" the shares.

Did Oanda go down at the London open? I was asleep, but, when I looked at a chart of the early morning action, I saw three flat ticks on a 15 minute chart starting at 3:00am EST, which implied "no quotes".