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Investor/RT has the ability to setup the pair/spread as a custom symbol for addition into a quote window. It also does a nice job charting them. eSignal, unless added recently, wouldn't accept a spread into a quote window. This can be a pain if you follow a lot of spreads.

I haven't been day trading for a bit, mostly swing trading, but I found daily and weekly circuit breakers in my trading to be helpful. I quit if I go down by a certain amount (or number of trades) for the day. I have other numbers for the week and for the month, although I've never invoked those...

I know you can do the SPX or OEX put in an IB IRA. I'm long a put in an IB IRA now and it's not offsetting anything (got stopped out of longs). You can also use futures now in their IRA, although I haven't gone that route yet. To my knowledge, still can't outright short ETF's and such, but...

Why not short SPY, QQQ, or DIA? Am I missing something here? If you want increased leverage, similar to the Rydex and Profund products, move to futures. If you're in an IRA, try index options. I've been long an SPX put for awhile.

Seems to be a lot of quote pblms going around. I showed the S&P at 26 yesterday at one point. Pretty much screws up your analysis unless you're willing to get in there and edit, if possible.

eSignal will do spreads, ratio or differential, intraday or eod. It's supposed to be able to plot spreads as candles as well shortly, something I've seen few doing.

First one I read was Jobman's. I thought it was good for a start. http://www.amazon.com/exec/obidos/ASIN/1557385971/qid=1058893783/sr=2-1/ref=sr_2_1/104-7194867-1911915

I've used a similar filter for swing-trading stocks. I take the average range (just high - low) over X days (I've used 20 days) and divide that by the stock price. Then I cutoff at a certain percentage till I get a good list of stocks to work with. This way if I have two stocks, each with...

You're doing much better with English than I would do in your native language.

Bung, if your system is intraday and uses stops be warned that the specialists will pick them off at their earliest opportunity, usually during the midday doldrums. I saw it too frequently for it to be random so I quit using stops unless I had to be away from the screen for a while. If you...

Thanks, hardrock. I'm always misquoting somebody. I get the idea right, but I forget the exact phrase. Damn, I hate getting old (not a misquote this time - just a sentiment).

The old saying comes to mind: "The market can remain wrong longer then you can remain solvent" I forget the source. I've been net long in my swing trades for the last 3 weeks. Didn't really mean to - just worked out that way. Tried a few shorts here and there and got stopped out. I...

After I replied I checked the theoretical returns for April. They were very poor (negative) and dropped the overall strategy to 2.3% per month. This still sounds good, but I can make near that with intraday strategies without tying up capital for long periods of time. I trade technically...

I have about a year's experience with Neovest's First Alert product, the so-called 'fat' client where the data was maintained on a local server or machine. First Alert had a few quirks, but it's the best intraday scanner I've ever seen. If you can dream it up and simplify it to a few...

I did some similar work on a market neutral strategy, both as a small percentage of account and on paper for larger view. I took some positions in strong/weak stocks in the same sector and some general long/short positions in strong/weak stocks where there were not good counterplays in the...

VIX maybe about to break up thru the downtrend line. It's formed a bit of a divergence on this latest low. It's at .66 ratio to its 200 dma (up from .62 Monday). I've got my long stops tight and waiting to short..

I use stop-limts with bracket orders to enter my swing trades all the time. For example, I want to buy RIG if it breaks above 20.5, with my stop at 18.5. I can enter the entry order as a stop at 20.5 (or stop limit) and attach a auto-stop order at 18.5 before transmitting. You could even use...

I froze for a minute or two right after the open. Exited and came back in - all was fine.

The OCA orders and such work fine on the S&P E-mini, although some order types are not native to Globex (held at IB I think until conditions hit - check IB's web site for explanation). Nas mini would be the same. I'm not sure about other futures.

Intraday or Daily? Intraday is limited to 60 days still.