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Data files (zipped). A wealth of free, extremely high-resolution data. Kudos to whoever compiled and posted it. I am in the process of (programatically) downloading every single file to use in my own backtesting.

Volatility will likely decrease somewhat from Sep. - Nov. levels, and chop will increase, as it already has for the last 4 weeks. This will likely result in stops being taken out more often (unless, like me, you have a system specifically designed to trade chop).

So, uh, how's the $2,500 to $1M in 180 days quest going? Been making any trades?

Mine is similar. But, this is my average over many months, so there is consistency. It only counts if you can keep it going over the long term.

The VIX isn't correlated directly to volatility, only to the perception of future volatility. There's humans in the loop.

I'd say 2020 is a reasonable estimate.

38, Chicago, index futures.

Right, time to start buying everything in sight for the dizzying ride to Dow 15k. :cool:

You could just use a laptop to run your trading from. Built-in UPS that should last at least 3 hours, and speed that compares well with desktops, multi-monitor support, etc.

My theory about the market bottom we seem to be experiencing has nothing to do with the PPT, and everything to do with the big market players manipulating things. I believe Joe Public is being seduced into coming back into the market, and that little by little the market will creep higher...

The only reason for staying with IB is their API. I have been playing with hooking my ATS up to NinjaTrader via its API. Got all the order mgmt functionality I need. If I could just get the price feed coming back the other way, I'd move to one of the other NT futures brokers tomorrow. Maybe...

Some of us love to bathe in the stuff.

Do I take it that you're short the market?

Now I'm here to vent about TWS. This $%^#@ piece of garbage has been getting less and less reliable lately. I placed an order via the API late last night (or my ATS did, after I went to bed), only to find out this morning that TWS never filled it. Missed out on a profitable trade. :mad...

Good that you are making money now. However, market conditions are changing all the time, and what works now may stop working in the future. The real skill is in adapting. My hat goes off to anyone who can ride the slippery, insane rodeo bull known as the market in a discretionary fashion...

Any time except EOD for me.

Don't you have to have a unique ticker ID for each security? So your call becomes: int n = 1 Call Tws1.reqMktDataEx(ContractID, Contract, "", n++) Will they even let you track 400 tickers though?

Do you have intraday tick data from the 1735-1740 period? Thanks! :cool:

It's simple: the market is a tricky, slippery beast whose job it is to fool most of the people most of the time. Any time it becomes predictable, the predictability is self-destroying as people try to jump on it. The pros know this of course, and play the crowd's psychology in order to part...

Ditto - you are still much better off than 95% of Americans and 99.9% of the world.