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NPP, do you agree with my analysis?

this is what's happening in TS2000i. to replicate TS2000i's 30min CCI average exactly, you have to use this code: Plot1(cci(20) of data2,"CCI",red); Plot2(average(plot1,10),"CCIAvg",green); strangely, however, Plot2 is not plotting the 10 period average. if you calculate the numbers...

have you tried creating your own 30 min CCI indicator to replicate Tradestation's? i can replicate the 30min CCI but the 10 period average of the 30min CCI does not match Tradestation's. if i calculate the average manually on a piece of paper it matches my indicator but it does not match...

something strange seems to be happening with the CCI average indicator. look at the CCI-30min plot in the first post. on the last bar of the 30min plot, CCI = -89.12 CCIAvg = -20.65 now just eyeball the CCI number for the previous 10 bars. the average should be much lower than...

according to the chart on your first post, we're in the sell zone if the 30 min CCI is > 30 min CCI avg. so when the 5 min CCI crosses over the 5 min CCI avg (above the average), why is this a buy signal?

can you please explain in more detail what this means? thanks.

As you all know, the March contract expired on Friday. Below are Friday's prices for the March and June contract. I got these from the Eurex website. March June 5,926 5,932 (last traded) 5,925.39 5,915.5 (daily settlement) 5,882.38 (cash index) Questions: 1)...

bump has anyone compared IB's intraday bars with another vendor's intraday bars? do they match? thanks.

If you are only plotting price data (no volume), does IB backfill and real-time data match data from other vendors? Say for example you plot 1 minute bars. Do the 1 minute bars from IB match the 1 minute bars from other vendors (e.g., Esignal). Are the OHLC price matching exactly for each bar?

question: 8.0 isn't even out yet but you are already working 8.1 which I assume fixes bugs you found in 8.0? why don't you just fix the bugs in 8.0 in the first place lol? he said "rebuild the whole thing"! lol sorry qchart users.

let me rephrase the question. does anyone have a systematic way of determining which time frame to trade based on the volatility of that time frame? a wild idea (maybe for another thread)...has anyone tried pyramiding a position based on the same rules but different time frame?

yes it is looking at bars back. however, why would that necessarily make the results consistently better, or worse?

I have found that a system using the same volatility entry and exit rule but a different time frame makes a huge difference in the results. For example, the results using a 10 minute time frame are much more stable than results using a 5 minute time frame. Has anyone else noticed this in...

it seems to me that a hedge fund only needs to generate 8-10% per year and they can get away with charging 2 and 20. commercial banks doing regular mezannine loans can get 8% yield on those loans, yet those people get paid peanuts compared to hedge fund managers. seems to me it's all about...

nice journal. if you're using eSignal data, you might want to do a few checks. does the day's open using 1 minute bars match the day's open using the 5 minute bars? does the close on your daily bars match the close on the last 5 minute bar for the day? stuff like that...

any math jocks around? http://www.wilmott.com/messageview.cfm?catid=8&threadid=17243

I'm reading an article that says "a random walk generated by tossing a coin (one step forward if heads, one step backward if tails) would show a displacement from the starting point, depending on the square root of the number of tosses." so if i'm reading it correctly, after 100 tosses...

any recommendations for another data feed that's priced similarly or lower?

and here's the 5 minute chart.

I am looking at the December 2005 Dax contract in eSignal. On 12/16/05, the 1 minute chart says the open at 9:00am is 5303. the 5 minute chart says the open at 9:00am is 5306. Why is there a difference? Can someone who has another data source confirm the opening price for that day...