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Hi Jay, I have been just using NinjaTrader for the past week for live trades and it performed very nicely, even if this was still a beta version. As a former Bracket-Trader user, I could find back all of the BT features + many new ones which makes the management of entry & exit orders even...

Prophet, Using E-signal, at a given time, you may download 2 weeks (ie 10 working days) of historical tick data for both ES and NQ. Sometimes few days more. For comparison, I think the 1 min bar historical download period is still limited to 60 days of quotes, even if Esignal advertised (back...

Lundy, you may check the following thread for more information about the J-trader API : http://www.elitetrader.com/vb/showthread.php?s=&threadid=8881 However, since last September, there were on ET very few mentions of dedicated J-Trader API applications. I know that few brokerage firms are...

Hi, There are right now few programs available for the Interactive Brokers platform which are using the TWS API in order to speed up the introduction of complex OCA orders, allowing quick price changes for existing limit orders so that one may update easily its target, stop loss, or even...

Jerry, thank you very much for your prompt answer. However, my main concern was in fact not about getting this information in QT thru a static Level II / market depth type of window displaying in real time the latest available SPOT data (as you mentioned it, this is indeed possible and...

Hi, just a quick question for QuoteTracker users/developers : is it possible to chart some market depth information as provided by IB ? I am thinking here mainly to get a chart with the cumulative bid / asksize (at the 5th level) for the Eminis (ES/NQ) or DOW Mini (YM) Thanks for the...

You may as well use Investor/RT from linnsoft.com Here is the tutorial for creating a pair instrument : http://www.linnsoft.com/tutorials/pairsTrading.htm This page is not fully up-todate as I think that they added in the mean time some feature for generating automatically historical...

Here the resulting Quotepage showing the number of wide bar since 01/01/2003 for a selection of nasdaq stocks :

Hi Mike, this can be easily done with Investor/RT from Linnsoft.com, using Esignal as datafeed It took me two minutes to get the following chart, showing the number of wide bars for INTC (red = down bar / green = wide up bar) since Jan 01, 2003 You can create a "custom indicator" for...

Hi, does anyone have a file (any format) with the daily buy and sell premium levels (as published by programtrading.com) for the past months or even year(s) ? I intend to backtest some PREM chart patterns (involving these values) to be used as filters for entering ES intraday positions...

There are some interesting issues on this discussion about Moving averages : in order to get a full overview of all MA variations including SMA, WMA, EMA, DEMA, TEMA, T3, VIDYA, and AMA a la Kaufman or Jurik, I recommend this 5 pages pdf (written by M. Jurik and named "Evolution of Moving...

In the 80's, Saddam was a very good client : during the war against Iran (the real "evil" country at that time, remember the 79 US embassy hostage crisis), he was buying weapons from ALL Western countries, including : => lot's of Mirage fighters from the french (like the one showed by Powell...

Acrary, your 1990 - 1996 results raises quite an interesting issue : the system performed poorly on this period. I would say this might show that this system has no "specific" edge, but i think it doesn't mean it will perform badly for the coming year ... The question behind is the...

Oops, I was so happy to have found the "ideal router" that I forgot to do an ET search prior to my posting. Thanks for the reminder Trader42. Anyhow, it looks like there are mixed feedbacks about the Pro800 Turbo... I might try instead one of these premium DSL package, even if I am not sure...

Hi, As I basically get some random downtime with my DSL line, I was looking for a bulletproof connection to the net, using cable as possible backup. With their Pro800 Turbo, it seems that Nexland is the only manufacturer to offer a “dual” router being able to pair two broadband connections...

Robbo, I strongly recommend a clean install for any new OS. But, before installing the new OS, i would like to stress the importance of the initial disk partitioning : here a very good faq on that issue... http://partition.radified.com/ A good partitioning will then allow you to make...

White17, my comments were indeed on a relative basis, ie when replacing the initial stop by a trailing stop, the avg profit per trade decreases for the short positions (while staying in the positive range). So the introduction of trailing had a slight negative effect for short trades. On the...

Hi, White17, here is another set of runs for 2002 (backtest_2.jpg file) Entering every day at 10.00 (instead of 9.30) and then having as latest possible time exit 14.00 (instead of 16.00), if no stop or target were hit. Otherwise same stop/target level as before, ie testing the impact of an...

Hi, I was out of town today, and just back home : nice to see some interesting new posts on this thread. White17, I will be able to run your test tomorrow. Do you have already may be any expectations on how a start at 10.00 and an exit at 2.00 would affect/improve the outcome ...

Hi, I just wanted to put some figures on the study case I defined at the start of the thread.. So, I run some backtests on the ES for the full year 2002. I entered systematically the market every day at 09.30. Now, the hard part was to find a signal which should be correct 50%. I...