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Thanks for the clarification, Anton.

Only if you think your own time is worthless.

As far as I can tell, it's only with their Market Replay, is that right? It makes gathering data time consuming and blocks testing, tests are awkward and clumsy and their tools for collecting stats and optimizing are blocked. It's about an ugly a solution as you could make.

For the short-term it looks like OpenQuant is the winner. I tried Neoticker but I couldn't grok it and didn't see any compelling reason to justify the increased price over OQ. As for home-brewed solutions, the one ATS that I have running right now is entirely custom-built and is nicely...

Thanks Tums. Not sure why I missed that one on my first pass but I'm downloading the demo and giving it a try. It's a little more expensive than the alternatives but if it does the trick, it'll be worth it. Thanks for the info!

Neat, but the lack of prices and details about brokers or data feeds makes me think this is targeted at institutions not individuals. Probably out of my league right now.

ATLien: I certainly have the technical capability of coding my own backtester and auto trader but I don't think my requirements are so wild that is a project which will take months not days and won't get me much closer to my goal of having automated systems. I don't think it would be a...

I'm trying to investigate a few scalping strategy ideas and if they work, automate them. I've spent some time with NinjaTrader, OpenQuant and RightEdge to see which could meet my goals. Here's what I've found. General Requirements/Criteria: - support tick-based trading and backtesting -...

*bump*

In "The Master Swing Trader", Alan Farley says two things which surprised me and I wanted to see what others thought. First, he says "Pick only one or two issues and follow them exclusively if trading time is limited to a couple of hours per week. Several hours per day presents the minimum...

SteveH, I am looking at JSystemTrader and a couple other automated trading systems. Before I commit to spending months programming, I'd like to spend some time to explore the different alternatives.

*bump* How are things going with the bot?

At this level, what would you define as "success"?

I don't think that definition of "god" is very useful. Too easy to confuse this with the rest of the world's definition. Maybe "Universal Consciousness" or something... We have our own minds, but we still need to interact with the rest of the world.

RTL, I think you mean. Otherwise, that looks like a lot of what I'm looking for. I've also had a lot of success looking at the unusual volume movers during the first 30 minutes of trading on the 5min chart, looking for high and sustained selling. I like to see volume hit 10% of the previous...

Why is it that every schmo with an opinion thinks that their wording is superior to the authors of the bible? That's why religion rots the mind. It encourages people to think that merely wanting something hard enough can change reality.

Jesus is more communist than the Communists. Check out Acts 4, everyone is selling everything they had and giving it to the apostles. Not that they had much choice. In Acts 5, when Ananias and his wife decide that they want to keep some money to themself, the Holy Ghost kills him and his...

IB volume does differ somewhat from my QCharts and eSignal volume but remember that we're really interested in approximations and relative changes. The level of precision in the LBDU on WealthLab (to the nearest share!) is an artifact of the calculation and not a requirement. Unless you're...

Thanks Mak, I guess I needed to hear that. I identified two FTTs less than a minute after the bar closed which is a huge improvement for me. Instead of thinking of the gains I'd made, I was just focusing on what more to learn. It's good to keep perspective. Interesting. Okay, I'll go over...

Happens all the time in thinner stocks. Even worse is the all-too-common case where someone buys a block of stock and price moves up .20 and then one minute later is back trading where it started. What has volume done here? Price leads volume: when a stock comes up to a key resistance...