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Check out tickdata.com

This one looks pretty interesting. And you can't beat the price (Free). TradeKeeper: http://americanware.netfirms.com/index.htm I havent personally used it, as I am too paranoid that it's spyware that will steal my account information (it retrieves trade history directly from the...

In my experience Dells are very quiet. I spent mucho bucks building a custom PC out of quiet components, only to find that a stock Dell Dimension was even quieter. My experience with Compaq and some white box manufacturers has been just the opposite. -blueberrycake

Here's one more chart that I found interesting. This one measures the intraday trendiness by looking at the distance between the open and the close divided by the distance between the high and the low. The presumption being that if there are strong intraday trends then the distance between...

Daily range chart

Stupid uploads. Follow-through chart

I read with great interest Acrary's posts regarding the collapse in daily ranges and in daily follow-through in the S&P market. After running a quick test, I agree that things have fallen off recently, but in historical context things aren't particular bad. Attached are two charts. The...

Nice testing and some greatlooking results. When I did an automated backtest across five years, I got much lower(negative) results. But hey, the market is always changing, so who knows.... Good luck to those trading this method, and I hope it keeps working for you in the future...

Don't start spending those winning just yet. Running Jack's "system" through a backtest over the last five years yields a juicy profit factor of .84. Nor is is fadeable since the test does not include slippage and commissions. -blueberrycake

In my quest for clean intraday historical data, I've now bought data from both Price-Data and TickData. Price-Data turned out to be anything but clean, with erratic late ticks scattered throughout the data. TickData seems reasonably clean, but each contract tested was just full of gaps. And...

Dustin, Do you find it feasable to trade the minis solely on the chart of the cash index? The intraday divergence between the two is often very substantial. -blueberrycake

I've been doing some comparison of index futures to the underlying indexes, and the differences are striking. For instance test the following simple stop and reverse system: If short then buy on stop when the next day's price exceeds today's close plus today open to close range. Exact...

Acrary, Is the "perfect trader" report simply a sum and an average of the daily, 2-day, 3-day, etc. ranges over that year? -blueberrycake

Alternatively, I was thinking of just starting with the following: 5 years Mini S&P 5 years Mini ND 5 years DAX Total cost from TickData would be $500. We could split the cost between however many people are interested in participating -blueberrycake

Would anyone be interested in splitting the price of buying a few years of the following intraday data from TickData? Mini S&P, Mini Nasdaq, DJ Euro Stoxx, Dax, Euro Bund -blueberrycake

Does anyone know where one could get a historical database that includes company earnings and debt-to-equity ratio? It would be nice to verify the author's claims and see how well his methodology worked in previous years. -blueberrycake

Based on that logic you will have even less luck in the futures markets. The ratio of professionals (ie hedge funds, CTAs, etc) to small(dumb) traders in most futures is far greater than what you see in the stock markets. -blueberrycake

Does this mean that both (a) AND (b) have to be met, or at least one of them? -blueberrycake

Obviously intraday risk isnt as large. However, for those of us who trade longer term (my average holding period ranges from 20 to 90 days including rollovers), the currency fluctuations can be deadly if not properly hedged. -blueberrycake

I would be very wary of trading non-dollar denominated futures (which rules out pretty much all foreign futures except for london metals) because of the significant currency risk involved. Unless you hedge away the currency risk using either cash or the futures FX markets, you are essentially...