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Many thanks. I am using MBT, autotrading stocks (with NinjaTrader), and making use of various intraday timeframes from the 10s of seconds up to 30 minutes. I trade off the MBT data feed, but backtest/optimize off the eSignal feed. I am pretty sure I could be trading off the eSignal data...

I attended a free webinar given by http://etrackrecords.com/index.html which covered on-going re-optimizations.

Are there differences between realtime intraday eSignal data bars, and historical intraday eSignal data bars? Do the realtime bars get "corrected" subsequently in any way?

Thanks, thstart Therefore, I guess backtests/optimizations should always be performed only on historical data produced from the same data source (i.e. in my case, from my broker)?

I have noticed that the intraday bars created from real-time data obtained via my broker’s data feed often differ from those re-created next day from eSignal data. As a result, a "back simulation" of a given strategy over “historical” eSignal data will often show different trades from...

So nobody else has had problems getting hold of SSO for shorts this week?

They behave approximately the same, but the "equivalence" (if you see what I mean) is not "-100%" (again, if you see what I mean). Some things work on one, and not the other ... Have you been able to short SSO over last 4 days?

My broker (MB Trading) has not had SSO available for shorting for the last 4 days .... SSO is one of the "top 20" most actively traded ETFs, Average Daily Value Traded over $1 billion. Hard to believe it's difficult to get hold of for shorts! Anybody else had difficulty getting SSO for...

Yes, it could be. But the more trades the claim is based on (especially, real trades, and even "forward test" sim trades, rather than backtest), then the more confidence one can have that it might not be random. Based on 50 trades? Could well be random. Based on 5000 trades? Good...

LOL! LMHO! Hilarious! How can people be so gullible? It's extraordinary ... can a fool and his money be so easily parted?

JRegino, What combination did you go for, and how is it working for you? Thanks

endsongs, Elsewhere on ET, I can see you rated TD Ameritrade favorably for autotrading. Were you using NinjaTrader with TDA? If so, was your trading affected by daily shut downs? What are the "5 or 6 minor features Strategy desk needs to be perfect"? Thanks!

Many thanks! BTW, here's where I've got to in following through on the very helpful info you provided earlier ... ZEN-FIRE, and VISION FINANCIAL MARKETS: were both quick in responding to my info request, but neither presently handle equities with Ninja. IB, TDA and TT: I have yet to...

Heech, Apologies for not picking up on this earlier, but could you please provide some more detail on the "event handling quirks" of TDA? Also, as you didn't mention daily server reboots with TDA, am I right in assuming this wasn't a problem? Many thanks abattia

Thanks endsongs, that's a good point. I don't know why TS is not listed among the integration options for NinjaTrader (which is where I got my initial list from). I wonder if there are any other broker technology options for NinjaTrader omitted from the list? Endsong, if you autotrade and use...

Thank you again, sir. Much obliged.

Heech, Thank you for the full response. I have contacted ZenFire and was told they don’t offer stocks (they do offer futures and forex). Vision Financial Markets on the other hand do seem to offer stocks, and so I will contact them. And that’s very reassuring that you’ve had a good...

I am trading low frequency (a small number of times a day). However, the set-ups appear in narrow windows - i.e. suddenly and need to be acted on quickly, and the trades will generally be over quickly, whether they are winners or losers ... On several occasions recently I have seen...