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http://www.aei-ideas.org/2013/06/netherlands-is-closing-19-prisons-due-to-a-serious-prisoner-shortage-we-could-the-same-if-we-ended-the-war-on-drugs/

www.ninjatrader.com Contact their support desk if you can't figure it out ... what you request is easy.

LOL ... ... however, while of course I understand you don't mean to imply there’s an exact parallel between vegetable selling (“Five for a pound! Five for a pound!”) and trading securities on an “electronic” exchange, IMO the analogy can be more obscuring than helpful if the...

http://www.amazon.com/books/dp/0470039094 http://www.amazon.com/Trading-Exchanges-Market-Microstructure-Practitioners/dp/0195144708/ref=sr_1_1?s=books&ie=UTF8&qid=1375963120&sr=1-1&keywords=market+microstructure+for+practitioners

It trades outside that range at some point during most overnight sessions ... except on the occasions where the prior close and next open are the high and low of the overnight bar ... which happens very rarely.

Do you mean exploiting the difference between actual and implied volatilities? How would this work in this case?

Not sure I'm older or wiser, but here goes ... http://en.wikipedia.org/wiki/History_of_the_euro

IMO, entry or exit is a function of the market autocorrelations you're trying to exploit, and of whatever calculations you've made to determine where entries and exits must be to give the strategy the positive expectancy you've targeted. Bet size on the other hand, in my case at least, is a...

I try to avoid trading a size that'll mean I'll have to reduce that size in an extended losing streak. Reducing size when you're down gives you a much bigger hill to climb back up.

IMO it's important to run exactly the same signal code and order generation code in "live" as in backtest, to avoid inadvertently trading something different to the edge identified. But, yes, unfortunately the code for "live" must often have additional complexity and dimensions to deal with...

George Soros -> skilled or lucky? | Victor Niederhoffer -> unskilled or unlucky?

I could probably do with re-doing High School stats/maths myself, but is the above correct? For a 1-D random walk on the integer line, of integer steps (i.e. +1, or -1), the expected translation distance after n steps (in lim n -> very large) is sqrroot(2/pi). I can more or less see how...

Let’s say that currently Ask Price = 101 Bid Price = 100 So initial spread is 1. In the above situation, a trader can go long either using a market order, in which case she’ll go long at the Ask (101), or by placing a limit buy order at the bid (100), and waiting to get filled. In...

Not much I understood about the above ... let's say ... "First 5-min bar Opens at 100 (which is also the Low), and Closes at 101 (which is also the High)"... Where does the entry go, and what type of entry is it? Where does the stop go? Thanks

Do you mean that all edges boil down either to detecting the right moment to trade a continuation, or to detecting the right moment to trade a reversion?

Yes, it does look wrong. Thanks!

But for traders, “certainty” is not the point, IMHO. A trader (i.e. a.k.a. “somebody used to dealing with uncertainty”) can look at a track-record and form a view of the odds that that trader is skilled, and that’s enough for the trader… … but not for the pure logician...

From a pure logician's standpoint, you can't with certainty from a track record deduce that a given trader is skilled, no matter how stellar that track record is (for the reason given by the previous poster ... there's always the chance that it was down to chance). But if it's any...

Here's 20 levels either side for the ES 09-13 book at 01:13 am EST on 11/07/2013 11/07/2013 01:13:16 EST ASK: 0 1666,75 363 1 1667 1342 2 1667,25 478 3 1667,5 532 4 1667,75 242 5 1668 964 6 1668,25 391 7 1668,5 299 8 1668,75 274 9 1669 629 10 1668,75 445 11 1668,5...

It's 08:47 EST, and I have no issues with IB data feed.