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Good. These landlords need a good smack in the head.

It's just being called high-frequency trading by academics now. There's a whole bunch of papers coming out on high-frequency "descriptions" of the market, and there's entire conferences going on about market microstructure. Day-trading has a formal name now. It's true what people are...

Ray, thanks for the help. I figured out what I wanted to do, but I would like to urge you at NT to really clarify that page. It took a few executions and iterations to figure out what exactly that diagram was talking about with the "cyan and blue" bars stuff. The other issue I am...

Much thanks, Rosy2. Your advice continues to be extremely valuable.

Yeah, but a lot of the employer match plans force you to lock up money in shitty funds. Just try and get your stuff into a money market fund with my employer -- damn near impossible. You have to sock it into idiot large cap funds.

I've been tinkering with this thing all night, and I finally figured out that the strategy tester will call onUpdateBar for each of the bars added and that this happens in an ordered fashion for each bar class added. If I do an "EnterShort" or "EnterLong", why does NT default to trading under...

All good advice, but you're assuming I just started yesterday. I didn't. I've been in the business for 5 years. I just want to be independent, and not tied to the institution's desk. There's so much support infrastructure for institutional people that a retail trader has to come up with over...

Ok, so, I read the NinjaTrader docs this morning, and it took me about 3-4 hours to get the long-portfolio side of the equation working. I have to hack something out similarly for the short side, but clearly I'm making some progress. I have to go back through and manually verify the results...

correction: When I say "they" I mean our government, not the third worlders.

The third world is the third world because they take my taxes to go give the poor countries bogus aid programs that make things worse. How are poor Africans supposed to develop a food distribution network if an outside force comes in and takes the profit out of food distribution by giving away...

I've decided I simply can't afford to spend too much time writing my own software and that it is cheaper and more cost effective to use other packages. The first goal should be to generate a small, token revenue stream that can cover basic expenses like groceries. So that is the current...

What do you mean "we"? I'd rather the US default on its debt. I didn't ask for a few useless wars and a prescription drug benefit. The public was opposed to the massive government bailouts, and Pelosi actually f'in said, "It isn't being sold to the public correctly." No -- politicians aren't...

1) Well, I can't trade real money while I work for an IB. 2) I have an edge, I just don't have a framework outside of work to test theories on 3) I appreciate your concern because your post is full of solid advice. I'm still in the bank. :-) I just don't plan on being there until 2010.

Just throwing these guys out there -- www.velocitymicro.com. I got a good system based on the i7 fairly cheaply, and the quality has been fantastic. Take a look. I've stopped going to the big-box guys like Dell and HP because the responsiveness and customer service is not there, and they...

Startup costs and technical infrastructure costs are way too high.

I'm still at the IB. I managed to eek out some concessions from management since I didn't get a raise, a big bonus, or better projects. They want to keep me around for a few months so they don't end up short-handed. As part of the concessions, I get to work on some of the theoretical stuff...

WTF! I want a refund on this garbage.

I know I'm being hopeful, but we really don't need the IRS or the income tax. I'm sick of taxes. I'm not rich, but I can see myself doing a lot more economic stimulus with what I was forced to pay to the government. People, set aside your politics and let's get rid of this beast. I know...

This is what frustrates me so much about the backtest software out there. If I design something using python, for example, I am wondering what features I should lift from these backtesters.

Well, how abou a ninjatrader hint then. How do I reference the farthest bar in time back possible in the code, and how do I make sure that it was the first 1minute from 6 months ago?