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Hi. I am using IQ feed now (their SDK) and i need to verify the correct closing price on the S&P eminis from today (11/10/03) at 10:01. The help is really appreciated. See, IQ feed, depending on the server I connect to (!!!! ARRRGH!) is giving me two different closing prices - 1050.50 or...

As I said, will check calculation again on website (charts school or something), and I got it right now. Seems I was adding an extra value somewhere. Thanks for the help. I really do thank you Dr.

Again, I am using the formula myself (I have created it in my C++ app., trying to see if it can be used in my strategy). I got the calc. off a website - I will check that. Thanks again for the time you took to answer. It will help lead me to a solution.

Dr. Just something I am not getting. You say that by observation, no bar over the last 14 has a range > 1. I am looking at my chart, and a 14 minute period shows a point range of nearly 3... (high of 1033 low of 1030 lets say). This accounts why my app. is getting ATR of around 3. Am I...

Thanks for checking. I can assure you my ATR is just as Wilder intended - I am correct with my calc on all stocks. But, futures, I get this high number. Am I supposed to factor in tick price or something like this?

Yes - I knew I left something out.... 1 minute bars.

Hi. I am calculating ATR myself, and it works fine. Except, for the S&P EMINI contracts, atr shows, as an example, 3.44, or similar. Looking at other charting programs, at this time, the ATR is usually 1, or around 1. Do I need to adjust for the cost of each tick (.125)? Or, is my value...

This lag time that is spoken of where REDI is holding it in house - this is a myth. REDI does match vs. their own book, but it happens so quickly (check is ARCA is there) that it is not at all noticable. In fact, it is the most reliable way of getting filled, since it requires order to be in...

When you use ARCA proactive, or otherwise known as outbound service, their router should send you out through SOES (BTW - it is no longer SOES (been like this for close to a year) it is SUMO, or supermontage). This is a fact of ARCA routing - you can check their website. THeir can be different...

Hi. I have used two feeds this year. I also started programming an app in visual C++ in april this year, with the intent of automating a stragedy I have. I was using MyTrack API - and completed implementation to them last month. The quotes were fast, but the API is not recommended for a newbie...

Hi. When backtesting, or forward testing a strategy, all I do currently to determine its worth is, look at expectancy (look for a positive one) and make sure my wins overcome my losses (risk to reward). I also look for a nice equity curve, and minimal drawdown (less then 10 percent!). Finally, I...

Hi. While evaluating strategy software, I am wondering, what strategy software are you currently using, what features you like about it, and what features are not there that you want? I ask, because currently, I am looking to use one, and they all seem to do similar things. Instead of asking...

Nice view of the foul pole! Seriously, that stadiums energy would be enough to justify the seats.

Running their client software (not using the API yet) and, running side by side with two other data vendors (one is Mytrack). Beats MyTrack bu 1/2 second :p This is good since I closed my account with them. The other vendor (name is withheld, but they are professional feed), the IQFeed is...

Oops! That is the reason why I ruled them out the last time (IB). Thanks for reminding me. I will probably use them for realtime backup data, though. I need combo of realtime for trading, and history for testing (my app does both now). Looking over at the MyTrack message board on Yahoo -...

Thanks for that link - but, I need up to second tick (system works like this, off one minute bars). Rapid fire daytrader stuff. :D I asked around, and it seems I may need to go with IB. I heard their quotes are fast, and free (with an account) (there API is fast too). The only thing I am...

Oh - this DynaOrder - I did hear good things about them. I may investigate them with my automation trade part.

What i am doing is nothing Sophisticated. I could probably use TS7 to do it (my "money making secret!"). But, I have intrest in markets (i work in the business, also) and love to program. Also, being able to custom tailor a product to MY need is nice. Especially when auto trading it, I know...

Good luck on your endeavor - I can tell you it is very time consuming, but very rewarding, as far as the experience goes. I looked into IB, but I am hesitant. I think that the TWS (their front end) needs to be up in order to use them, even if I write to them. This is not something I want...

Currently, I have automated system (now in test stage - not live trading yet, but soon to be) and use MyTrack SDK for live emini data. Today, I got an email from Mytrack telling me that effective in November, ALL SDK users are required to Open an account with Mytrack, and place 15 trades a...