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AD, I am neither mathematician nor quantum physicist, but would welcome your comments on the following. Firstly, my current approach: I will only trade an intraday strategy that a) I can backtest over at least the last 5 years, b) trades at least 200 times each year, c) has been...

It's not clear to me what it is that you think you can't get with NT 6.5 (as your chart looks just like my NT 6.5 charts). Are you aware of the effect of holding down the CTRL key and using the UP and DOWN arrows on your keyboard? Apologies of I have misunderstood what you are after ...

What sort of trouble??

I think it's "buy low, sell high" ... ... or perhaps it's the other way around ... I can never remember.

I have four automated intraday strategies running live at present (trading ETFs). The range of trading frequency for these four strategies is as high as three times a day for some of the strategies to as low as once a week for one of them.

Thanks jeb9999. Not a data source I was familiar with.

I suspect no-one (apart from me) has taken the blindest bit of interest in this thread, but - in the interests of completeness, and owing to a strong sense of bloody-minded altruism - I shall post the results of my investigation so far: 1. Pi-Trading's intraday data is raw data fed straight...

Help, please, from any [other] data geeks out there ... If you have access to intraday data (other than intraday data from Pi Trading) for CME Group Inc (ticker CME) for 11/Oct/2006, please could you read off the intraday High and Low from your chart, and let me know what it is? I know...

check out ... www.carbonite.com You can schedule the backup for when you want it; e.g. I have mine set to back-up outside of trading hours. I have my backtesting computer [32 Gb] backed up on line. [If you like the look of Carbonite, perhaps you could let me "refer" you? I can get free...

Why don't you just use the Bollinger and Keltner and Momentum indicators already available free with NinjaTrader?

For, say, AAPL, BAC, BGU, FCX, GS, JCP, SPY, SSO and MSFT: a) what do you have available? b) what is the source? c) what is the cost?

Thanks!

Thanks!

Thank you for the guidance. A basic correlation analysis of the system returns seems like a sensible place to start. (... and quite fiddly enough, too, as I am going to have lots of fun with Excel just making sure the data for each system aligns correctly by date with that for each other...

I have a small number of automated intraday ETF/stock trading strategies that I use each day. Each strategy generally takes between 0 – 3 trades daily. Typical holding periods are anything between 5 minutes and 5 hours. I trade these systems though a retail brokerage account in which intraday...

OK, here’s a potential intraday strategy for a day that’s turned choppy … 1. Once you have grounds to believe price may be chopping in a range, fade the range extremes by either a. waiting for indications of a retracement from a first re-test (but never from a second, or higher...

I need to expand (or even start?) my "stable" of intraday set-ups for choppy days. Can anyone suggest any favorites? Any good books/references to get me started along the right track? As always, thanks in advance.

My experience is with broker MB Trading. And I haven’t ever used NT to manage more than 15 “live” intraday stock autotrades/positions at any one time. So I will let you decide whether my experience is relevant to you or not ... On the whole it has been fine. The only significant...

Ninjatrader www.ninjatrader.com See the "Strategy Wizard"

I think the serious point is that there are many different types of strategy that co-exist in the markets. How long should you backtest a strategy? Depends what sort of strategy you are dealing with. If it is a cockroach strategy (i.e. based on an edge exploiting a persistent aspect...