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How to locate information regarding 1) the official opening print for us stk on nyse, nsadaq and amex on the exchange open time? 2) how to determine if there are trade imbalance?

Has 2 qns : Y some stk has large and small range while others has consistent average range that has no spike in range? R nyse stk has smaller volatility than nasdaq so affecting the range? Are market on open and market on close order on IB filled on price published on the exchange? How is...

Anyone had use MOO and MOC order on IB consistently for US stocks? Do you guys get fill on the open and close price published on the exchange?

What exactly is delta of 1.00 for a particular option? Comparing the stock price % change and the delta 1.00 option price % change they are different even in absolute change. Is there option price % change same as stock price % change or in absolute change same?

On average what are the different in terms of min variation? Like eurusd the min is 0.0001 would the different more than 0.0005? Would backtest result be very different if using daily bar?

Are there any different between forex data and forex futures data? Does the forex futures mirror the forex or there are alot of different? How abt using forex data for backtest to trade forex futures

they have continuous data for futures? possible to download?

Anyone know which brokers allow programming for automated trading? Off course TS allow this but is TS is only one?

Anyone know any futures broker that offers continuous data for futures and allow download of data?

How to measure stk volatility consistently? Tried using atr or absolute roc but they are all historical and varies alot. A might be 20% and B 10% and forwardly A might be just 3% and B 20%. The volatility does not seems consistent

Often the % move of A is 10 to 20% while B is 2 to 3% Allocating $5k to each stock or dividing atr would not balance the equity swing of A and B

how to balance different stock price volatility using position sizing? if u are buying 2 stock A is $1.10 and the other B is $29.30 the dollar movement of the A if definitely smaller than B but in % A has bigger % change than B. How to determine how much to allocate to each stock so that the...

endsong, before ts close their forum to the public previously, did download the all data everywhere code and dll and is possible to work in ts2000i. however reinstall platform and all are lost

endsong is possible for your code to implement in ts2000i? any dlls require?

endsongs, the link require a login https://www.tradestation.com/Discussions/Topic_Archive.aspx?Topic_ID=41556&Page=1 not a user of ts but ts2000i possible for you to post the code or discussion? really appreaciate if possible

Do you think multicharts has function that allow referring to multiple symbols in the coding? what dll is required?

trying to combine report of two symbol or more using common strategy. currently doing manually so quite consuming. any suggestion on how to get the report directly on the platform? use of close data2 3 4 5 are possible but also have to insert multiple symbols. integrating the symbols into the...

does easylanguage has function similar to metastock function : security("symbol",dataarray)?

Is possible to backtest pair directly using easylanguage? The problem is to get the profit/loss of two symbol rather than one. Any function in easylanguage to address this?

How does US stock exchanges determine the open price of stocks? The open price in the historical data seems to be differ from realtime buy/sell price at the opening time. Which time (pre open time, opening time?) should be appropriate in entering order so that the filled price matches the open...