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Exactly same problem: ESTX no bids+asks, no depth, but with DAX, ES all ok. Feed: Mirus/Zen. Started working ok in the afternoon again. IB datafeed had no problem in ESTX depth, so probably some Zen issue.

So we are moving guided by that perfect ES triangle.

Thinking about correlations is a key to a deep understanding of the markets. Thinking about correlations of "indicators" in the sense mentioned here is helpful only to realize that they are all based on the same input: Past price. From there on one can start thinking about what other...

Having an idea of math is a great basis for trading. But think of pattern recognition: The math you need to identify the shape of a letter in pixel data is pretty simple. Sophisticated mathematical methods or models are not suited for this goal. Trading is pattern recognition.

Yes, it is a well-know bug of QuoteTracker which they know already for long. No, there is no change to this behaviour. Unfortunately they refuse to fix it (seems they got lazy after Ameritrade deal). I record TWS data separately and can compare it - IB data is ok so far within their...

If you don't know yet - learn how to program. Took me quite some time to realize the most obvious: Software producers don't sell (or lease) products for a few bucks that allow you to make big moose easily.

How can I go e.g. short Ukraine or other small countries? I do not see any ETFs out there that would cover smaller countries. Are there other ways to get exposure to the fate of their economies?

If I understand this right you (nazzdack & MGJ) come to this idea because you have a situation in mind where there is a change in open interest (oi) from one day to another that is nearly as big as the volume traded on that day. Let's say change in oi from 100k to 50k = 50k, volume traded =...

Ok, here is some incredibly bad system (and I give it away for free) :) : Just do buy@market with a very high frequency and then sell@market as fast as your hardware/software/broker allows you. Choose a future with a consistently huge spread for this. Have your account with a broker...

Are there any numbers on what percentage of overall futures volume is daytraded (not held overnight)? For different symbols (like ES, 6E, FDAX, FESX) will there be a big variation in those numbers?

Long 4332

Pretty interesting that there are still people that believe in "research". If you look at that page you find contributors like citibank of which we all know where their research led to. Anyway encouraging that this thread was dead for quite some time.

Sure there are some pecularities if you look at different types of instruments (futures, equities, forex, bonds) or different symbols (like USDJPY, EURUSD, AAPL, RIMM). Anyway the most important principles are pretty much the same. But (this may sound hard to believe) forex data is not...

Though QuoteTracker is certainly altogether ok it has several major issues with IB backfill: - backfill only for 5 days (for intraday data) - requests data only in 15 second chunks (bad if you want to use volume or tick charts) - a well-known bug that kicks in when trying to backfill...

You noticed something very important. Trust your feelings that something is wrong with indicators. Just think about it: If there would be some rule like "when EMA 20 crosses above EMA 50 at MACD>20 then Buy at market" it would certainly be discovered by someone pretty soon. These rules could...

For me it was one of the main points to become profitable to include "after hours" (or however you want to call the time out of the regular trading hours) in my view. Nowadays when I am looking for example at stock charts I immediately get the feeling "ooops, something is missing, this chart...

Just imagine you have really big money. What would you do in order to get even more (by trading)? You can get more money only by taking it from others. You lead other people to sell although price is essentially set to go up and buy when it is going down. This can be achieved by...

Please explain. AFAIK there is no script language in QT.

The most important thing to keep in mind is that most people lose in trading. Ask yourself again and again why is this? Probably there are quite bright guys among them with lots of skills (eg spotting patterns in charts). IMO the problem is mostly just one: People are using too few data...

The problem with this view is just that it is plainly US-centristic and it ignores that we are living in a completely globalized market. (Which is btw one of the reasons why ES is kept active and tradable also in the after hours) You may just want to have a look at e.g. DAX - when it goes...