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Sorry, I did not know that. It's a pity. Regards Bernd Kuerbs

The Exchange Symbol for Eurex is "DTB" (very obvious, isn't it?). Some Contracts: "FGBL DEC 02", german bund (bonds), "FDAX DEC02" future on German dax-index, "FESX DEC 02" future on European Stoxx 50 index Many Thanks Bernd Kuerbs

Maybe there is no need to rent a supercomputer. There are some projects that couple lots of ordinary PCs (e.g. under Linux) to emulate a supercomputer. Some 486s will do the job. There are some other projects going on, where the internet is used for such highly demanding computations: people...

I like your way of representing the orderbook. Eurex bid/ask Do you plan to add Eurex? If so, I have some suggestions: Eurex will deliver only the best 5 bids/asks. Could this be implemented by showing these 5 inside a moving "window" on the thermometer-like orderbook? That is I want to...

It should not bother you. First, the suggestion with this representation is: you see a "Chart" generated by a brownian motion, so every chart is generated by brownian motion. That's flawed thinking: a horse has four legs, is everything with four legs a horse? A mathematical note: If A...

Great article, thanks for the Link. Regards Bernd Kuerbs

From an older post, an explanation for the differences: Eurex maintains two classes of data feeds: a member data feed and a quote vendor data feed (for eSignal, CQG and the like). The member data feed is used by the exchange members for trading and so has highest priority. IB is -via...

Your time is UK-Time? Here is an excerpt from CQG Time&Sales. It is a bit curious, because it shows a trade a 2411, but no size. Anyway, in my experience during spikes IB shows more data than the usual quote vendors. regards Bernd Kuerbs

Just checked it, same here. Do not like it too. Regards Bernd Kuerbs After a second test, I'm not so sure, there is anything wrong. Did you test it on a market data line with actual data displayed? Or an empty line?

I would like to add some comments on that technique. In the graph below, I took the trades from a backtest and plotted P/L vs MAE, where MAE was plotted as MAE if P/L > 0 and -MAE if P/L < 0 (MAE usually is stated as a positive number), to fit a straight line to the MAE. In fact you...

Thanks, Baron. That's a really fast service. regards Bernd Kuerbs

Is it possible to add .png files to the list of uploadable files? In my opinion this format offers a very good quality and requires only a small amount of storage. Thanks Bernd Kuerbs

Do not worry too much: today 10 pm you should be able to log into TWS. There you ought to see your money. The cash is moved from old account to new account and within the universal account to the security subaccount. At least that's what happend to my account. The e-mail statements have...

@traderkay Have a look at the works of Dennis Meyer: he wrote a series of articles about this way of walk-forward optimization in the magazine "Technical Analysis of Stocks and Commodities". The intervals you choose should overlap. Say you optimize on a time-span of 3 months (Jan, Feb...

I have set up hot-keys for the order types I use. To avoid confusion, I have color-coded the keys, that is I glued some color-sticks on each hot-key. The idea is not to have a color for each key (that is like remembering the letters) but to have some basic meaning for each color and mix the...

For MS Code and help have a look at this forum: http://www.stockcentral.com.au/forum/ You'll have to register, it is free of charge. Under "Technical Analysis" there is a forum "Metastock formula". Another source for MS formulas is http://www.guppytraders.com/gup98.htm regards Bernd...

Add this one to your list: http://www.amishrakefight.org/gfy/ regards Bernd Kuerbs

Sorry, I do not understand that: the information, that a limit move has taken place, is not contained directly in the data. You have to know the size of a limit move, which may change historically. Otherwise I know only the simple and maybe sometimes wrong method of checking whether High = Low...

@Doctor Nevo In your testing of the commodity markets did you take into account the effects of limit days? Can this be done in Trading Recipes? Many Thanks Bernd Kuerbs

I do not have any general rules for that. I try to set my stops at recent high/lows and enter on retracements. I use resting stops in case I get disconnected. Very often I exit at market before my stop is reached because I can see the market has turned the other way. Another kind of "stop"...