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@sussex I do not use indicators intraday except for volume/tickvolume: I think indicators react to slow and are distorted by the spikes generated by stop-fishing. On a daily or weekly basis that may be different. I do use trendlines/trendchannels to better judge speed of movement/momentum...

Currently the Bund is simply following the stockmarket, i.e. the markets are negatively correlated. Could be seen today in the morning very clearly. If you want a leading indicator use the Dax Futures (and for them use the SP Futures, I do not do that). Though be careful, the correlation may go...

I did read the book. The title is more than a bit bombastic, but it has to offer some thoughts on the use of volume. The basics for the book are to be found in R. Wyckoffs work. My edition dates from January 2000. I hope they have a new version now, because mine is full of errors. The book...

Given that style of trading you should take a look at http://www.lmt-expo.com/ Possible drawback: It is designed for institutional customers. Another alternative ist R-Quant: http://www.smartquant.com/. Though this one will require some heavy-duty C++ programming. I do not have any...

Bund historical data are also available at www.tickdaten.de or directly from the Eurex: write an email to Christa.Wiese@deutsche-boerse.com and she will send you an offer. regards Bernd Kuerbs

No, yes and yes. It depends upon what you subscribed to with eSignal. TRIN (and Tick) should be part of the indices available in eSignal. regards Bernd Kuerbs

The TRIN is defined as (AI/DI) / (AV/DV) where AI = Advancing Issues, DI = Declining Issues, AV=Advancing Volume etc. The numbers for the Nyse for the 10/9 are: AI = 478, DI = 2794, AV = 305767900; DV = 1842629700. So TRIN = (478/2794)/(305767900/1842629700) = 0.17108/0.16594 =...

How old is your PC? Usually there is a little battery on the motherboard that keeps your clock going when the power is shut off. Looks like this battery has run out of power. The replacement probably requires soldering, so it should be done by an expert only. There may be other sources for...

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 Timberhill- a member of Eurex and distributes its member feed...

It starts with a message of user "pethof" in this thread http://www.elitetrader.com/vb/showthread.php?s=&threadid=8661&perpage=6&pagenumber=6 and continues on the next page with some examples. Looks like eSignal is reporting tickvolume? In CQG you can have both. Tickvolume in itself is not...

What do you mean by incorrect tick-data? That phenomen detailed in another thread (constant tickvolume charts not being drawn correctly) or something else? Thanks. Regards Bernd Kuerbs

Did you read the chapter about systems by Gallacher careful enough? Do you know anyone that is consistently making money for 30 years? The wellknown names like Williams etc. all have their drawdowns. And I just looked at some numbers published by Diaz, how many CTAs are still in business...

May I add a little salt here? Even when you have a system with a positive expectancy you are going to lose in the long run. The positive side: this run may last longer than you live or care to trade. Source:William Gallacher "Winner Take All" and Nassim Taleb "Fooled by Randomness". Or...

You need to set up a number of trades (per simulation) that will yield your average win/loss and winning %tage (that's tricky). Do you have Excel? Than you may set up a simulation in VBA like this (or use Windows scripting host, in case you got Windows2000): ============ Start of run...

Do you have a list of trades on a one-contract bases for your trading system (lots of trades)? Then you could program a Monte Carlo simulation for both approaches. I think you need at least some more numbers like %winning, average loser, average winner (per contract). A MC simulation would...

When you buy data from tickdata you will receive a program that converts tickdata into minute intervals of your choice, ascii format. As far as I know WL reads ascii-formatted data. Regards Bernd Kuerbs

Have a look at Neuroshell Trader www.neuroshell.com They seem to offer what you look for. I have never used that program nor do I know anyone using it. Regards Bernd Kuerbs

The numbers I stated are derived from chebycheff's formula. In words: there are (at least) 75% of data within two standard dev of the mean, 89% within 3 standard devs, 94% within 4 standard devs. It is an estimate, involving a ">=", that means at least xx% within..... The beauty of the...

The attachment to my previous post can not be downloaded (wrong name?), so I uploaded a copy here: http://home.t-online.de/home/Bernd.Kuerbs/Dokumente/Nasd102.pdf Regards Bernd Kuerbs

@jperl Sorry, it is not that easy. When you have some data and want to know whether they belong to a certain class of distributions you have to use statistical tables or better feed your raw data into a statistics program and try fitting. I took your binned data and entered them into...