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Hey guys does anyone have tick data for the last 3 contracts/9 months of ES for 2012? ? I am missing this.

It seems to get good reviews here: http://www.elitetrader.com/br/index.cfm?action=view&R_FirmID=237&start=6

Hey guys, is Mirus futures a good broker to use with Ninjatrader? Was wondering about execution speed. Mirus offers a ridiculous amount of leverage for intraday ES contracts at $500 per contract whereas, IB is $2375 I think.

Here's another one they should improve - equity curve smoothness.

Yes, I was lucky because when I became interested in this stuff, I found out that my ancestral tree was fully documented for the first 6 generations by other family members, and about 60% documented for the remaining 4 generations before that. You should definitely sign up for ancestry dot com...

Very cool info. I'm half southern and half northern. My ggg grandpa for was killed in TN in 1862 31st Alabama Infantry, Company D, gggg grandpa Bodine fought in an artillery unit for Alabama. A great uncle on the northern side was killed in 1864 in Virginia for a New York company.

This case just proves a lesson, if you live in NYC, do not go upto that hood because if you run into the thugs who live there, only bad things could happen. Id im not mistaken ive seen this very same group of bikers parked along the west side highway myself.

...You have the right to remain silent when questioned. Anything you say or do may be used against you in a court of law. You have the right to consult an attorney before speaking to the police and to have an attorney present during questioning now or in the future. If you cannot afford...

Hey guys I have a question, I'm looking to add a data series in NT, the CDX CDX Investment Grade Index (CDX.NA.IG) for credit default swaps but its not available for the data provider (Kinetick). Does anyone know an index that would roughly approximate this basket of credit default swaps that is...

Agree, Agree, George W Bush and also Bill gates. If im not mistaken, both were DWI.

Lucky for me, no arrests but have had some runins with cops.

Listen to this, I had members of the FDNY physically attack my car with their fists. IT was because I didnt realize they were attempting to park the fire truck and was attempting to pass them, with them just standing out in the street. That was at 125th and 3rd avenue in Manhattan. Decided not...

Just for fun, have you ever been arrested? For what?

Fights are pretty common in nyc. I've also had my car punched.

Wheres the chart?

No, the profit factor is like 10,000 gains 1250 losses. ES intraday.

Yes, thats the right calculation, but what I suspect will happen is that slippage in live trading will knock it down to 2.5 or 3.0PF so 8.0 is a pipe dream.

Thanks for the advice guys. I also did a monte carlo simulation and it showed pretty good stuff. PF for the optimization for 2011 was around 8.0, the unoptimized years 2010, 2012, 2013, 2009 were around 3.0-4.0 PF per year for an intraday sytem. Perhaps that would imply that my system is only...

Has anyone studied volume on ES? There doesn't appear to be any correlation to volume and price movement, if anything its negative.

Is there a way to determine the degree of curve fitting in a sytem? Also, what are the odds that my systems passes the out-of-sample test simply by random chance?