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One thing Ive noticed with IB on the BOBL is that if you leave the charting going and then close the chart and then reopen it all the price bars have changed! Meaning that the only way to get accurate charting from them is to leave the charts running all day. Meaning that they are useless when...

I would of thought that any global standard for information exchange such as FIX should basically do its best to offer true real time access to quote feeds. Because this is not possible without crashing the system the feed is bottlenecked so that it only changes once every 100 ms or so at ib...

I too would appreciate if anyone has any information on this... Tick data at one second frequency is way too slow. Can anyone confirm if this is true? Basically I.B's feed as far as I know updates once every 100 or 200 ms so a good ATS would need to be able to match this in order to perform...

Just got back to the office... The ES is one instrument that I know to be so choppy that I wrote it off as a viable investment vehicle a long time ago. Ditto most other futures. Although theres a lot of liquidity I would never go anywhere near that thing. Its just not trendy enough to overcome...

Thanks for the attachment... As i say Im pretty distrustfull of that kind of testing and would probaly favour paper trading and forward testing in order to be as accurate as possible with the assumptions that a backtest requires. Put another way I think if you can get the tests to work forward...

Why would someony call themselves chipmonk? Gee i wonder... Maybe hes a smurf or maybe he like microchips with embedded logic. Actually the greatest secrets kept from the public pertian to money and thats why there always a disturbing lack of clarity over key issues. Probably the biggest...

Lemming pinhead trader or piker is 2 words commonly used to describe someone who trades like this. All products move this way the problem is that futres are really shitty and really only the US stock market and the currency markets are worth looking at. Ive built systems like this for 500...

Sorry that should be higher lows when going up and lower highs when going down. I think I may have messed that up. As far as the equity curve Id be wary of listening to others and see for myself if it works or doesnt. The thing about those sorts of tests is the assumptions that you use to...

Then he'll rent 27 servers for 20 USD dollars per month each. This is 540/month for those What aRE really good at maths and hell use those to paper trade the same sort of thing on USD/CHF, USD/EUR, and USD/GBP for EACH time frame using the most accurate possible paper trader to simulate the...

A big trader in say London will then do the following... Hell like ECN's only because they are transparent meaning that banks are literally offering liquidity to be clicked off of rather than requesting a quote from said banks. Dont worry too much as to what this means just remeber not to...

The 6:01 to 6:02 bar reads the the bar information for this period as having a High of 4666 and a low of 4662 so now the new buy stop level is 1 tick above the 4666 level at 4667 and the system stays short. Now if your looking at the right chart youll see that this selloff continued until 6:13...

Having gotten us short now we only switch to long when the buy stop is hit. This buy stop is constanly updating every minute according to the last bars HIGH reading. This means that at preciesly 6:02 AM the original buy level of 4670 is cancelled by the ATS and is removed from the server as a...

In this case the 6:01 AM to 6:02AM bar read the information for this segment as follows: OPEN:4666 HIGH:4666 LOW:4662 Although the buy didnt execute the sell stop was hit and we are now short. If you reading this right now you may still be able to see this for yourself by selecting VIEW...

So the 2 orders are for 1 tick above the high and 1 tick below the low. One is a buy at (in this case since its a crappy bucket like fxcm) 4670 1 tick or 1 pip above the high from the last 6am to 6:01am bar reading. At IB this would at 4669.5 since the tick size is only half a pip. A sell order...

So Ive switched the time frame and am using zoom to look at small segments of the days trading in more detail : now what? Firstly remember that all the tape is a series of higher lows when the market is going up and a series of lower lows when the market is going down. This means that we can...

Ive decided to become the traders best friend and tell all on these pages right here today. Now I anticipate that this will cause a few elements in society to discredit me but this information IS PUBLIC DOMAIN and cant be construed in any way as a hostile act. First tape reading...

$3 Per USD 100k (not $3 per base currency unit, like before),

http://www.elitetrader.com/vb/attachment.php?s=&postid=2018854 Screenshots... Also how should the volume available be read. Is 5 meaning 500k or 5 million?

Im only familiar with I.B's forex. Is there a commision fee for hotspot retail and forex trades like I.B or do you just pay the spread?

http://www.mfglobaldirect.com/trading-tools/quotes_body.cfm