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http://www.bloomberg.com/apps/news?pid=20601087&sid=ax06VBKsx3HE&pos=6

Did you notice in Time & Sales whether anyone else got trades done at that price before it disappeared?

Which PnL boxes are you referring to? If you mean those on the "Strategies" and "Positions" tabs in the Contol Center, then do the following: - point with mouse at the boxes in question - right mouse click - select "Grid Properties" - de-select "PnL" - click "OK"

Have you seen the following? Order Flow indicators (www.tradingphysics.com) http://www.elitetrader.com/vb/showthread.php?s=&threadid=196016

I attended a free webinar, which is where I learned about the "JoeKrut diff" methodology (and see above post for my own experiences/verdict on using it). I don't have more information than that ...

I have been experimenting with the following (aka "the JoeKrut Diff" http://etrackrecords.com/index.html): 1. Track nominal account equity for each strategy on an ongoing basis (for 1 contract, or 100 shares, etc). 2. Calculate a 30-day simple moving average of this nominal account equity...

… and a laughable attempt on pgs 7 - 8 to portray HFTs as the only market makers in the market, apparently serving us all by providing “orderly markets” (like yesterday’s!) ... And also this ... Poor, poor HFTs ... l

Sorry, but the start of this letter must be one of the most self-serving and misleading documents I have ever seen; I am only on page 4, and here’s a selection of what I have come across already ... On Page 3 HFTs use technology to compete with each other, not with long-term investors...

Bluelou, Why did you need manually to manage stops and limits? Thanks.

www.ninjatrader.com

Search google for: ninjatrader brokerage partners Also visit http://www.ninjatrader.com/webnew/partners_onlinetrading_brokers.htm

Perhaps there's something useful for you here? http://www.elitetrader.com/vb/showthread.php?s=&threadid=184307&highlight=choppy+trending

I autotrade US equities, mainly ETFs, intraday. I use eSignal’s real-time data feed (NYSE + AMEX + NASDAQ, Level 1) to generate entry/exit signals (I essentially ignore my broker’s data feed from the perspective of signal generation). I backtest/optimize systems using historical data also...

Thanks.

"3D graph of the key input parameters"? Is this taking the input parameters, two at a time (for the axes X & Y), and plotting them against an optimization output (e.g. net p&l, or win/loss ratio, or profit factor, etc) (for the axis Z)? Thanks.

How true! If your strategy's long-term "% winners" really is 78%, then you may not see say 5 losers in a row for on average 200 - 300 trades or so ... plenty of time to build up a nice profit before the first big drawdown comes along ... However, if your stats resulted from testing during...

Thanks, garchbrooks Let me dust off my copy of "Understanding Statistics" once again (which does not cover DF test), to see how far I can get using your explanation ... Many thanks.

My apologies to the OP for this interruption and "Red Herring" ... I am looking for something to read along the lines of "Dickey Fuller test for Dummies". Any recommendations? I have perhaps "first-year university equivalent level" knowledge of statistics. My attempts to get from there...

Have you checked out MB Trading's platfroms? I think you get all (or most) of them if you open an account with them. You can also download some (or all) of them to try them out for free ... http://www.mbtrading.com/tradingPlatforms.aspx

Thanks for the reply, WinstonTJ I have also had a response from eSignal support: Thank you for your email. The Realtime Volume may differ from the Historical Volume due to any corrections or deletions sent by the exchange after the trades have taken place. In cases such as this the...