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    Eurex Quotes & Data (ESignal, IQFeed, IRD/Realtick...)

    That does not bode well for the Reuters feed: I have CQG and IB running side by side: I have seen 11-tick spikes in the Bund which were shown by CQG but not by IB. And I have had trades filled at prices which did not show in either of the two feeds (usually not that far out). The IB-feed is...
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    ZN Z3 today ?

    I think there is another thread, telling that eSignal has problems with volume from ACE? ZN trades normal, see chart (times are in CET=Central European Time). Regards Bernd Kuerbs It is a 10 min chart
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    Undeclared Secrets that Drive the Stock Market

    This book has been discussed here before: http://www.elitetrader.com/vb/showthread.php?s=&threadid=9892&highlight=undeclared+secrets regards Bernd Kuerbs
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    Is the Eurex data very unstable?

    The IB bulletin says, the trading at Eurex is halted due to technical problems. This is not true. CQG and some other data vendors deliver data, so someone must be trading. J-Trader (refco) though seems to have the same problem: no data for Eurex. Regards bernd Kuerbs
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    german bund hedge?

    @peppermint Here is a chart comparing the two (10min). Tomorrow morning (european) the ZN will most likely follow the Bund. You should start your hedge now. Good Luck Bernd Kuerbs
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    german bund hedge?

    Try ZN (1oyr note) traded on ACE. See www.cbot.com. It is still trading till 23:00 CET and will resume trading 3:00 CET. The Bund will open 8:00 CET. It is no perfect match, but might do the job. Regards Bernd Kuerbs
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    IB TWS issues

    Try to check your internet connection to the us server. You may do this via the tracert command in a DOS-Box. Or better use pingplotter (www.pingplotter.com).
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    IB TWS issues

    What server are you connected to? Up to now, I have not experienced any problems here. I'm connected to the swiss server. Regards Bernd Kuerbs
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    Which Monte Carlo Simulator to use

    http://www.palisade.com Regards Bernd Kuerbs
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    Anyone trading the DAX

    I do not use a news service, but watch the times of economic news releases. Try this one, it is updated daily: http://www.derivatecheck.de/termine/default.asp Or this one, look under "Daily Commentary", there is an entry for each day listing the times of news releases...
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    buttontrader

    There is a lite version in terms of license fees: only one ButtonGrid open (there may be more, but not visible) and no Group Strategies - details are to be found at the website. The other features are still available. You did not say what features of ButtonTrader attract you? The people...
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    buttontrader

    It is a great pity you had to give up. I assume you started with the demo version? Then there is just one document you should read and certainly not all 8 of them. When you follow the path from the demo version via real time simulation to real trading there are is a minimum of 3 documents you...
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    Trade Statistics: Which deviation to use?

    @bdixon619 Guess yourself... I assume we are talking of more than hundred real trades and not backtested stuff: $300 average and a standard dev of $36 then essentailly means no losing trades, (nearly)always winning, (nearly) always gaining $300. The coefficient of variation would be...
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    Trade Statistics: Which deviation to use?

    .. So Mr. Zones swings an average $300 trade. His variance is equal to $36. ... It is an example, I know: But an average of $300 and a variance of $36? Even if you had written "a standard deviation of $36" I would suggest another name for that trader...... Have a nice day Bernd Kuerbs
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    Trade Statistics: Which deviation to use?

    a) is very wrong: the concept of standard deviation (= square root of variance) is independent of the shape of the distribution. b) is correct, use the median instead, which is more stable. To your original question: whether to use STDDEV or STDDEVP depends upon whether you are looking at...
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    Euro Stoxx 50

    Sierra Charts uses the data provided by IB, while CQG offers its own datastream and offers backfills (3 month of intraday data). Do not worry too much about the cancel fee: you'll be credited 2,50€ for each half-turn you make. The fees are due end-of-day: when your balance is negative, you...
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    Pyramiding and system trading

    @droth Since you tested commodities, did you take limit-days into account? These days might yield some profits in your testing while in fact you could not trade at all, or, even worse, would have made a substantial loss, because you could not close a position. I do not know how large the...
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    IB disconnected many times

    Ahh, you are very right: that will not work. The "target" order would trigger immediately. Have a look at conditional orders. Specifying a condition (price >= xyz.ab) for your target order could do the job. Though I do not know, where the condition is monitored: TWS or IBs server. Sorry for...
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    IB disconnected many times

    If you want to avoid this situation, you should use an OCA pair where the stop-loss order is a native GLOBEX order, residing on the exchange and the target is a simulated order, choose market for the GLOBEX. This order will be simulated by the IB-server, because it is not a native order-type for...
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    popups

    The previous posts recommended this link:http://www.microsoft.com/windowsxp/pro/using/howto/communicate/stopspam.asp If you do not have XP, look around the page, there are links for windows2000, too. Bernd Kuerbs
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