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  1. M

    Hot Keys - Buy Ask +.05/Sell Bid -.05

    Problem with resting limit orders on a lit exchange usually don’t get hit until the market passes through and your bid is now on the ask. A lot of order flow is through dark pools and brokers dealing with firms who are paying for customer order flow. So market is say 10.00 and 10.05. You...
  2. M

    Those WTH trades/charts?

    I thought I've seen some weird price action before but this one was real odd ball. Got in the trade at line around 11.50 on a pullback, took half the trade off at the green line. I moved the stop to just half way between entry and target afterwards. The candle with the big wick up was on news...
  3. M

    Suggestions for improving a Walkforward test?

    What’s the value of trying to erase this one bad year? Perhaps trying to modify this sample will just lead to a drawdown in a future year and your model will underestimate possible risk...
  4. M

    Amibroker

    Sure theirs a prettier way to do this but try C<= ref(((H-L)/2)+L,-1). This will give you the value at halfway through the previous bar. Your code gives you half the bars value.
  5. M

    Amibroker

    https://forum.amibroker.com/ You’ll find quicker help there however your question is a bit confusing to me. 50 percent of what? The close? The previous bars range? Also “buy” will accept Boolean statement so true/false ( 1 or O). On my phone here so this is just pseudo code, you’d want...
  6. M

    How is histdata.com for historical forex?

    I’d ask myself if I even needed volume. Personally I’ve never tested a strategy where volume added any benefit besides determining if a instrument was liquid enough. Forex volume sounds impossible to track seeing theirs no central exchange.
  7. M

    Question on day trade limits. *Noob*

    The only problem I could see is hitting stops too soon. Pretty sure PDT is based off settlement dates so your still looking at holding for 3 days. Don’t quote me on this. As a Canadian we don’t have this rule. We don’t even adhere to the free riding rules on U.S markets for some reason
  8. M

    EA games and Apex Legends

    I’ve been playing it. Won’t be going professional anytime soon lol. Keep telling myself all I need to do is get super awesome at a video game, start a stream, get people to watch it, and then I can rake in 20 million plus a year from YouTube and twitch like Ninja for instance.
  9. M

    EA games and Apex Legends

    Like stated above, I don’t think you’d see it push EA’s revenue up with the wide arrange of their titles. Believe you’d see FIFA and Madden games are their big titles especially FIFA on a global market. Plus for every winner theirs a flop. Anthem doesn’t look promising from reviews I’ve seen...
  10. M

    What is forex correlation?

    Not ever trading forex, I can assume that taking a position in US/EUR and US/CAD at the same time on a similar pattern would not be a good idea. Your position would be twice your expected risk/size. Run into similar issues in stocks. Gold miners as an example are highly correlated to gold and...
  11. M

    Intraday ETF data

    http://www.mechtrading.com/qcollector/esignal/faq.htm Another option is a month of IQFeed and qcollector. Be like another 120$ or something from IQFeed. They should go back 15 years or more at 1 minute level. Their demo has a history limit of 30 days or something. Not sure if you’d have to...
  12. M

    What is good book on high frequency trading?

    That’s the podcast I mentioned earlier. He doesn’t go too in depth on strategies as his old business is still trading but still interesting.
  13. M

    What is good book on high frequency trading?

    I don’t know if you’d find much besides something like Flash Boys which doesn’t get into the technicals of it. It’s kind of just kept to the industry as no retail investor would have the capital or time to try and compete. Plus their all slowly edging themselves out. Might be room in the options...
  14. M

    How do you deal with earning?

    I’ve personally never researched or tried to develop a strategy around earnings so I just avoid them. I have nothing better then a coin flip on it.
  15. M

    Data feed for intraday market scanner every 60 seconds

    http://www.nanex.net/2019/ Could try shooting them an e-mail. Not sure of cost but wouldn’t be cheap. Did see some posts here more recently about having some issues when they stopped using DTN(IQFeed) as a partner. Believe they were handling the billing and data requests but they’ve since gone...
  16. M

    Transfer money between brokers by trading?

    Sounds like some offshore forex brokerage racket Robert.
  17. M

    The 80% rule

    I think you’d have to be naive to think in a competitive marketplace that any profitable edge with 80 percent win exists.
  18. M

    How can I get live real time data without paying extra fees?

    May I suggest just buying the data... it’s just part of the business. The amount of time people spend looking for free stock data. Makes me wonder if most these guys have internet at home or just chase Macdonald’s wifi around.
  19. M

    how stock should respond when company declares belly up (banktuptcy)

    I be curious what maintenance was the issue. I’m an electrician, not a linesman but in my part of eastern Canada, our provincial utility company pretty much waits for poles to fall over before fixing whether it’s from trees falling or just old wood. I could drive down a lot of country roads and...
  20. M

    Stocks trading between bids and offer

    Dark pools and market orders sold for order flow. If I send an order through my broker, their required to get me the best execution. So the bid is .95 and the offer is 1.05, their required to seek out the best price from the SIP. I want to buy at market, my broker checks with their buddies...
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