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    10 000 in a row

    It's still itzy bitzy teeny weeney ...
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    10 000 in a row

    Is it possible? Yes. Is it likely? You can estimate how likely as follows (which assumes the probability of a single winning trade is binomially distributed, and also that the probability of any trade winning is independent of the wins and losses that have gone before ... all of which...
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    NinjaTrader: Plot every tick of price movement in line chart?

    single tick range bars? single tick Renko bricks?
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    intraday vs extended hours growth

    Thanks
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    intraday vs extended hours growth

    What was the issue? Thanks
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    setting stops in automated systems

    Have you looked at the "Swing" indicator in NT7? ... should be there among your list of standard indicators.
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    Order Flow indicators (www.tradingphysics.com)

    What aspects of order flow are you interested in? Am not familiar with options trading, but am guessing the following might apply ... In addition to strike and size, there's: - order type (limit, market, stopmarket, etc) - order "operation" (submit, change, cancel) - order "age" A...
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    S&P CNX Nifty Mini-Future

    Can anyone tell me point value and minimum tick size? And direct me to a link with this info? (I'm referring to the Rupee values on the NSE India traded contracts... not the US$ on the CME Group traded contracts.) Thanks.
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    Good books on probability and stochastic processes

    Understanding Statistics - Graham Upton & Ian Cook, Oxford University Press 1996 ISBN 9780199143917
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    Data Feeds that Match Bar Opens and Closes?

    These are time (5-min) bars, constructed from the underlying tick data. The tick data is a record of last traded price and volume at each time a trade is transacted. As trades occur whenever a marketable order crosses a resting limit order, ticks will occur unevenly spaced in time (i.e...
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    Data Feeds that Match Bar Opens and Closes?

    Could you post an example, where you consider tick data not to match OHLC of a bar? Thanks!
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    Ninjatrader line alerts?

    http://www.ninjatrader.com/support/forum/index.php
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    Got my fingers burnt!

    You don't mention a "forward test" ... if you are not doing these, add them to your process before you trade "live" ... and run them for long enough to ensure you can build a decent picture of how the strat behaves against real data ...
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    Need help on a program

    www.ninjatrader.com
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    Automated Option Trading

    Are there any retail platforms for Automated Option Trading?
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    Calculate volume needed to move stock?

    How about using "Third Law" here ... http://www.elitetrader.com/vb/showthread.php?s=&threadid=248586
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    Calculate volume needed to move stock?

    Are these the ones? Amihud (2002) http://www.cis.upenn.edu/~mkearns/finread/amihud.pdf Pastor and Stambaugh (I forget the year) http://papers.ssrn.com/sol3/papers.cfm?abstract_id=279804 Chordia Roll and Subrahmanyam (2005)...
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    making market

    I would just give it a go. If you'll be market making by hand, you'll be well positioned to compete with these guys ... http://en.wikipedia.org/wiki/High-frequency_trading I would suggest you take just small steps to start with.
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    Compound Bollinger Band Range Tactics

    ... but his estimate may be closer to the right answer than the man with just one!
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    Compound Bollinger Band Range Tactics

    Assuming by “compressed” you mean that all the lines either above or below bunch together … 3. When upper is compressed but lower is open… … price is keeping at a level relative to each SMA (i.e. 10, 20, 30, 40) that is towards the upper end of “average” range during the...
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