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    I trade ES and EUR data for BUND data

    Hello everyone. I have good data for the ES and EURO FX futures, and I would trade them for some BUND data.
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    15 minutes historical data for indexes and futures: where?

    Thanks for the info. Actually, I bought and am using their 10 year ES data and it seems quite a good deal.
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    15 minutes historical data for indexes and futures: where?

    What do you think of this? http://www.anfutures.com It doesn't seem very expensive, around 40 dollars for 10 years of ES future data. Do you think that this data at least is better (or at least "shoud" be better, if you don't know this data provider) than the data you're telling me where...
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    15 minutes historical data for indexes and futures: where?

    I am with IB, and I have all the data I want but only as far as two years ago. If anyone wants to tell me where else I should look, or even wants to sell their data to me, let me know. I found this thread here: http://www.elitetrader.com/vb/showthread.php?s=&threadid=113160 It seems there...
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    15 minutes historical data for indexes and futures: where?

    I am looking for 15 minutes historical data from 1998 to 2008, for YM, ES, SP500, Dow Jones, EURO FX, USD/GBP... can anyone please tell where I can either buy them or get them for free? Thank you.
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    IB API Stop order question

    Wow... you got me thinking, too. For the past two months I thought I was on to something as well, but as you stated - it makes no difference whatsoever. So this is useless. I might as well not use that field, and this will work all the same. Now of course I will have to check if all the...
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    How should you optimize a trading system?

    Ah yes, I see. Well, perturbation is similar to what I already did by taking the system tailored for the EURO FX (USD/EUR) and using it on the USD/GBP and the YM (future on the Dow Jones). Both systems work on those two other markets almost as well as on the USD/EUR and without changing any...
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    How should you optimize a trading system?

    No, don't worry, I am not offended. However, I hope you are wrong, and I think you could be wrong. Just because someone is not that good at Math and shies away from formulas, that doesn't mean he is in no position to make any money from trading. Maybe I am getting everything else right. And...
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    IB API Stop order question

    I am NOT using parent and child order, because I also think that it is useless and I didn't see any differences whether I was using it or not. So all you have to do is: 1) forget parent and child orders 2) focus all attention on column 31 ("AE") of the "orders" sheet, using either "0" for...
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    How should you optimize a trading system?

    Thanks for your elaborate post, DT-waw. Unfortunately, due to my little knowledge on this subject, I didn't completely understand it. For example, I don't know very much about some of the things you mention such as Sharpe. The words you used got me thinking though, even though I didn't...
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    How should you optimize a trading system?

    Thanks to hausse for the article - it makes a lot of sense. I agree with you, telozo - I also thought that I should have as few parameters as possible. Of course, it's not the easiest thing to accomplish. Because, for example I would say that one such system is "buy late on a down day (and...
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    How should you optimize a trading system?

    Hmm, interesting. I should analyze why losers lose... to the point of creating a system that never loses? I don't see how I could ever understand why losers lose. If I did, I would be able to create a system that never loses, which also seems impossible to me. If what you are saying instead...
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    How should you optimize a trading system?

    I have been wondering... how I should optimize a trading system. I created two trading systems on the euro fx. One works in overnight, and holds positions for 13 hours. The other works in intraday and holds a position for an average of 75 minutes. Once I translated in easylanguage the...
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    Sitting tight and Automated Trading

    "It never was my thinking that made the big money for me. It always was my sitting. Got that? My sitting tight!" Jesse Livermore For people unable to sit tight like me, automated trading should be the answer, but only as long as you don't sit at all in front of the screen. If you happen to...
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    IB's margin cut-off time for EUR/USD

    I see. Thank you. Everything matches now: http://www.interactivebrokers.com/en/trading/marginRequirements/margin.php?p=f&ib_entity=uk
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    IB's margin cut-off time for EUR/USD

    Wait a minute... I called IB and double checked. Now, the lady who replied from the UK desk said that regular trading hours are actually the following (she said "9.30 AM Eastern Time"): 0830-1600 (CST) And this is exactly what is stated here...
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    IB's margin cut-off time for EUR/USD

    Wow, great. Thank you very much.
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    IB's margin cut-off time for EUR/USD

    Please, someone answer me.
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    IB's margin cut-off time for EUR/USD

    Does anyone know exactly when the IB 50% margin cut-off time begins? I found some links, but it's still not clear to me if it is the same as for the YM (future on the Dow Jones), whose margin cut-off time begins at 9.30 AM (EST)...
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