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  1. U

    Why does ET countertrend powerful trends so much ?

    No. (This is a renovated version of the old random walk theory.) ... that bottoms and tops are managed by big pockets. (How could it be different)
  2. U

    Short DAX at 7740

    ohoh, EUR overextending to the upside. Hot index action in the early morning. Might become a bad day for the bulls.
  3. U

    Do not attack the robots

    To save google time: http://www.interactivebrokers.com/en/general/about/mediaRelations/12-15-04.php?ib_entity=llc it says: "IB's market-making affiliate Timber Hill"
  4. U

    IB Futures Intra-day Margins

    +1. Also one might think that a modern electronic system might be able to distinguish between an account holding 1000 YM (which might cause a liquidity problem) and an account holding 1 YM (which will never cause a liq. problem no matter what time of day).
  5. U

    Zen Fire Disaster

    I see Mirus is on the list, but then they sell Zenfire (packaged Rithmic, as you say). So which brokers are providing "pure" Rithmic?
  6. U

    Curve fitting program recommendation

    Please recommend a program to perform curve fitting. I have some data series of self computed indexes on which I'd like to check if some formula can be found that consistently describes the data. The data series is 1 data point per second over 8 hours. 50 days of this series exist...
  7. U

    On storing tick data in binary files with C++

    This may sound like an off-topic question: Do you have more experience with other languanges (like Basic, Java..)? Might make work much easier.
  8. U

    On storing tick data in binary files with C++

    It might be worth thinking about keeping the file(s) open. Reduces overhead from repeatedly doing the open/close.
  9. U

    What's the best way to visualize 4D data?

    Color coding the 4. dimension? e.g. 0..255=shades of red, 256..511 shades of blue ....., just to give a rough idea. Can take this to any level of sophistication.
  10. U

    Latency problem from Europe to USA

    How should PocketChange's statement not be true? The 6 updates per second on IB feed are a fact and not disputed. (Sometimes you can get better values but you can never be sure.) 6 updates per second (=1000ms) -> 1000/6 = 166.6 ms time between updates That means: If you get a price...
  11. U

    How much would you need if there is a collapse

    There is a quite good solution for water purification (needs no electricity, chemistry, complex apparel and so on). You'll find many links to it, here is one: http://ultralighter.blogspot.com/2009/01/so-dis-is-weightless-water-treatment.html In short: Take transparent plastic bottles...
  12. U

    What indicators do big-time professional futures traders use?

    Care to elaborate? Links?
  13. U

    Short DAX at 7740

    Long 6286. First target 6317. Second target 6400.
  14. U

    Visual Basic

    Easy to see that you don't trust your programmer (even with the most basic decisions). In this case it will be unavoidable getting disappointed in the long run.
  15. U

    Short DAX at 7740

    Looks, as if EUR (EURUSD as well as EURJPY) is due for a shakeout to the downside.
  16. U

    How to calculate this ?

    Trying to solve this, there may be some error still in the formulas. Didn't really try them. Please tell if there is some problem. First you don't need the angle therefore you don't need arcsine etc. Ratios will be sufficient. In general it can be used that x2/y2 = x3/y3 because this...
  17. U

    Is there an easy way to dump historical bar data from TWS?

    ... or you might look into the Excel API demos which also include code to fetch historical data and need only minimal tweeks. Then you have the data in Excel and it's only to do "File Save" to store the .cvs file.
  18. U

    How to use this Bollinger?

    Not sure if the question was formulated precisely enough: When should a short position be entered based on this chart? What would you suggest as a help to decide when it is time to go short if price moves as in this chart?
  19. U

    How to use this Bollinger?

    The yellow line is an upper Bollinger band. It seems to be respected quite well. Please give suggestions how a trading strategy might be designed that would take advantage of it. (In this sample multiple times intitiating a short when the Bollinger band was touched would have led to a...
  20. U

    how do you judge Mirus-Zenfire is better than TOS

    It's not about something that normally can be seen with the eyes ('cause it's happening too fast). Looking at the raw data and comparing the single ticks the difference is immediately obvious. If you are not using programs / indicators that need accurate data it surely makes no difference.
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