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  1. D

    Poll: Long, Short, or Even

    Topping my foot. As they say, never short a dull market.
  2. D

    Price Improvement and 2 min rule?

    Where do you think the NYSE got $139,500,000 to pay its CEO Dick Grasso?
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    fauxcrisis relief play LONG

    On Friday, in addition to the power outage, we will have to digest an options expiry and so-so Dell earnings. We may have a relief rally on Monday, though.
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    Any thoughts/comments about Businessweek article on Nasdaq?

    Sooner or later, all stock transactions will be executed electronically, as they should.
  5. D

    Are there options on SPY??

    Then there are DIA and ES options.
  6. D

    Filtering IQFeed bad ticks

    Here's a good, and easy to implement, solution: for each ticket symbol, using robust statistics (i.e. median) estimate the max. distance between consecutive ticks, and filter out outlier ticks. Throwing out a few good ticks is not nearly as harmful as letting a bad one in.
  7. D

    Filtering IQFeed bad ticks

    For example, the Keltner Bands are calculated using the ATR of N consecutive bars. An out-of-bound tick results in a very long bar which in turn widens the bands.
  8. D

    Filtering IQFeed bad ticks

    QQQ and SPY
  9. D

    Filtering IQFeed bad ticks

    Quotetracker works only if a bad tick is in the highest/lowest bar in a chart, which is not always true. Ensign has a spike filter that does not work.
  10. D

    Filtering IQFeed bad ticks

    Is there charting software capable of filtering IQFeed bad ticks?
  11. D

    IBTrader

    What can IBtrader do that TWS can not?
  12. D

    Adding to positions

    By definition, adding to an existing position lowers the reward-to-risk ratio.
  13. D

    Mechanical ES system

    Can't beat tradng with a 20/20 hindsight! :D ---
  14. D

    NYSE 'investigation'

    Just say "NO" to street crooks. Stocks ought to be traded the way e-mini's are.
  15. D

    Anything better than Stochastics???

    Stochastic is a counter-trend indicator. It works as long as one takes postions in the direction of a trend, and uses stops to protect against a trend reversal.
  16. D

    Charting software for pairs trading?

    To answer my own question: BigCharts.com has a %compare indicator that is suitable for development of pairs trading strategies.
  17. D

    IB's Friends and Family Account

    I opened a F&FA hoping to make it easier managing eight individual IB accounts that belong to myself and my family. Unfortunately, there was no way to transfer an existing account under the F&FA umbrella, and I did not have time to go through the "new account" /"transfer" sequence, times eight.
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    All indicators useless?

    All indicators are indeed useless - except in the context of a trading system.
  19. D

    Charting software for pairs trading?

    Hello, Could someone recommend charting software capable of displaying the intra-day performance of a pair, preferrably in real-time?: i-d perf = symbol1_%change - symbol2_%change Thanks, dis
  20. D

    Siege

    We rolled right into a trap Saddam set for us, and are backpedaling. Both Plan A (decapitation) and Plan B (storm) are already history, and we a left with Plan C (siege a.k.a. quagmire). If this is success, what is failure?
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