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    Anatomy of a Day in the ES

    I am not a good benchmark to judge if it is easy or not because of my background. And I was also lost in Ensign in the beginning. What helped were the samples.spt file. You have there a few examples of backtesting. primitive but it gives you the idea of how to use this feature. The problem is...
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    Intraday Backtesting

    yes Pyro, I mentioned RavenQuote although I never used it. But the language and features makes it possible to do what I do with Ensign. Ensign has limited backtesting possibility built in (reporting is very light) but you can write/export whatever you want. So in other words, you do code your...
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    Anyone using Ensign and scanning its database?

    I agree with Dozu. why not focus on one thing. I know many of you still prefer/believe in playing with many stocks, chasing momentum one way or the other. But it is a lot of work ! For scanning, I just love AIQ. Yep, I had my scanning days too. AIQ is very good for that, and their user group...
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    Intraday Backtesting

    pyro, I was not sure you did search. that's good. the problem is this : there is no perfect intraday backtesting tool I am aware of. I wish a tool would have 2-5 years back intraday data, backtesting AND forward testing realtime too (with the same chart) reliable ! extensive scripting...
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    Intraday Backtesting

    some results from the 'search' function of this forum, with specific products http://www.elitetrader.com/vb/showthread.php?s=&threadid=1234&highlight=intraday+backtest http://www.elitetrader.com/vb/showthread.php?s=&threadid=1518&highlight=intraday+backtest...
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    Real-Time Simulators?

    cyber uses canned data unless you open an account with them, then you can login in demo mode.. anyway it was very unreliable with me (data disconnection etc..). www.aiqsystems.com and www.mytrack.com offer a simulator, not free you need to either open a brokerage account of subscribe to their...
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    Anatomy of a Day in the ES

    Kirk, yes Ensign is limited in back data. This is the major and only issue I have with them. This is a legacy 16 bits problem : you can see only 2338 bars (whatever resolution, so 1 mn bar would go back in time much less than 60 mn bars). (esignal gives back 2 months of intraday, tick data is 10...
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    Backtesting

    please specify the software it is OK within this context. thanks. tntneo
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    Bench of trading system

    still off topic, imagine the number of neos when Matrix 2 and 3 will come out. :D tntneo
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    Anatomy of a Day in the ES

    I agree. I was software architect in a previous life, and Ensign is very easy in that sense. If you don't know programming you can still use a lot of the software, just as you would do with RealTick or QCharts. But the real power of the system is when you know programming, it goes much further...
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    Anatomy of a Day in the ES

    Oh yeah, you are right. I switched to that approach afterward. but still got trouble with entry at nextbar stuff (buy stop for instance were tricky). but the biggest problem for me was to have a realtime feed working. After a while I gave up. Ensign (and I used AIQ before) is straightforward...
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    Anatomy of a Day in the ES

    tymjr I like to use a combination of targets and trailing. In fact I always do that. A part of my position will be assigned a target (with limit order sent to the market) and another part will wait until it is time to pull out. That way I can have it both ways. Gauging the market condition...
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    Anatomy of a Day in the ES

    Originally posted by WarEagle Maybe Neo would be willing to say what software he is using to develop his systems or if he is programming his own. Hi Kirk. Well I use Ensign Software on eSignal datafeed. It is similar to RavenQuote I think, in the sense it is a kind of script, but very...
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    Anatomy of a Day in the ES

    Originally posted by tymjr LOL. Haven’t we been down this road before on another thread? You’re a great guy, Neo. Always a pleasure hearing from you. :D LOL Yes, I remember. I am glad you are an active member tymjr. Great contribution.
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    Several hundred percent return a year?

    you are right magna. And I was not underplaying 200%, that's very nice. I was only putting things in perspective and specifically for traders who want to live from this. However, 50% or 100% is a lot already depending on your account size and might be the minimum you need to live from this...
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    Several hundred percent return a year?

    a remark... not all trading profits are compounded. I mean, there are methods generating a lot of money, but you can't increase size with time otherwise performance decreases (backtesting usually tells you that in front). therefore I often read 200% or 500% per year is not possible year after...
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    Favorite food for daytraders

    a light thread for a change :cool: My doctor is mad, but I don't eat anything in the morning or at 12:00... Just coffee. Food makes me sleepy and obviously that's not good. I start to eat at 3:00PM when I am done with trading. Fruit would be a good alternative. But I guess that's too...
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    Anatomy of a Day in the ES

    I know what you mean. My remark was more envy than anything else. When I use discretion it does not take long for my fear to screw up my trading. However, sometimes, when I am in the zone, discretion is a great way to make money. but this is the exception, not the rule. So for months now...
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    software for charts

    well, basically it sucks. the feed is good. and I use it. but their default charting is really a joke. there is no auto rescaling or even refresh to keep track of the chart while time passes. it is not readable etc.. the list is very long. But, this is no disrespect to eSignal. They do it on...
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    IB improvements

    cool.. OCA orders are really a nice piece of functionality in TWS. now it is even simpler.
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