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LOL stupid spell check :D

This is without doubt. They just save and save and save.. if that is put into the markets this would certainly increase demand. Isn't if funny how a slow evolving change in the banking industry would be suddenly noticed by the investment world? Physiology sure does play a role!

Are there then just not enough other market participants to warrant an ECN during this time? This looks like the case.. probably better to not offer a product than a shabby one for 30 minutes.

I don't mind the 30 minutes of down time, but what I do have an issue with is the timing of those 30 minutes. I use Trade Station and have a few end of day trading systems. TS calculates the EOD just 3 minutes before IdealPro shuts off. Right now I have only a few systems and they can be...

Really?? 10% + per month??

There are cycles for sure, but it seems to me Japan was in more than just your regular 'down cycle'. There were serious banking issues and I have really yet to investige more into why this is not an issue anymore.

riskarb, Do you work at a bank such that you have access to EBS? My partner and I have been looking for an interbank/open platform for some time (tried COES..but there were issues) now onto IB's IdealPro. Our system REQUIRES there to be multiple bid/ask quotes from multiple parties. If you...

I would not get too down on yourself if these results are within the confidence band you have designed for. I'm guessing that your back testing has seen even worse draw downs and given the upside that I see in your system, this is just a part of the ride. Good that you understand what caused...

Does anyone here use Java to connect to IB's API? Is there any source code available or someone willing to share? At the moment I'm just trying to log currency data, nothing fancy. Thanks in advance! Granville

I agree, I have to bookmark threads that I like because they seem to get lost..even in the search option they can hide.

I have had success testing BB's, but in general if I was using them as a break out indicator - they performed well in trending markets, when I used them as reversal indicators, they did well in range bound markets. After seeing this many times, it is my opinion that what really makes money is...

The first 30-45 minutes have some of the best trending moves of the day. If you miss those, you really do miss out.

Helder, I just downloaded this paper (for the second time... I DL it also when you first posted it). I'll try working through it again, but would you mind explaining the method you use? From what I understand, you engineer the risk of a portfolio by adding/reducing bonds and or stocks. By...

I purchased the data from the exchange today. Indeed this seems to be the case. I wonder how many people see this and are chasing after the same entries/exits at the same time. My bet is that I'm seeing fools gold, but I will try applying some game theory to this in an attempt to get the...

At the moment, I trade currencies with a hold period of about 20-30 days. I do have a growing number of intraday systems on my computer that would be profitable if I could only overcome the fees. Ideally, I would love to have a system that wrings out all the profit in a market (intraday) and...

Yes, it does help. I made the call earlier to TS and it will only cost $20/month for the datafeed. I'm also using larger time frame intraday bars against the index for testing. Moving from daily to intraday is whole new animal. Best, Adam

thanks, I would be trading just 1 contract. I don't yet throw a 'big line'. But I am fishing for a HF system. I trade through IB, and work out systems on Trade Station. A problem I have with Trade Station is the availability of some intra-day data. I can only look at the index intraday, not...

I'm working on a high frequency trading system for the ER2. For any of you who have experience trading this contract could you suggest values for the following: Slippage/Contract: How efficient is Globex at filling stop orders? What is a reasonable expected slippage? ER2 VS Index: How...

Well done Samson. Nice to see people do well regardless of where/how they start :)

I know what you mean. After I registered all my trades started to make money and I retired to Bermuda where I now live on a beach :) You can visit my trading blog at …. Seriously though, my methods have improved since first visiting this site.