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Hi, Im after 1-min data for US equities that feeds nicely into amibroker. A couple of years could be nice. I dont need a subcription data feed just once off purchase. Thanks. Nizar.

Thanks for that brother. Any idea on my second question?

Hi, Just a couple of questions regarding IB and its orders. 1/ Is there anyway I could set up a limit order and then set a type of exit order (trailing stop loss, market-on-close, etc) to become active once the limit order triggers ? 2/ Also, do I have to have sufficient funds to be...

Intradaybill, I trade predominantly through longterm trend following (i have since added a complimentary short term mean reversion system to the portfolio) and I agree trend following by nature has no fundamental edge. You can design trend following systems anyway you like. Though there is...

I agree with this. That's just the nature of trend following. Few can survive the flat years and drawdowns, but if you can survive the tough journey, then the rewards are there. Absolute/raw returns can be phenomenal. Below is what Jerry Parker said about mean reversion and trend...

Isn't just one long-term profitable automated trader enough to render this topic statement invalid (regardless of how many thousands who are unprofitable)? (Along the lines of the Black Swan)

LOL big call don't you think? Considering you don't even know who you are talking to. I trade right now and I never look at announcements or watch finance news. The way I consider it, my software doesn't bother to interpret announcements, so why should I ? Maybe to some on here thats a...

Im actually in the process, brother. Im trialling a triple exit system. Im entering at 10% divergence. Adding to both positions at 15%. EXIT either at: 1/ Reversion to the mean 2/ Maximum stop loss at 20% (that should never or very rarely get hit - pretty much a disaster stop) 3/ And...

Hi all, In your opinion, which is the best set up to go for in terms of ease of set up, stability, and reliability? Ami & IB OR Ninja & IB I'm strongly considering these two softwares to go with IB (i hear they are the most common) but I'm also open to other options. One...

Jonny, Even though you say your maximum drawdown is 8.9%, i assume this is on closed equity. I would expect (for any pairs trader) that the maximum trade drawdown (for any one trade) or the MAE would be significant. Of course closed equity for many of us this is the most important measure...

Can anyone tell me just how good the backtester feature is on pairtrade finder? Can you at least backtest at the portfolio level? Eg. If I invest $100k over the following pairs from 01-01-2006 until 31-12-2007 what is the return? drawdown? win%? average win/average loss? sharpe? equity...

After doing alot of work with a programmer over the last several weeks trying to code up a system using MS/TradeSim, Iv decided that the easiest and most cost-effective way to trade pairs is to in fact buy this software. I'll still do the research on pairs myself, but once I have the pairs I...

A very good point.

LOL thats exactly what the Amaranth and LTCM guys said! But that's cool, thanks for your response.

Hi Jonny. Can you read my question again brother? My question was relating to what you would do when the pair DOESN'T revert back to its mean within your expected timeframe. So you'd just keep waiting? Potentially forever? Thanks.

Hi Jonny. Gotta question for you. What do you do when you enter a pair but then a few days after entry they start diverging and actually don't converge back due to fundamental reasons (eg. one reported profit, the other a huge loss). Would you exit this pair on a discretionary basis...

Yeh I have read that book just last week. Wasn't the best. Thanks for your thoughts.

Hi everyone. Firstly thanks to jonny for starting this thread. I have been following with interest and have read the whole thread in recent days. Also, congratulations on your amazing results. Yobo, keep up the good work also, I value your input to this thread. I've been trading through...

TraderNik, Did you edit your reply?! (It just seems different now to when I initially read it). The reason Im going for IQ Feed as my RT datafeed is because Iv heard good things about them and they are well supported by Ami. I cant see any mention of CQG here...

I really appreciate your reponse. I will give them a call tomorrow and let you know.