Search results

Unless his method results in greater stops on trades that have a lower probability of becoming winning trades (in which case adjusting size on those trades is not what he should be doing,) this makes no sense. You can optimize a positive expectancy system, you can't 'optimize' a loosing system...

If you are using a satellite then the additional delay will probably be a fraction of the lag you are already experiencing. I am in Europe and pulling data from Townsend Analytics servers and get 250ms ping times, you are probably getting 4 to 5 times that. Open your msdos window and use the...

still, i don't think this requirement will save your test. in my "raging bull" example above, it is really easy to define a corresponding system: buy a basket of nasd100 stocks at the open, sell N days later, repeat. profitable, yes. your test passes, yes. skill involved, no. What do you...

It's all about probabilities. There's a small chance, that in the last 5-year period NQ100 index prices were moving just just like random prices. I have to check this issue on other indices. I'd say that's a very small chance, which might be more obvious to those who lived in the US during...

Baron Something seems to have changed in the way elitetrader.com stores information on updated threads since last visit. The session cookie doesn't expire after 15 minutes, and closing and opening the browser doesn't update the new thread info either, which means (I think, but then I'm no...

And you adjust position size using what criteria, exactly? If you knew in advance that your trade will be a loosing trade, instead of reducing the size at entry, wouldn't it make sense to either not enter at all, or take the opposite side? I thought I had to find a way to be right more...

T&S chart :) voodoo

http://www.realtick.com/subscription/analyst/features.asp Yes, it's the full version minus level2 and time and sales window. There is acctually a way to get time and sales during market hours, you can open a T&A chart and doubleclick it. There are more options if you want a Real Tick...

uh...I think I just voted for an hour limit, meant to vote for the 15 minutes. :O voodoo

I don't think it's legal for you to trade someone's funds without a licence, friend or foe. You might have a problem with one of the state regulatory agencies. voodoo

That never happened before in my over 2 years with Real Tick. Threre was one other time when servers went down due to flooding in the Chicago area, but other than that Tal feeds are very reliable. Also, MB support is always very responsive and quick to fix problems. voodoo

Find out if the quote data vendor you are using now can add the cme feed to your data feed. This is free of charge, though it requires that you request it and sign some forms. This is a CME promotion and will end in a few months. voodoo

One more thing. When you go to Yahoo Finance, and click on Symbol Lookup, then choose alphabetical listing, you will have the option to view sector/industry listings. I think companies are listed in a particular sector according to some wall street standard. Does anyone remember what...

That market topology site is really amazing, not something I would use for trading in real time except maybe to get some trading ideas on stuff like pairs trading etc. But I did get a really cool-looking wallpaper from there. :) Moby data is the best site on indexes I have found so far...

You could trade the NQ (Nasdaq 100 E-mini) and ES (S&P E-mini). That's what I'm doing, partly for the same reason you are interested in them (account below 25k.) Go to this thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=2891 As you can see with 4.5K you should be able...

I wrote above that an ARCA order for 600 shares at 89.98 would get 500 shares from ISLD at 90.0 (even though there are 592 available at that price) and 100 at 89.98, in other words it would get the prices as shown on level2. I don't believe that is correct any more (if it ever was,) since ARCA...

who the hell buys 108 shares of a stock?????????????????????????????????????? Look who's talking, you bought 8. Once this sort of thing starts, the partials continue until the price moves away and people cancel their orders, and sometimes not even then. Then those who have partials left...

Nextrend is currently offering real time e-mini quotes free for six months. I use it and it's pretty good. Not a great charting package but it works for intraday. This is a CME offer, not specific to Nextrend. If you are already paying for a data feed/charting package from any of the major...

I especially like the ability to "Mark all forums read". That makes it handy to "reset" the boards. Then the next time I come back I can just see which threads have new content based on the "flag" right from the home page. You don't have to reset the boards, the next time you come back all...

There is always this, if you want to call this a chart: http://www.cme.com/prices/charts.cfm If you go straight to http://www.barchart.com/ And check the chart option in the 'select a commodity/future' section, then on the left chose custom charts, you'll get something a bit better...