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Let me ask the fellow I know. 2 years ago he converted a lot of .efs files for a local bank when they switched to Ensign. I will send him an e-mail.

BTW, all the .efs files and all the studies are fully and easily translatable to Ensign. Piece of cake.

You people are not listening! ANYTHING is better than e-signal! ANYTING! DTN, PC-QUOTE, RealTick etc, etc ... RUN, people, RUUUUUUUUUUN!

I would also highly recommend Real-Time paper money trading and training for a while.

I hear you.

I could show you 11 different ways to crash their software including charts. They are not that great. Compared to Trade Station, for example, charts they are quite limited really.

The things will only get worse, trust me. :cool: :)

Read the post above!

Here is a simple measurement that the guys in our office performed. Here is the formula to calculate the quote delay from e-signal. Its 1s/17.5t. It means that if you happen to have 100 price changes (ticks) a second your lag will be 100*(1/17.5) = 5.7 seconds. Normally, if you have less than 5...

Look at the Put/Call ratio!

8GB is not supported by Windows

Without an access to EBS you are doomed! The rest is just a kid's game.

I have started developing trading systems in 1992. I have tried about everything that one could possibly think of. My conclusion: Only very simple, robust, non-complicated systems with minimum arbitrary parameters work best! We are running our fund using 5 - 6 very simple, down to earth...

Well, if you know that your price deviations are purely Gaussian can you not think of betting using 1 STD rules? :cool: :D Just think; it will come to you... I promise :cool:

Ok, here is what you do. First, create the time series that is the daily close divided by the 30 day ATR. Then use 30 day long linear regression curve on it and measure the deviations from it. Plot the distribution of frequencies. You should see purely Gaussian distribution.

I agree. It does give a new perspective!

I would like to point out a little gem that, in my point of view, is relevant to this discussion. The advantage of using something similar (but not quite) to “range bars” is to present the price-time series in the format that is a lot more Gaussian than one can imagine. Example: If you take...

:D :cool: :D

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