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What's the statistical basis for it?

It's a third party provider. Normally you'd have to pony up $600/month for Oanda's API. But these guys cover that and just charge 0.25 pips per trade. The implementation language is not MT4 unfortunately but a Javascript derivative. Still, it seems to work pretty well.

Glad to see you're still alive nuke. I started working on an FXSpyder script (automated front end for Oanda) to implement some of your ideas. Unfortunately I got side tracked on another app for stock day trading. When I finish my phase 1 of that, I'll look back into the FXSpyder stats trading...

I did experience momentary cognitive dissonance when I read that. And I felt so bad for the poor, poor lady who had to scrape together the extra $40 from her meager income to buy her Mercedes. :cool:

This fellow has ES tick data going back about a year. Plus he has some coolio backtesting and simulator tools.

Could you screen cap an example L2 screen when it's convenient tomorrow? I'm on IB and have market depth, but I don't think that's what you're talking about. There's also ARCABook, Nasdaq TotalView and NYSE Open Book available on IB, but they're all premium subscriptions. I'm currently...

Source please?

I agree on the Pelosi observation but not necessarily the prez. Pelosi has crazy eyes and is a liberal true believer. On the other hand, Obama is a truly analytical person. It's too early to say what he'll do, but I think he'll listen to all sides and hopefully make the right decision. (i.e...

Hey NoDoji, are talking time&sales (tick) data? L2 data is market depth isn't it?

Har! Me likes fit women.

At least he didn't call it a "Ponzi scheme"

I'd often wondered myself if there wasn't an artificially created bias due to this anchoring in clock time. Just like there are "magic" numbers in price (e.g. decade numbers) maybe many systems are triggering nearly simultaneously based on bar time.

I'm pretty sure it's a RAM issue, at least on my comp. I'm going to try that command line switch someone earlier suggested.

I get freeze-ups and I suspect RAM starvation as well. It mostly happens when I open another TWS window and then close it. For instance, if I open the account window or a chart and then close it.

I'll agree to disagree, though I concede there is *some* performance improvement in the new processor architectures. I'd love a new Core 2 Duo, but I don't need the performance for what I do. The DSP guys in my department *do* need that kind of horsepower, but not lil ole me.

For me, it's whatever is moving today. I look for stocks showing big gaps or unusual volume. By unusual, I mean like 2x normal.

I know that with XP the registry does get bigger and more convoluted over time. I really don't think these registry cleaners are worth it. A clean re-install is best.

On my 5 year old PC at home, I just swapped out the original 30GB hard drive for a 160GB for $40 and reinstalled XP on it. The performance improvement was remarkable. My wife said it was like I'd given it a brain transplant. Mostly I think it's due to going from having 15% free space to 90%...

Keep in mind as well that since you're short the *back* month, you'll be considered naked by many brokers, even though you're technically hedged with the front month long. I guess the reasoning is that if you're waffled by a bus (i.e. can't manage trades for some period of time), your hedge...