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    Capturing MOC prices afterhours...

    Thanks for the replies. I did some simulations on intraday data and I can be sure that the system works even with 15:55 "closings". Can someone provide some tips about my other question: "In my simulations I have considered an average spread of 2 cents per side as slippage costs...
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    Capturing MOC prices afterhours...

    I now have read everything I could find about afterhours trading.. and I understand that this would be extremely difficult. So I am considering the preclose solution again. Actually, with nasdaq I can send simulated MOC or LOC orders through IB. *The problem is with Nyse*, since MOC orders...
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    Capturing MOC prices afterhours...

    No afterhours traders here?
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    Capturing MOC prices afterhours...

    I have designed a countertrend trading system that makes entries at Close of the day and holds positions for a few days. The exits are also at Close. The average profit is about 2% and the frequency of trading is about 5 entries (in different stocks) at a given day. The stocks I am concidering...
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    Historical Fundamentals

    Where can I find historical values for fundamentals like P/B ratio and Capitalization ? I need about 5 years of history for Nasdaq stocks. Does QuotePlus offer historical fundamentals ? Thanks for any help
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    Alternatives to QCollector ??

    I guess that you are talking about TurboFeed. However "Currently, TurboFeed offerings are available for institutional and corporate use only and do not include individual usage." Any other alternatives to QCollector for downloading data from QCharts ?
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    Alternatives to QCollector ??

    I need to download 30min bars data for the nasdaq100 stocks, so I registered to QCharts and I have tried to collect some data using HyperTools and QCollector. But here are my problems: -Hypertools: It can only collect Tick or Daily data. Not suitable for the case. -QCollector: While it...
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    How many QQQ points for 1NQ

    Yes, I want to keep fixed the amount of invested money and this is not possible with big lots such as those of NQ. Stocks are better for money management. By the way, could you or someone else mention the usual spread for QQQ at both typical and extreme days ? Thanks
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    QuoTrek from eSignal

    Thanks, and just one more question.. Is it required that my provider should be one of them listed at the esignal quotrek site ? I ask this because I am not located in US, but I can have access to internet (through a local telecom network) via GPRS. Is this gonna work or I have to go with...
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    How many QQQ points for 1NQ

    "I have run strategies which work on the clean ticks of NQ on QQQ data and the results are significantly different." Hypostomous, do you think that someone could base his signals on NQ real time data and place the trades on QQQ, for better position sizing (smaller lots) purposes ? I am...
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    qqq vs nq

    Yes, the additional commission costs slightly downgrades the profitability of the system, but the equity curve remains excactly the same. I assume 2.4$ per side per contract for NQ, and 0.005$ per share for QQQ (IB rates). My concerns are mostly whether other factors such as wider spreads or...
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    QuoTrek from eSignal

    Is it possible to use a pocketpc connected to internet via GPRS, to utilize Quotrek ? Speed of connection is about 3.5 kbytes/sec. I wan to watch just 2-3 symbols. Thanks
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    qqq vs nq

    I have designed a stable system that trades the nasdaq e-mini and I have done all the bactesting with continuous contracts data. Since my system produces just 2-3 trades a week (low comission expenses), I am now considering of QQQ as an alternative to NQ, for better position sizing purposes. But...
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    Disktrading data

    Dows anybody know if they have quited ? I am trying to contact them at disktrading@is99.com and order@is99.com but both addresses seem to be inaccessible. Is there anyone here that bought data from them the past few days ? thanks for any help
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    NeoTicker vs. eSignal

    Yahoo-groups are terrible indeed. It is very bad that Neoticker has not an organized support and interaction community such as those of Wealth-Lab, TS, and eSignal. The first time I visited Wealth-Lab site, I remained there for about half an hour reading some posts over the board. And of...
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    Wealth-Lab questions

    Is it possible to feed WL with data from myTrack for intraday trading ? Could I have a portfolio of stocks/futures, each one being traded by a different system ? I mean ... I know that I can backtest one system on many stocks ... but is it possible to have different systems running at the...
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    portfolio of systems testing

    Some more questions... Is it possible to feed WL with data from myTrack for intraday trading ? Could I have a portfolio of stocks/futures, each one being traded by a different system ? I mean ... I know that I can backtest a system on many stocks ... but is it possible to run different...
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    portfolio of systems testing

    Does anybody know if WL is able to "export" a system's signal (..."buy ES at 900, quantity: 3") to an other application (for example an app that would execute orders sending them to IB) ? I mean... is it possible to use WL for real intraday system trading ? thanks
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    Mechanized Trading Systems

    marketnoize, as far as i understand, this way you can retrieve quote snaps and time and sales information for a symbol. I wonder however if this is a handy format of data to built a database with that should contain intraday intervals (1min). Do you use time and sales information to...
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    Mechanized Trading Systems

    thanks to all of you however... fmbarron> I cant find any API at NeoTicker site. It seems to be a front-end platform that uses feed from external vendors. trader42> after some hours of research and chatting with myTrack stuff I found that they offer just 15 days of intraday...
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