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- Trading fixed income and FX. - Would like to backtest candlesticks mainly but also combined with moving average, bollinger bands etc. - Prefer if system already has patterns etc coded but can do myself. - Ability to code generally. - Don't need to execute with it. More just do testing etc...

Has anyone got a decent program for backtesting market profile? Short of coding my own I was wondering if anything already exists. Just want to be able to say things like if today tradesinto yesterdays value do this etc. Thanks, Neil.

Wanting to run a black box type system on LIFFE where it is connected to a computer and the computer then places trades on the exchange. I''ve had a look at www.easyscreen.com and they have an API but it's £10,000 upfront with £530/month running costs. IS there anyone else that is...

Apart from reading the books etc. is there anyone who is really good at teaching and coaching market profile please? Anyone every used anyone like this? I know there are a lot of people who offer this, and I'm not looking for a "how to use TA person" I already use market profile and just...

I think it's about £800-1000/month for eurex and liffe.

oops. it's tradermade. Yes, I agree CQG is fantastic but too pricey (I work for a bank but would like to have something a little easier to use than Aspen). Agreed, if I was punting from home I'd have CQG or somethng similar. Guy next to me uses CQG but he's a senior trader - so he gets stuff...

Hi, I'm currently using Aspen for my charting, primarily because it's the cheapest. It seems okay; the market profile works, they have overlays (so code which puts symbols on the screen when, say moving averages crossover etc.) but the problem is it just doesn't "feel right2 if that makes any...

eurex. bobls and bunds.

Hi guys, I've been looking at combining candlesticks with moving average pullback and breakout systems. The idea being that when the same move is confirmed by both candlesticks and the moving averages to then take the position. I must admit though, I'm quite new to candles and really...

Banjo i think their application is different. As far as i'm aware you can't actually get historical market depth (bloomberg and reuters offer some for somethings but it's not very accurate). The people in Asia are using pattern matching techniques to determine market direction, probably from 3...

If you go to their website they will send you the current issue for nowt ;) http://www.traders-mag.com/content.php?preview=&tmpl=3&lang=en&section=10 If the do send it out to me I'll post the details here. Neil.

hmm. i looked into this, for eurex, but the problem was that nobody has the technology to give you the depth and eletronic execution required. sure, you can see the depth but they've not got it in an api yet so that you can feed it into code. this will be available in about 3-6 months from most...

Anyone used any standard deviation based trading models? If so are do you have any pdfs on it all please? Many thanks, Neil.

Calypso I don't have that problem - i think it's good enough. it's just to do with the speed of the vba and how often it's run. i think mine would get away with it but i can see now that the best way is to use the bar approach and just try to work out the max and min of the current time period...

Yeah, that would make sense actually doing it that way. I just construct them from last trade and build it that way. I suppose that way would resolve the problem. Thanks.

saschabr - I completely agree. You would have thought reuters data would be good though. I'll find out exactly what the problem is tomorrow.

BKuerbs - thanks for your post but surely my question is this - did it trade or did it not? If it did not trade then it should not be included in which case if a charting package IS including a price which didn't trade because of "filtering" then this is surely wrong. aPismoClam - well once...

okay, so does this mean that CQG gets their data from somewhere else? Do they fill in gaps in price? Is there something wrong with the retuers feeds - would intrday data from bloomberg be any better? I'm just trying to understand how to fix this. The problem I have is that my TPO counts for...

Hi guys, I'm trying to build up my own market profiles using excel - i've got something working now which, to me seems pretty good, and uses a massive array like a matrix. Anyway, my question is about the actual tick data from which I'm building my profiles. I get my data from reuters but...

cheers guys!