Search results

I have a complete record of tick data for the ES, NQ, TF and YM going back to 6/2007, but I am missing a small part from 3.1.2010 to 6.18.2010. If any one has this data, I am willing to trade for any of the other data I have. Please either reply to this thread or message me privately...

I have a complete record of tick data for the ES, NQ, TF and YM going back to 6/2007, but I am missing a small part from 3.1.2010 to 6.18.2010. If any one has this data, I am willing to trade for any of the other data I have. Thanks.

Sometimes getting dressed up and looking professional has a psychological effect on the way you trade. If you feel fresh and clean and ready to do business you're more likely to treat your trading in a professional manner simply because you feel like you're in a more professional mood. I've...

What would the effects of a 1/4 point rate cut be on the market? The probability of a 1/4 point cut is already priced into it, and the probability of a 1/2 point is partly priced into it as well. If the fed ends up cutting 1/4 point, shouldn't it stay flat or even drop, since there is...

Its possible that this may be a reversal point for CL. Yesterday was a strong up day with it closing near the high of the day followed by a small gap up this morning. It made a new high today but then retraced off it quite a bit. This looks similar to the Evening Star reversal candlestick...

CLX7 almost touched $88 per barrel overnight and then turned around and dropped $1.50... possible reversal?

Whats to say that the OP still isn't correct? Maybe his timing was just off, what's preventing oil from retracing back into the 70's? However, gap up and close near high suggests strong uptrend... what do you think?

You can try using IB's FlexStatement web service. It allows you to download an XML file with the account values that you want. http://www.interactivebrokers.com/en/accounts/flexStatementsWebService.php I've never used it before but I am planning on implementing it once I have a minute...

0.10

I would suggest adding a position sizing component to your system that decreases position size as your system experiences losses (or a decreasing win percentage) and increases position size when it makes more profitable trades. By doing this, your system will minimize the total loss in...

Well, if the latency is less than 300ms then it will take less than a second to place the order. Therefore, a move that lasts 20-90 seconds can easily be entered and exited in less than a second. - Paccc

Hello guys, I just wanted to mention to all of you that I am yet another person competing in IB's Olympiad. I've been doing pretty well so far, but I have always been right below #10 every week and haven't had the opportunity to see my name listed in the top 10. At the close of trading...

I use MySQL and mainly store Level 1 data for index futures contracts. The average size is ~400 MB and 12 million records for one table. The table contains 6 months of data, from when the contract is first listed until it expires and contains timestamp, trade price and size for tick data and...

I trade the E-minis during the regular trading hours, the Nikkei 225 on the SGX in the evening and the DAX during the night. Its not a full 24 hours, but there is plenty of liquidity in those markets when they're open. You could also trade currency futures on Globex pretty much 24 hours a day...

Paul, Have you considered trading longer timeframe strategies? Stat arb is very competitive and as a retail trader it makes it that much more difficult because you have inherent disadvantages that the IBanks and institutions don't (such as increased latency and higher commissions). If...

I always use Newegg, they're the best for just about anything computer related, and they have fast shipping. (Three day shipping somehow always arrives in 2 days.) - Paccc

Why not get a separate data provider? IB's data isn't the best quality. You dont get true tick data from them, I think they do 300ms snapshots by compressing all trades within the snapshot into a single weighted average trade. The best you can get in terms of historical data is 1-second OHLCV...

It depends on the account size, how many positions you're willing to have open simultaneously, and which instruments you trade. For example, if you put 5k into one trade on a 10k account, you would be risking a huge percentage of your account on a single bet. A common rule of thumb is...

I have used TA-Lib before and was not dissatisfied with it. It provided a huge array of technical indicators and calculations. However, I found that if I rewrote the small subset of TA methods that I actually used in my systems, I could optimize them much further and get them to perform...

Probably the most common one I can think of would be Ethereal. I've used it many times in the past and it has always gotten the job done. Good luck. Paccc