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Thanks Sim03. That clarifies things nicely.

bump

I apologize in advance for threadcrashing...but I came across this thread as i was looking for historical intraday currency data and the above recommendations fit the bill perfectly...thanks! I'm looking to backtest a few strategies where specific bartimes have relevance. Therefore, i'm...

Thanks Farjeon, It appears there are a lot of gaps and inaccuries in opentick's data..ugh. Anyone have any other thoughts? Maybe set up an account with eSignal or someone and download the historical data? Just not sure how much historical data might be on their servers, how accurate or...

Hi all, I'm looking to backtest a couple of strategies on electronic currency futures and i'm looking for intraday data (6Bxx, 6Jxx, 6Sxx, etc). I currently have @ 1 year of 10 minute data but would like to test 3 or 4 years with each contract. I don't need continuous, just raw data...

almostatrader... try changing the accum/dist study average from 7 to 1....i used 3/10 exponential for MACD, fwiw... as far as i can tell, looks pretty much identical to NPPs, but you might want to double check that... good luck

or add the following line to the ESPL code; Setuser(eClose,True);

Ensign has that functionality. You can dowload historical ES or NQ files from their website, and play them back tick by tick. They also have the capability of randomly generated prices, in addition to the playback of real market data. I believe you can also create your own files of whatever...

Ensign can do it. Can run studies on the spread as well, just as if it were any other symbol. AFAIK, though, it won't go back and create a history of the spread - might be able to do that in ESPL, but i've never tried. Good luck mav

Hey Dave, You might take a look at www.esplprogramming.freeservers.com Not sure if he's done anything like that or not. Some pretty cool stuff there - the only downside being its not freeware. Good luck

Liv, If you have not already tried this, you may want to go into Ensign's 'Setup', 'Manager', and then set the tick server to disabled. It sounds as if you might be getting a data refresh from eSignal which can have the effect of changing the Tick bars and consequently the 3LB study. Tick...

Agreed. Signal to noise ratio has definitely deteriorated on this site, IMO. Although i am not certain whether this is technically feasible, providing the thread-starter the capability to moderate posts to his/her thread might also be a solution worthy of consideration.

'It does not matter how many times you get knocked down, but how many times you get up.'-- Vince Lombardi 'Only those who dare to fail greatly can ever achieve greatly.' -- Robert F. Kennedy

Dottom, I'm with Nicodemus 100%. I have found your posts to be very thought-provoking, and I appreciate the time you have taken to post your thoughts/ideas in such a thorough fashion. Keep up the good work:)

Mark-to-market (MTM) is an IRS election for traders that allows you to price all of your holdings at 12/31 as if they were actually sold on that date. There are restrictions on when one can make the election - for the current tax year, it must have been made by April 17, 2001 (i think that is...

Great stuff Tymjr - very helpful indeed. I too appreciate you taking the time to put it all together and for the detailed charts. Very instructive. Very thought provoking. Michaelday - while RavenQuote has some nice features, it does not have backtesting capabilities. StockWatchPro, which...

My memory might be a bit sketchy is this area, but here's what i can recall; 1) stock options are generally referred to in shares as opposed to cash - i can't tell from your question whether or not you might be confusing the two, so just in case, i would point this out; 2) The cash generated...

ES Z1

IB has been rock solid for me today. In fact, been pretty decent all this week. I am still using build 680a, FWIW

FNM/FRE EIX/PCG NE/RDC ABX/NEM LLTC/MXIM KLAC/NVLS ALTR/XLNX AMAT/NVLS AMAT/KLAC MER/MWD Ranked in order of correlation for the one year period ending 5/3/01. You may want to check out www.market-topology.com for an updated list. Good luck