Why not tradestation, TOS, Etrade......

greenmoose said:
Also, if you are charting on TOS and executing with IBKR....Why not use a charting platform that connects to IB and cut out TOS?
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(I don't know anything about Rithmic, I hear AMP is good though)

I have programmed dozens of custom indicators and scripts to make TOS a quant traders dream come true. Have a look.

RISK SPREAD2.png
ES VWAP .png
APPL CHART.png


Here is another one. This is a chart in EXCEL using the IB TWS API (and custom VBA scripts)

ES PREM.png
 
SunTrader said:
Free?
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Yes, it's all free. But, you are going to have to mess around with the stuff to get it working. If you have never programmed before it will be a struggle.

[Well, the thinkscript stuff isn't free. I had to code that myself. But I used a lot of free scripts from here http://traderyam.blogspot.com/2016/02/thinkorswim-scripts.html and other thinkscript community resources.]

This is the sample worksheet.
https://www.interactivebrokers.com/php/whiteLabel/Interoperability/DDE_Excel/ddeIntro.htm
This is the github for using it.
https://interactivebrokers.github.io/tws-api/excel_apis.html
And this is the script I run to chart the data.
https://stackoverflow.com/questions/58369968/excel-vba-macro-edit

TDA has a sort of free data for 'funded' accounts. There is a video about it here

***I am not affiliated with the author of the video that I am linking.***
***I have no business interest in this youtube channel.***
***I don't even know who the author is.***
 
Real Money said:
I force the signal into a volatility adjusted channel. Then I do other nasty things with mathematics and calculus. This is what the pros are doing.

Seriously, if your interested in this stuff then just check these spreads out

ESZ19 - SPX,
NQZ19 - NDX,
RTY19 - RUT,
YMZ19 - 100*DJIA

and these too

10*SPY - SPX
40*QQQ - NDX
etc.

compare them to the price and you will see that they are very related.
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Hi @Real Money

Thanks I'm going though these now. I'm just wondering which ETF you're using as a proxy for the SPX as the CME SPX futures rarely trade?

https://www.cmegroup.com/trading/equity-index/us-index/sandp-500.html
 
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SPY is the SPX ETF, ES is the futures, and then you need the SPX itself.

In ThinkorSwim, the CBOE real-time cash index ticker is SPX.

I don't really understand your question, it's kind of unclear.

This link

Adam777 said:
https://www.cmegroup.com/trading/equity-index/us-index/sandp-500.html
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is the full size institutional contract. I'm not even sure how you would trade it. It doesn't trade on GLOBEX outside of RTH (AFAIK), and I'm not even sure you can trade it on GLOBEX at all.
 
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