In case you have access to a Bloomberg terminal you can download the historical index components and weights for each day and then derive the...
batman, sorry i don't know, i even don't use windows, so i have to look whether i can run it using mono or otherwise have to organise a pc first.
svn is a version control system, different users can contribute their changes, new code etc., while all historical files and changes are...
btw, you need to install the svn stuff first, as described on the homepage. but you don't need the gui, you can manage it from the console window...
it worked with me without problems (you need to register first). go to the destination where you want to have the files, then: svn checkout...
hi mbatrader, do you use matlab2ib? we've considered this interface too, but then decided to give twslink a try. what are your experiences in...
Hi Richard, I think I can answer your question in more detail. We use TWSLink ( http://www.trade-commander.org/twslink/twslink.htm ) for the...
hi travis, some time ago i analysed the frequency of swing high/lows during the trading day for the sp500 future. a swing high was defined as...
that was my thought too, so i lately started to define trendiness using intraday data. i did some initial work with the âefficiency ratioâ,...
apex82, thanks for your comments. iâve a question regarding the ATR EMA breakout suggestion: with âbreakout aboveâ, do you mean that the ATR...
yes, in my experience it's still rather elusive, but maybe different conditions - like the suggestions from apex82 - can help to produce better...
it would indeed be very interesting, whether there are stocks that are on average more trendy than others. a possible strategy would be in such a...
hi everybody, my first post here on ET. as i have done quite a bit of research regarding trendDays, range, etc., iâll post some findings in...
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