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  1. about small swapping in an Up/Down trend

    Please can you give an example of what you mean? Thanks.
    Post by: abattia, Jan 7, 2014 in forum: App Development

  2. Backtesting time period

    The idea that backtests should have a minimum number of trades is rooted in the concepts of sampling, margins of error, confidence levels and...
    Post by: abattia, Jan 7, 2014 in forum: Strategy Building

  3. How does market makers prevent against adverse selection?

    For the theory, see the references to "adverse selection" in the index of "Trading and Exchanges" by Harris.
    Post by: abattia, Dec 11, 2013 in forum: Order Execution

  4. Big price moves - based on instantaneous buy/sell imbalance? Market making mechanics?

    http://arxiv.org/pdf/cond-mat/0401132.pdf
    Post by: abattia, Dec 11, 2013 in forum: Order Execution

  5. Is there a Python equivalent to "TradeLink"?

    Is there an open source Python library similar to say TradeLink? Thanks!
    Thread by: abattia, Dec 10, 2013, 1 replies, in forum: App Development

  6. Best Future Tick feed

    http://tickmaster.webs.com/apps/links/
    Post by: abattia, Nov 15, 2013 in forum: Data Sets and Feeds

  7. NinjaTrader and Direct Market Access

    Many thanks.
    Post by: abattia, Nov 12, 2013 in forum: App Development

  8. NinjaTrader and Direct Market Access

    (A) Unless Kinetick (http://www.kinetick.com/) now provides services I'm not aware of, Kinetick fulfills function "2" above, but not function "3"....
    Post by: abattia, Nov 11, 2013 in forum: App Development

  9. NinjaTrader and Direct Market Access

    Prompted by Butterfly's excellent thread 'IB API HOWTOs and Guidelines - For Beginners', I want to understand better what limitations (if any)...
    Thread by: abattia, Nov 11, 2013, 4 replies, in forum: App Development

  10. IB API HOWTOs and Guidelines - For Beginners

    Nice thread! Keep it coming ...
    Post by: abattia, Nov 8, 2013 in forum: App Development

  11. Trading algorithmically a folio without stops (with IB), real $$$

    So, yes, the key is to devise strategies that have an edge over time. Otherwise, Realized Gains + Realized Losses + Unrealized will still sum to a...
    Post by: abattia, Nov 6, 2013 in forum: Journals

  12. Market Depth Data, Backtesting and Latency Implications for a Small Trader

    http://www.elitetrader.com/vb/showthread.php?threadid=233301
    Post by: abattia, Nov 1, 2013 in forum: Automated Trading

  13. Looking for data on Volume Traded at Bid/Offer!

    www.tickdata.com www.tickdatamarket.com ... it's certainly not free.
    Post by: abattia, Oct 28, 2013 in forum: Trading Software

  14. Natural Laws of Trading

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=248586&highlight=laws
    Post by: abattia, Oct 27, 2013 in forum: Trading

  15. Technical Analysis software

    Www.ninjatrader.com
    Post by: abattia, Oct 25, 2013 in forum: Automated Trading

  16. Tick Data (Esignal)

    I think TickData provide an app called "TickWrite" (?) that will output in many standard formats. So then importing to NinjaTrader (for example)...
    Post by: abattia, Oct 22, 2013 in forum: Trading Software

  17. Why Do People Buy At A Top?

    Perhaps reformulating the question provides insight inductively into what’s happening? “Why do people buy at a top?” ---> “Why does...
    Post by: abattia, Oct 22, 2013 in forum: Trading

  18. Tick Data (Esignal)

    www.tickdata.com applies a proprietary tick filtering algorithm. http://www.tickdata.com/pdf/Tick_Data_Filtering_White_Paper.pdf
    Post by: abattia, Oct 20, 2013 in forum: Trading Software

  19. Price Action Strategies All Break Down

    Please see this thread ... http://www.elitetrader.com/vb/showthread.php?s=&threadid=276521&highlight=malkiel Please see here ......
    Post by: abattia, Oct 19, 2013 in forum: Strategy Building

  20. A Ninjatrader Problem

    Open historical data manager in both environments, and check the tick data for any day within the date range of the export-import period. Are they...
    Post by: abattia, Oct 14, 2013 in forum: Automated Trading
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