Isn't the tradestation datafeed horrid? I used to see bad ticks on an hourly basis.
Seems that NSDQ has the highest internal volume (if I'm not mistaken). I guess I should look into a add liquidity only destination at NSDQ, I have...
Relatively high frequency, sub minute, not sub second. Though 100% of the orders are add liquidity, currently I use BATSALIQ, I could switch over...
I'm trying to decide which ECN I should place my limit orders on. I am thinking the ECN with the highest internal volume which will give me the...
I would say fitting to the a color based solution space is still a prediction. Since it is possible to get orange apples and non orange oranges....
You may be confusing the term 'curve fitting', with the term 'over fitting'. Imagine I'm given a basket of fruit and I wish to predict whether...
Curve fitting is good as long as the curve you are trying to fit to is a good representation of what you are trying to predict, as well as having...
I've neglected VIX in my research. Correct me if I'm wrong, but isn't the iPath S&P 500 VIX Short-Term nearing a two year low? Maybe I'm reading...
Which radical Islamic state has nuclear weapons? And to be completely honest about it, a Christian government is just as dangerous with nukes as...
I'm not sure if anyone living in major cities are concerned too much about all of human civilization being wiped out... just their city. Luckily...
The concept of state wars has become antiquated since the invention of nuclear weapons. No major state will go to war with any other major state...
chartman, is there any reason why I wouldn't be able to sub penny at a retail level by having my orders execute on BATSALIQ using their PEG...
Dubious situation. Hard to tell if the two traders were in the wrong. If they were using any illegal or questionably legal practices (akin to...
Yup. I agree there are situations where recalculating based on the newest bar may be bad. The question is, on average, will it have a positive...
BX and EDGA give positive rebates for market orders?
Sorry, I am horrible at explaining myself sometimes. I understand it would give me faster reacting levels + more accurate back tests if I...
This confuses me. Shouldn't they be giving rebate for adding liquidity not removing? The spread for this to work must be huge.
Unfortunately I simulate my systems in indicators. So looking inside bar strategy simulations wouldn't work for me. I guess the question is, if...
I know changing my trade level calculations from previous bar to current bar will cause it to 'look into the future' in backtests. But I confident...
I've been using historical OHLC bars to design and build trading systems for quite some time. The downside of using bars is that in order to back...
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