I've been looking for affordable data sources of long-term historical tick data, T&S data, and level 2 data for backtesting purposes. I used to...
Thank you for your recommendations.
Anyone know of a reasonably priced tick data source that goes back at least 1 year? It must have information that allows me to identify if the...
Main problem is, ESignal only provides last 10 days of data, and I've never found a data vendor for TAQ data over the long term.
More recent data: 050927 : B28% S70% 050928 : B30% S69% 050929 : B30% S69% 050930 : B29% S69% 051003 : B33% S66% 051004 : B30% S68%...
I am currently testing the accuracy of a simple indicator that is based on EOD quote and trade data from ESignal. This indicator is not for...
I've been trying to perform strategy back-testing in Meta Trader 4.0, after attaching the expert advisor to the chart. However, the "strategy...
Insofar as I've read, it appears that most of the lock/cross of ECNs are due to the extra charge to take liquidity from the books. For instance,...
Here is a screenshot of my implementation of MBars compared to sale plots. It has a sensitivity of +/- $0.04.
I've noticed from extensive research that some sort of relationship exists between more buying than selling and vice versa, but what confuses me...
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