I am researching a new data feed for my algo trading setup. My current focus is CME Emini futures. I need historical tick data, real time market...
Thanks DarthSidious. My current order execution is Interactive Broker (IB), I run TWS just for verification, the order executed using IB Java...
Thanks DarthSidious, I will look into these vendors (e.g. AMP, Deep Discount Trading...). I was looking into DTN IQ as it seems quite popular and...
I have asked these questions at DTN support forum, I will provide update when they responded
Hi, Anyone would share some understanding on DTN IQFeed pricing? I need Emini S&P 500 future, tick data, historical, real time data, order book....
Thanks, I will use IB for order execution only. For data feed potentially IQfeed, I'll compare it with other vendors below.
Thanks so much moonmist, I have read the threads. Just to summarise on the data feed So the list is {backtestdata.com’s TICK data, Sierra Chart...
Thanks for suggesting the ACD method, I am reading the book now. The concept seems make sense (e.g. the opening price range), as usual I will...
Thanks, I will review Wyckoff / Hershey methods, may implement these methods as part of my customised indicators. Thanks, I will look into...
If we have a question, we cannot post here if we have already post it somewhere? are there ET forum rules somewhere saying that? I recently got...
This sort of knowledge not obvious for me, I need to learn a lot on trading. Thanks. :) My planned thousands indicators are generic that are...
I wish I could do that, I don't have 5 years data, only 24 months. Anyone know where can I get ES 1 minutes bar data from 2010? From IB, I can...
You may want to combine ARMA with other indicators
To illustrate the process, let says I have two indicators, moving average recent 5 minutes > moving average recent 60 minutes, price increase in...
Traders without machines will get killed. ;)
In summary: Technical Analysis (TA) for building TA indicators. Fundamental Analysis (FA) + Natural Language Processing (NLP) to convert...
I will stay on the hobby side :) In Scala I can do moving average recent 5 minutes, 10 minutes....3 months,...12 months, I got hundreds...
I am focusing on the strategy rather than speed. Co-locating is for stability.
I am writing code to build indicators now, it will take the whole Xmas break to finish. Then apply ML techniques, follow by a lot of backtesting.
Use them all, TA&(FA+NLP) to build indicators, ML to select indicators that work then build the predictive model, QA to calculate the risk,...
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