Iâm working on an automated intraday mean reversion strategy that scalps pennies per share. In relation to the order queue precedence of my...
I am investigating a systematic strategy (stock swing trades). Over 10 years, the most the strategy trades is 100 times for any given NASDAQ...
Can any NinjaTrader user send me an export of 1-min data for NYSE $TICK for pre-July 2009? I have an extensive multiyear NinjaTrader database...
What triggered today's sell off in Gold at about 10h45 EST?
If I have understood the attached article correctly (and I'm sure someone on ET will be quick to point out if I have not!), isn't this going to...
By my own confession, I am a very âgreenâ student of Price-Volume-Histogram analysis, interested in the comments/observations of ET members...
Interested to see what percentage of us are doing this (besides me), regardless of the instrument ... Thanks.
Interested to see what percentage of us are doing this (besides me) ...
Interesting report here about quotes and prints during May 6 âFlash Crashâ... http://www.tagaudit.com/do/display?page=WhitePLogin...
Can anyone point me in the direction of recent, publicly available comparisons between US stock brokers, based on their quarterly SEC Rule 606...
http://business.financialpost.com/2010/09/23/tony-fell-reflections-on-the-financial-crisis-and-the-way-ahead/
Slippage brainstorm If by âslippageâ I mean the amount by which an actual order execution is worse than the corresponding âidealâ one,...
My SPY tick data since 01/01/2010 is corrupted. Is there anybody running Ninjatrader who has this data, who would be willing to export it, and...
I am interested in investigating use of Volume Weighted Moving Average (VWMA). I am wondering whether crossover of a fast and slow VWMA will...
Can anyone offer any rules-of-thumb (or similar words of wisdom) for setting Range Bar range for a given instrument? Are there any rules say...
On average, itâs a good idea to interpret intraday price action by also including a consideration of this action within the context of longer...
If I want to measure: 1) how long it takes quotes from my broker to reach my trading computer, and 2) how long it takes my orders to travel...
I autotrade US stocks/ETFs intraday with NinjaTrader. I want to investigate what I can do to improve the net prices I get filled at in my...
Help, please, from any [other] data geeks out there ... If you have access to intraday data (other than intraday data from Pi Trading) for CME...
I have a small number of automated intraday ETF/stock trading strategies that I use each day. Each strategy generally takes between 0 â 3 trades...
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