NPP, do you agree with my analysis?
this is what's happening in TS2000i. to replicate TS2000i's 30min CCI average exactly, you have to use this code: Plot1(cci(20) of...
have you tried creating your own 30 min CCI indicator to replicate Tradestation's? i can replicate the 30min CCI but the 10 period average of the...
something strange seems to be happening with the CCI average indicator. look at the CCI-30min plot in the first post. on the last bar of the...
according to the chart on your first post, we're in the sell zone if the 30 min CCI is > 30 min CCI avg. so when the 5 min CCI crosses over the...
can you please explain in more detail what this means? thanks.
As you all know, the March contract expired on Friday. Below are Friday's prices for the March and June contract. I got these from the Eurex...
bump has anyone compared IB's intraday bars with another vendor's intraday bars? do they match? thanks.
If you are only plotting price data (no volume), does IB backfill and real-time data match data from other vendors? Say for example you plot 1...
question: 8.0 isn't even out yet but you are already working 8.1 which I assume fixes bugs you found in 8.0? why don't you just fix the bugs in...
let me rephrase the question. does anyone have a systematic way of determining which time frame to trade based on the volatility of that time...
yes it is looking at bars back. however, why would that necessarily make the results consistently better, or worse?
I have found that a system using the same volatility entry and exit rule but a different time frame makes a huge difference in the results. For...
it seems to me that a hedge fund only needs to generate 8-10% per year and they can get away with charging 2 and 20. commercial banks doing...
nice journal. if you're using eSignal data, you might want to do a few checks. does the day's open using 1 minute bars match the day's open...
any math jocks around? http://www.wilmott.com/messageview.cfm?catid=8&threadid=17243
I'm reading an article that says "a random walk generated by tossing a coin (one step forward if heads, one step backward if tails) would show...
any recommendations for another data feed that's priced similarly or lower?
and here's the 5 minute chart.
I am looking at the December 2005 Dax contract in eSignal. On 12/16/05, the 1 minute chart says the open at 9:00am is 5303. the 5 minute...
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