I should also mention that if you are already trading this stuff, you can run these types of systems using tradelink, which is free and open...
psytrade is right with the general concept. (although vari is a better variable name than stdev :). if you're looking for pre-built stuff...
well it's not tailored specifically to trading... but R is the most popular open-source statistics program out there... the great thing about it...
http://interactivebrokers.com api->download if you want broker-neutral version of same that works with IB : http://tradelink.googlecode.com
shagi is right if you're trading do different contracts technically these are not offsetting securities... I didn't think this was what he was...
if you have an institutional or group account, you should be able to do this with sub accounts. I don't think anybody would let you go long and...
it looks like you need to request a login, and then you can get access to the developer-related dowloads... which sounds like api examples and...
a stop is a stop. if you use an automated system to manage execution of fundamental investment ideas, you just need to take whatever fair...
you can buy tickdata for around 1yr of a single stock for around $15-20 on http://tickdata.com
forgot to say you may also want to checkout the unit tests for BarLists (that define how the BarList should work and provide example for how to...
http://tradelink.googlecode.com specifically here is the bar code : http://code.google.com/p/tradelink/source/browse/trunk/TradeLib/Bar.cs...
how are you going to trade without internet access? if you're talking about backtesting, many of the programs will backtest using local data...
nothing will work for 100% of people otherwise everyone would use it. 99% of the platforms provide you some examples that you can then...
if you have a broker service that already gives you a tick feed, you can recreate the same thing for free. in fact if you use IB or assent you...
if you use esignal you can download historical tick data for any symbol for up to 10 days back from the present. for forward-looking stuff, you...
while I'm sure there are probably some people with multi-million dollar accounts using tradestation, I'd be shocked if it was a significant...
there's other trading videos on youtube, cause I know there are people that use it to train traders or market their training (or canned systems,...
it takes time to put together those demos, so it's not really worth it unless you're marketing something (or getting paid to instruct someone)....
http://www.optionstrategist.com/free/analysis/data/index.html http://www.historicaloptiondata.com/downloads.aspx
fyi in tradelink, you can do real + historical like this : BarList bl = BarList.FromCSV("IBM","IBMOHLC.csv"); and then as new ticks come in,...
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