that's a weird one - see if you can do this: 1. go to the overlay study properties - check Lock Shift L/R and also check Show Values 2....
travis, i missed what sample period you are using - i saw you posted something for 2005-2006 - are you just using these 300-400 daily...
my guess is you haven't refreshed the @EDZ7 symbol - ensign does not refresh the overlayed symbol automatically (i don't know why, i guess it...
are you creating a custom symbol for spread or are you using the Overlay study? i think i had a similar issue when i used the Overlay study on...
thanks for the feedback - i didn't think of the indexation angle, it makes sense, especially with the proliferation of etf's. however, in my...
originally, my hypothesis was going to be: program trading, as reported to the NYSE, regularly runs around 50% of the total volume - the...
i think what you have summarized reflects my opinion too. i had gone down this path and analyzed the stats on range, volume and other types of...
here's a thread that has just gotten started - i think it identifies the stages of progression quite well....
ok, this clears things up for me - i have always thought that licensing is typically required when you either handle the firm's capital or provide...
yes, that's what i have been doing, i.e. selecting a limited number from all the trades triggered - my concern has been that effectively, i am...
hi Don - a slightly off topic question - from your website: Before choosing any Firm, and putting your own money OR valuable time at risk, be...
go away.
thanks for the input, but i am not sure how this is optimizing - for example: the sample is 10,000 trades, 10 trades per day avg. optimally,...
it's funny but you never ever see comments like this when the market has been down big for some weeks and volatility has spiked up big time....
ok thx but the strategies produce good returns, so there no reason to "move on". they are scalable, i.e. i can trade as much size as i want....
great points and you are right - i have tested it this way, i.e. cherry picking the best trades on the busiest days - and guess what, it doesn't...
i wanted to bring up the issue of IB's historical data via API - i have started using it recently - i have only used the specific NYSE and...
hi Imamic - when i test my strategies, i use a set of criteria / filters. the filters produce a different number of stocks to trade for each...
let's say your capital is allocated between strategies A and B. both strategies have exactly the same risk/return profile. on day 1, both...
it should be a simple macro in excel via ib's dde interface - i don't think there is a way to do it within tws - perhaps you can re-try in excel -...
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