Thanks, Don! Yes, that does help. So, I guess the specialist doesn't want the NX to be active, so he's only showing 100 on each side. Or he'll...
I've been following this strategy very closely and had a question I'd like to pose. (I'm a futures trader and somewhat unfamiliar with the...
Don, If I am counting correctly based on your statements in another thread, this boot camp started just two or three weeks ago? If so, I find...
...several posts deleted.... For the record, I am deleting any new posts that are making reference to the previous tangent on wars or history,...
All posters to this thread: We are starting to wander way off topic. Please feel free to continue the war and history portions of the...
Hi sub7slak, Nope. Win2000 Pro on all four of my machines on the network.
Tyler, Great! The website is very fast, and friendly to those of us that prefer alternate browsers like Opera. It's very clean and...
Hi Al, How useful has the book from pairstrading.com been for your trading? Is it a good intro, or more of a detailed approach to stat...
Hi Al, As you can see, I'm just catching up on this thread. Sorry for the delayed reply. While Tradestation has its liimitations, as Mark...
Hi Mark, Thanks for the reference to the books! I'm looking forward to reading yours. (It's on its way from Amazon.com). I enjoyed your TASC...
Neutral_Al, I'm just curious: Are you calculating your correlations from daily bars or some lower resolution? I suppose this goes back to...
Just do it in dollars. Ideally, you want your total dollar value hedged, or paired, in this case. MRK is trading at 49.24. So, for 1000...
Unfortunately, no. Metastock supports only 1-tick bars and 1 through 60 minute bars for intraday price compressions. If you like Metastock,...
Cash, Thanks for that excellent piece of information! I feel like I've been following the OO discussions/threads very closely, and I hadn't...
Well, that's assuming someone doing 1000 lot trades is paying the retail price. Everything is negotiable, of course. I know a couple of traders...
Yup, I just found this in the CME Rulebook: 557. RESTRICTIONS ON STOCK INDEX FUTURES TRADED ON GLOBEX. [124] 557.A. General...
I think that 250 is the current limit on Globex. (Not that I trade that many....:D )
For a statistically valid result, most traders like at least 30-40 trades as a result of their backtest. Choose your data length accordingly....
http://www.medianline.com/data.html Tim Morge has very generously made lots of ES, SP, ND, and NQ data available for free. There's even a...
I know of a couple who are trading tens of millions anyway using TS4 and 2000, with 30+ month track records. They are not using autoexecution, I...
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