I am testing out a new trading method using a long-term statistical volume distribution. In the attached Excel file, I plotted this for the last 5...
It appears the institutional investors are getting out. A lot of traders are pushing against this trend, but at the end of the day when people...
I recall a few sites that would show the quantities of block trading, but haven't been able to find anything recently. The latest reports on...
I know that IB can grant Level I options trading privaledges on a Roth IRA account, but my research indicates that some brokers offer Level II...
I wrote a simple program to model a market with 4 trader strategies (screenshot included): 1. Fundamental analysis 2. Trend followers 3....
For liquid stocks, does it really matter whether you end up routing the order to an ECN or an MM? I know that ECNs give rebates for adding...
It's been a couple years since I've been on this forum, and in that time I have seen many things and hopefully gained some wisdom. I would like to...
I wrote a program to communicate with the ARCA openbook data server. It can record an unlimited number of symbols at whatever rate your connection...
I've been looking for affordable data sources of long-term historical tick data, T&S data, and level 2 data for backtesting purposes. I used to...
Anyone know of a reasonably priced tick data source that goes back at least 1 year? It must have information that allows me to identify if the...
I am currently testing the accuracy of a simple indicator that is based on EOD quote and trade data from ESignal. This indicator is not for...
I've been trying to perform strategy back-testing in Meta Trader 4.0, after attaching the expert advisor to the chart. However, the "strategy...
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