Hi I compared your Capital Spreads chart with my Updata chart and there were some differences - notabley that not all the SAR reverses showed on mine and where they didn't the candles were different. I asked Capital how they contstruct their charts and for anyone that is interested this is...
ceydababy - in your original post describing your system and referring to entry criteria what is meant by the 'second histogram'? I am using Updata and have a macd histogram and a SAR histogram plus the 50 simple moving average as a line on the chart.
Ron
I have bought the Taylor book. Does anyone know where data showing whether the high or low for each day occurred first can be found? Without this it seems impossible to back test.
I am trying to find a service which will supply intraday quotes in a form which I can access from my self written software.
For example:
Intraday prices for the previous day(s)
Intraday prices for today as a stream
Historical data in csv form would be fine - Im not sure at the moment how I...
Is this pairs trading - if so I would be interested to hear more experiences. I have been considering this on a short term frame ( few days) but fel I need to know more.
Thanks for the replies. I should have realised it's the market spread. I've looked at Blades post and spreadsheet. I am using CMC so that seems ok on the whole.
Ron Etherington
So far I've only watched the FTSE index and assumed that the bid/ask spread was constant but today I looked at AZN and saw that at one time it was 2 points and a few minutes later 5points. Is this normal, if so does it tip the balance in favour of the spread bet co - I might open a long at 2...