Recent content by BKuerbs

They changed it on 9.6.2004. I just ran a quick ANOVA of the volume in Schatz before and after this date. I took the data from 2.1.2003 till today, so as to have the same number of bars before and after this date. The test shows a significant difference in volume before and after 9.6.2004...

Do you know the date when they made the change? I forgot it. Bernd Kuerbs

TWS will provide the five best bid/ask levels. J-Trader /TT-Trader offer up to 10 levels, seems to depend upon the broker. I do not know, what the member data feed for Eurex will show. As to the screen shot: it does not make sense to try to interpret a single snapshot. The order book is a...

You pay 12€ and get the DOM for any Eurex traded instrument. Though your TWS will be limited to the simultaneous display of 3 Market Depths. MD is limited to the best 5 bid/ask levels. Other brokers/trading Software may display 10 levels. Regards Bernd Kuerbs

This means at the moment the data were sent to you there have been order(s) for 115 contracts to buy at this limit. It does not mean these are the only buy orders: buyers may buy at the ask (usually a tick higher than the bid) or use "market"order. That is, in the case of Globex, use a limit...

This thread is called "No indicators" and so my comments may be considered to be not valid. But I do not put $Tick and the Advance/Decline line in the same league as MACD and RSI. Compare the behaviour of volume and $Tick at the beginning of area A and B. In A, ES rises on declining volume and...

One month is not enough. Above all, you should trade exactly like you want to trade later. That is use exactly the same risk parameters. And do some real trades, set aside an amount of money you are willing to lose. While papertrading is necessary, real trading is different. However realistic...

I do not know your level of knowledge, but to start a full time trading career might look like this: - First you have to study the markets , pick your instrument (stocks, futures, preferably one or two or options) - Develop your method / rules and papertrade it for a while - then start real...

Two accounts are not really needed, what you need anyway is enough money to be still able to open an off setting position. In case you use IB, you have to be aware on which server your account is located and the maintenance shut down times of these servers. E.g. European and American servers...

One way to cope with this problem is to off set your position in another instrument traded on another exchange, but which is correlated to the one you have a position in. This is done "after the fact" not when you open your position. Say you are long the ES, when another 9/11 happens (you...

Re scalping the FDAX the Elitetraderboard offers some interesting threads. They are a bit lengthy, but maybe of interest to you: http://www.elitetrader.com/vb/showthread.php?threadid=26299 and http://www.elitetrader.com/vb/showthread.php?s=&threadid=25416 The latter one contains only a few...

Re: Cqg I'm using CQG on a DSL connection. Works fine. CQG generates a lot of overload, something like 50MB traffic every day. For a short time I used it with an ISDN connection, seemed to be ok too. I'm looking for an alternative too and I'm looking at eSignal. I had used them 1 or 2 years...

@Infobull How do you want to process the tickdata? Each single tick or compressed into, say, 1-minute bars? Metastock has a limit of 65536 (power of 2) bars it can access in a single chart. In terms of ticks, this is too short a period to do backtesting. I do not know about the other...

CQG reports the same volume as Tenfore, so it is likely this volume is correct. I cannot attach a screenshot, the board software thinks it is too big. Regards Bernd Kuerbs

I would not call this insider info: "they" do not keep it secret, it is the other way round, noone seems to ask. Yes, the consolidated feed shows definitely more "blips" than the TWS, but not all. I have seen stop losses triggered by trades which did not show in the chart. Have a nice day...