Recent content by neil9327

Yes, its the Legend of Paal Paysam. "The king was a big chess enthusiast and had the habit of challenging wise visitors to a game of chess. One day a traveling sage was challenged by the king. To motivate his opponent the king offered any reward that the sage could name. The sage modestly asked...

Well I am making good progress on the "Weaver" project described earlier. Here is a web page showing its output for a day's worth of 1-minute historical data for stock: NVDA for last Thursday. The blue price line and volume information is the actual historical data for this stock, and the brown...

Price, is not a thing ******************** The prevailing view of how markets work, certainly from my perspective as at few years ago, is that the "price" of a stock is a real thing in the markets. A "real thing" might be expected to behave like an object such as a golf ball, and have...

Thanks NVP. Forex is a possibility, and is a good trading environment due to its high volume and liquidity. But it has a lot of different types of trader involved, so is perhaps harder to model in the way I am hoping to do with regular stocks.

pGetActor, above, returns the actorvolume resulting from the actor at a particular price. What it does not return, but could be coded to return, is the first order derivative of this, namely the change in actorvolume that would occur given a unit change in price. I need a noun to describe this...

Supply vs demand, and what causes a trend. It is often said that prices move in accordance with supply and demand. That when demand is greater than supply, prices rise, and when demand is less than supply, prices fall. Indeed this appears to be the thinking behind what constitutes a "trend"...

A couple of years ago I spent the summer writing an automated trading program in the C# programming language, and managed to get it running successfully sending limit orders to the Interactive Brokers API, running a simple mean-revert strategy. While it worked well technically, it didn't make...

When your client application calls method "reqContractDetails" through the EClientSocket connection, Interactive Brokers will reply to your client by calling method "contractDetails()" in your client's implementation of the EWrapper connection. In the first instance I would code your application...

I've got an idea for a trading methodology, which is to use the number of results returned for a company name in a google search, over time, to get an impression of whether a company is being talked about more (or less) on the web in general, which might have some predictive powers about changes...

Hi well I sent them a polite email disputing the trade, and good news, they've listened to the tapes and confirmed that I had placed a £30 trade. So they've agreed to credit the account by the £70. I guess the key thing is that I put on the extra £10 as a trade straight away so that the query...

This afternoon I called CMC to ask for the spread on the cash FTSE100 for £30/point. The broker said 5563. I said buy £30/point. He said that's all confirmed at 5564 for £20/point. I said no I said £30/point. He said no I said £20. He added that I could put the extra position on but then said it...

The dot.com bubble bursting: Those who owned shares in and started companies before the crash who sold to suckers at hugely inflated prices before the crash. Also those who bought cheap shares after the crash in companies that had a sound business model and went on to become a commercial...

Why don't you ask Yahoo Answers

Ducados, I tried coding up the following EasyLanguage script based on your recommendation. I assumed an automatic exit after 10 bars, with stops, and zero trading costs and slippage. The code is at the bottom of this page. For back-testing I don't know how to back-test the S&P500 for more than...

Hi, I read your post with interest. I am a fairly new trader, and am also looking in to the idea of an automated system. I've set up an account with an American broker named Tradestation, which provides for fully automated trading and back-testing using a programming language called...