Recent content by superfuego

I need about a day of tick data for the SPI 200 futures contract on the Sydney Futures Exchange. Any chance anyone knows where i could grab that? It's not that much information, hopefully someone here has it or knows where I might find it? I need high precision.

My expertise is in pattern recognition, algorithm design, and programming implementations of both. I need help with investment vehicles. Let's pretend I have a system that I have convinced myself works well enough across the board on indexes around the world to predict direction better than...

If you find the data in a csv with the same format as yahoo gives their historical data I'll try to calculate the correlation matrix for a given period for you. It's something I already have the code to do. At least I'm assuming that code still works, haven't touched it for a while. I...

Sorry this isn't the most helpful answer, but this is my experience with that. I was interested in a matrix (symmetric, of course) of the correlations of different indexes. It turned out I just had to calculate it myself, which is what I'd suggest you do if you can program.

This is the first message board I've been on. One thing that sticks out to me is how trollish just one or two people can be. There are a multitude of responses in my mind about those people, most of them I would expect are common, like "Don't they have something better to do?" or "Why are they...

Not sure what broker you're using, but interactive brokers offers a "limit if touched", order type. I haven't used it, but the description says they hold the order in their system until a specified trigger price is hit. Edit: I opened this to reply, ate breakfast, someone else answered, and...

It sounds like you solved your problem. If not, I'm playing with the idea of putting my automated system on google app engine. Then as long as google is up, the system is up.

Greetings, I've just finished automating my own program, and would be willing to help you with yours. My experience is with Interactive Brokers (IB). Basically the way it works is IB gives you a program, trader workstation (TWS), that connects to their brokerage. You can use TWS to place...

Is my question just stupid? Or does it not make sense? I'm hoping someone has advice for me. I've developed a system that relies on closing prices, but takes 10 seconds to run the code, so I can't quite buy at the closing price. Should I just not worry about it? That's a restatement of the...

Help! Suppose I have 3 times, t1, t2, and t3, with t1<t2<t3. If I expect the price change from t1 to t3 to be positive, but I can't buy until t2, how should I place my order? t1 to t3 is about a day, while t1 to t2 is about ten seconds. I'm a total noob about this. My thoughts are: 1...

All I know is I win 56% of the time and make good money at it. If anybody out there can win more than that with 1:1 risk/reward I'd like to talk to you.

Yeah, if you know nothing, do nothing. There are far more choices in life that result in bad things than that result in good. The same's true of trading. If you don't have knowledge about it, your safest bet is to do nothing.

Okay, I'll admit to not reading anything in this thread besides the first five posts. If someone already said this, well, my mistake. An important aspect of trading is living to trade again. It doesn't matter how convinced you are in your abilities, you should only risk a small percentage of...

xkcd - A Webcomic - Duty Calls

"IB provides API to do trade only. Can I use IB to do backtest on historical data?" Hey Maggie, You may have already found an answer to this. The answer is sorta. The API is a way of talking to TWS, which in turn talks to IB's servers. This way you can execute trades and get historical...