Market Trader Forum

Verfasst am: 14.04.2008, 11:20 Aufrufe: 716

Aber gut, ich bin doch interessiert was die anders als Hittfeld machen: Zitat: For over two decades, Renaissance has been at the forefront of research in mathematics and economic analysis. Renaissance employs more than 150 scientific specialists, including mathematicians, physicists, astrophysicists and statisticians, half of whom have a PhD, who review market data to find statistical relationships that predict the ...

Verfasst am: 14.04.2008, 10:57 Aufrufe: 716

For over two decades, Renaissance has been at the forefront of research in mathematics and economic analysis. Renaissance employs more than 150 scientific specialists, including mathematicians, physicists, astrophysicists and statisticians, half of whom have a PhD, who review market data to find statistical relationships that predict the price movements of commodities, currencies and stocks. Renaissance uses comp ...

Verfasst am: 19.02.2008, 11:07 Aufrufe: 908

IBGateway Software The IBGateway client allows for FIX CTCI connections to IB over the Internet. It is a piece of software that acts as a bridge between your FIX engine and IB. The software also can be used to deliver market data in the same way the Trader Workstation Application Program Interface (API). IBGateway Software and the Users' Guide can be found by clicking the buttons at the bottom of the page. To find ...

Verfasst am: 11.02.2008, 12:20 Aufrufe: 1807

com/551 Time based pattern analysis can be used in the currency market to determine a better time to enter a trade or time in which trading should be avoided at all. Here we use MetaTrader 4 to analyze history market data and produce optimization results that can be useful for application in mechanical trading systems. Wenn man auch das Interview mit @Wackena liest, kribbelt in den Fingern ähnliches für eigene Ide ...

Verfasst am: 29.01.2008, 07:27 Aufrufe: 1868

I'm not sure of the reason for this, other than the factors that I'm not including. I end up with an ROI just over 55% which beats his 49% by a small margin. Another big reason for the difference is that all my calculations are based off of Yahoo Adjusted Close using daily data. This means that my signals can land in the middle of the week. It also means that I include dividends in my results which he does not on th ...

Verfasst am: 01.11.2007, 18:23 Aufrufe: 1146

Der erste Satz im im zweiten Absatz trifft mich im Moment besonders hart. System fertig, aber traden kann ich es nicht :-( "econdly, your trading infrastructure must be perfect. When the system equity curve was created, it was done so without missing a trade, going on vacation, getting sick, having data feed problems, having computer problems...." Ich bin im Moment am Zweifeln, ob man ein Handelssystem Traden kann, ...

Verfasst am: 01.11.2007, 09:22 Aufrufe: 1146

, Astronautical and Aeronautical Engineering, Stanford University POSITION: President, Trading System Design and Analysis FAVORITE BOOK: A Non-Random Walk Down Wall Street by Andrew W. Lo and Craig MacKinlay R-Mesa consistently ranks near the top of our list, to what do you attribute its strong performance? R-Mesa was developed over S&P intraday data dating back to 1982. In addition, it tests well on international m ...

Verfasst am: 25.09.2007, 17:39 Aufrufe: 4754

Lösung des Problems? Ein anderes Programm. http://www.ibcharts.com/download.php kann wenigstens noch 2h Chart. Das Ding is kostenlos und eigentlich recht gut. Sogar Orderdesk ist da, historical data zieht es auch. Guck vielleicht mal an.

Verfasst am: 14.09.2007, 18:10 Aufrufe: 3399

Hier einen Beitrag aus einem anderen Forum, wo es um Kursdaten geht, und warum man nie in MT4 (ASCII)Kursdaten von fremden Brokern als der eigene Broker benutzen soll: Zitat: Regarding charts that match: It's easy to say, "Just get a data feed that's the same for TFEFX, FXPP, and the AutoTrader." Until you are in the trading software arena, you have no idea how difficult it is to acquire or develop a live data feed ...

Verfasst am: 30.06.2007, 16:19 Aufrufe: 2853

Tool für Excel Grafiken: Adds labels to the points on your XY Chart data series based on any range of cells in the workbook. http://www.appspro.com/Utilities/ChartLabeler.htm

Verfasst am: 04.05.2007, 08:10 Aufrufe: 877

Dennoch hätte ich noch eine letzte Bitte: Könnt ihr mir bitte aktuelle adi und adt für den Bund, dax und ESTX50 zusenden? Wäre sehr nett. swissananlyseatyahoo.de Deine Emailadresse ist fake: message that you sent could not be delivered to one or more of its recipients. This is a permanent error. The following address(es) failed: swissananlyse@yahoo.de SMTP error from remote mailer after end of data: h ...

Verfasst am: 27.04.2007, 13:36 Aufrufe: 4615

Ja, es steht doch: Zitat: The current short has not actually been stopped out,(although there is every chance it will be today!), this is caused by bad data from the exchange feed indicating a high on the 26th above 13170 instead of 13132. Our apologies for this. DS Support

Verfasst am: 25.04.2007, 16:15 Aufrufe: 748

Mercure hat mich vor längerer Zeit auf folgenden Link hingewiesen: http://www.tsresearch.com/download/free_download/ "TradeStation Excel Link Dll Free version Dll module for data exchange between TradeStation (TradeStation Group, Inc.) and MS Excel. Dll Add-on module for TradeStation allows to develop trading strategies, indicators, analyze results of trading, use add-ons of other applications and send orders t ...

Verfasst am: 16.04.2007, 16:48 Aufrufe: 829

... Bar As Long) With APP Dim Precio1#, Precio2#, Precio3# Dim Bar1&, Bar2&, Bar3&, BarAux&, i& Dim Hay123 As Boolean If Bar <> LastBar Then LastBar3Ant = LastBar3 For i = 0 To 2 LOWBarrasAnt(i) = LOWBarras(i) Next i Else LastBar3 = LastBar3Ant For i = 0 To 2 LOWBarras(i) = LOWBarrasAnt(i) Next i End If If .GetLowestBar(Data ...

Verfasst am: 16.04.2007, 16:47 Aufrufe: 829

High(Bar3) Pintar123 Bar1, Bar2, Precio1, Precio2, 1, Bar2 Pintar123 Bar2, Bar3, Precio2, Precio3, 2, Bar3 IniciarRegistro LastBar3 = LOWBarras(2) End If Else LastBar3 = LastBar3Ant End If If .GetHighestBar(Data, PriceHigh, ObservationPeriod + 1) = 1 Then LOWBarras(0) = Bar - 1 If LOWBarras(0) <> 0 Then LOWBarras(1) = 0 ...

Verfasst am: 03.04.2007, 08:20 Aufrufe: 816

de/download/AET_Viewer.zip (In einem eigenen beliebigen Ordner entzippen.) Von der Webseite http://www.aergo.ch muß man die Seiten mit Kursdaten manuel speichern. Die Filesnamen müssen den u.g. Kürzel entsprechen, und im Unterordner "Data" gespeichert sein: FOREX ===== audjpy audusd gbpjpy gbpchf gbpusd eurgbp eurjpy eurusd usdchf usdjpy INDICES ======= cac40 dax esx50 smi ftse100 ndx100 djia spx500 n225 hangseng ...

Verfasst am: 28.01.2007, 11:59 Aufrufe: 1324

Verfasst am: 26.01.2007, 18:13 Aufrufe: 1467

@von Bödefeld Wie ist Deine Erfahrung mit den Daten? Sind diese um Fehlticks bereinigt? Die schreiben "Eurex Data is scrubbed but not filtered in any other way". Die Rohdaten der Eurex kenne ich, die sind leider unbrauchbar.

Verfasst am: 25.01.2007, 23:46 Aufrufe: 1467

Verfasst am: 09.01.2007, 12:23 Aufrufe: 914

Or am I wrong regarding this point? Posted - 01/08/2007 19:46:29 The major difference is that we are used to viewing static Plots as opposed to these dynamic plots. In most of the other indicators, the values of the plots you've experienced end up with a single value per each bar and that value doesn't change as a new bar is painted. Thus static. This indicator calculates the "best fit" for the data wid ...

Verfasst am: 09.01.2007, 08:55 Aufrufe: 914

... Indikators für die TS2000i: } Inputs: TimeSeries((h+l)/2), Width(55), MaxDegree(1), ForwardExtension(5), ShowLeadingEdge(FALSE), ShowPredictedEdge(FALSE), ShowSmTimeSeries(TRUE), LeadingEdgeColor(Blue), LEupcolor(green),LEdncolor(red), PredictedEdgeColor(Magenta), SmTimeSeriesColor(Red), FITupcolor(blue),FITdncolor(red), ExtTimeSeriesColor(Yellow); Variables: LeadingEdge(0), PredictedEdge(0), p(0),j(0), Data ...

Verfasst am: 06.09.2006, 17:20 Aufrufe: 3120

pdf#search=%22chart%20studio%22 API gibt es auch! Zitat: Q. What is the API? A. The API (Application Programming Interface) allows developers to access the data in DealBook® FX 2 in order to use it with other systems. The API is available through an approval process for all GFT customers with one or more GFT trading accounts, and equity of 100,000 USD or more. If you would like to learn more about the API or to f ...

Verfasst am: 17.08.2006, 18:45 Aufrufe: 849

Zitat: SwingManT schrieb am 17.08.2006 15:42 In meinem Vorschlag muß man im ersten Schritt künstliche Bars erzeugen, dann kommen die Swings. Könntest auf die Schnelle so etwas bastelln, und mit dem normalen Kursverlauf vergleichen...!? Da bin ich ehrlich gesagt überfordert. Mit den ADE-Tools (all data everywhere), di man wohl dazu benötigt, habe ich mich in TS nie beschäftigt.

Verfasst am: 05.07.2006, 18:06 Aufrufe: 787

@Mercure Ich habe jetzt mal nur die Daten für 1Monat runtergeldaen. Die Quali ist je nicht besonders. Einfach nur Mist. Solche Candles wie dort habe ich noch nie gesehen. Da ist Open/CLose ja immer 3 Ticks vom High/Low der Candle weg. Also Bullshit Broker Data. Braucht kein Mensch. Hmm ... ich muss mal suchen. Hatte früher eine einwandfreie Quelle aus dem Netz. Vielleicht finde ich sie ja wieder o. der liebe Master ...

Verfasst am: 05.07.2006, 17:46 Aufrufe: 787

@Mercure Vielen Dank. Ich kannte die Seite schon, nur kann ich dort wohl nicht bis zum Jahr 2000 1min Data runterladen. Oder unterliege ich da einem Irrtum. Mir ist leider vor Wochen alles einem sehr heissen Umstand zum Opfer gefallen. Also gar nichts mehr da und alles muss wieder aufgebaut werden. Gruss GBoos

Verfasst am: 05.07.2006, 13:14 Aufrufe: 787

Hi, kann jemand mit 1min + Daily Daten für folgende Pairs dienen ? EURUSD USDJPY USDCHF GBPUSD EURJPY CHFJPY GBPJPY AUDUSD CADUSD Bräuchte diese Daten als txt-Files. Gruss GBoos

Verfasst am: 13.06.2006, 09:12 Aufrufe: 1021

@Hittfeld, danke für die Vorschläge, ich weiß dass es diversen Möglichkeiten gibt wie z.B. diese: Zitat: IB Loader™ allows you to download free historical data provided by InteractiveBrokers in MetaStock-ready format, plain ASCII text file or update TradeStation directly. If you have got trading account opened at InteractiveBrokers you do not need anymore to pay for real-time and historical data. Use your favorite ...

Verfasst am: 06.04.2006, 15:48 Aufrufe: 873

International Market Data (Expected after the rollout of Service Pack 1 - Date to be announced) In addition to offering market data for virtually all US exchanges, TradeStation will offer data for the world’s most actively traded international markets. After the release of TradeStation 8.1 Service Pack 1, Eurex (AG) Futures, Deutsche Borse Indices, and EuroNext / LIFFE Futures will become available (pricing to be det ...

Verfasst am: 22.03.2006, 17:40 Aufrufe: 673

Hier ein Link: http://www.opentick.com/index.php?app=content&event=market_data Hittfeld

Verfasst am: 09.03.2006, 21:03 Aufrufe: 3145

Verfasst am: 09.03.2006, 17:09 Aufrufe: 3145

Verfasst am: 09.03.2006, 16:38 Aufrufe: 3145

@all Aus einem Beitrag von Ehlers (bei Links von swingman) "CONCLUSIONS A Least Mean Squares Predictive Filter has been described and EasyLanguage code is given to generate the prediction for both an oscillator and a zero lag Kalman filter. The benefits of the prediction as a technical analysis tool was described in terms of both theoretical waveforms and actual data examples. Next to reading tomorrow’s ne ...

Verfasst am: 30.01.2006, 16:49 Aufrufe: 565

3% for a target of 30 pips when using a 25 pip trigger on the 2 hour chart. Of course, this engine's test had an 84% success rate and lost money. The difference between the 96% and 84% is attributable to many factors, the most important of which are that the data I ran this test on is more recent than the data from the report, and the method of entry is different from the method of entry used in the report. But it's ...

Verfasst am: 30.01.2006, 16:49 Aufrufe: 565

Zitat 4: Of course I am not going to provide an example for every data point in the report. If you have a specific test that does not agree with this report and you want me to respond to it, fire away, but please only do so with supporting info about the nature of your test, the data source, dates, etc. If you want to try shooting the report down I will gladly take all comers, but at least give me a chance to reply ...

Verfasst am: 30.01.2006, 16:46 Aufrufe: 565

If you don't have interest in the report, don't want to make the effort to dig into it, or don't agree with it, fine - pitch it. Now, on to the actual report and its veracity. Let me first reply to a few specific points: - The data is not "optimized" or "modeled" in any way. The data was supplied to us by a major FX dealer, and is the actual historical tick database of their prior rates. The only thing we did to t ...

Verfasst am: 30.01.2006, 16:33 Aufrufe: 565

fxengines.com/reports/ Zitat: It seems like some additional explanation is needed, so here are a few points: - Our goal here was not to create a trading system. It was to study data in situations that frequently occur during trades and try to understand what is most likely to happen in those situations. - The methodology is contained in the report, but it is somewhat technical. Basically we took a closing price fo ...

Verfasst am: 24.01.2006, 10:18 Aufrufe: 895

Bei MTX.DE Kommt bei den historischen Daten die Meldung Historical quote data is unavailable for the specified date range.

Verfasst am: 19.01.2006, 10:52 Aufrufe: 1376

@Williams mir ist der Begriff Dataminig ebenfalls unbekannt, aber ich nehme an, dass es sich um die älteste Beschäftigung der Menschen handelt (Jagen und Sammeln). In diesem Fall jagen nach Daten und Sammeln von Daten - und zwar fundamental Daten von Aktiengesellschaften. Britannica gibt solche Definition von Data mining: Type of database analysis that attempts to discover useful patterns or relationships in a gr ...

Verfasst am: 08.11.2005, 11:32 Aufrufe: 894

Hi All, It's been quite some time since I posted so I thought I would inform you all that NinjaTrader Version 5 has been released. Our NinjaTrader Simulation Edition is a fully functional trading platform that is free to use. In version 5 we have added data feed support for eSignal, DTN.iQ, TrackData and TradeStation. If you have a subscription to any of these data sources you can simply bolt NinjaTrader to it ...

Verfasst am: 07.11.2005, 19:02 Aufrufe: 884

This information is delivered by brokerage company. The price data allow drawing the charts of financial instruments, researching financial markets, using various trade strategies and make trade decisions. Quotations data are the files with the records in the format "SYMBOL, BID, ASK, DATE" (financial instrument, buy price, sell price, date and time) and come to the terminal automatically after connection with serve ...

Verfasst am: 07.11.2005, 18:52 Aufrufe: 884

This information is delivered by brokerage company. The price data allow drawing the charts of financial instruments, researching financial markets, using various trade strategies and make trade decisions. Quotations data are the files with the records in the format "SYMBOL, BID, ASK, DATE" (financial instrument, buy price, sell price, date and time) and come to the terminal automatically after connection with serve ...