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Trading: long-term share trader, gold, oil - learning forex now
Posts: 11 since Sep 2009
Thanks Given: 10
Thanks Received: 1
That is certainly the case - however - insiders are still reporting that it happens. For current laws to be amended, it might also mean that innocent bystanders, like us, are forbidden to make 'last-minute changes', as happens when your trade indicators change over time and price action.
Either way, this new world of ever-increasing trading volumes and statistical analyses will require upgrades to internet technology etc to cope with these trading datasets. Part of this upgrade will necessarily require frequency increases from current levels.
Otherwise, how can you successfully trade with delays in your datastream?.
cheers
Can you help answer these questions from other members on NexusFi?
I have no problem with flash trading being banned either. The small amount of reading I have done on the subject leads me to believe it isn't in the interests of us little guys. Trading is hard enough without having to out play a super computer or two.
Anyone thought about taking advantage of this?
Perhaps creating an indicator that monitors the bid/ask Flashing to beat the mm at their own game and scalp a few ticks.
Trading: long-term share trader, gold, oil - learning forex now
Posts: 11 since Sep 2009
Thanks Given: 10
Thanks Received: 1
I sure that everyone agrees -- ticks and volume = bread & butter of any trading analysis -- but.....in my original post, I was reporting on the results of other posters and their experiences with bandwidth and particular datastream providers.
Here is one example from dsherman on 22JUL2009..
"I have also found that using "Strategy Analyzer" for back testing and optimizer produces results that do not bear out in live or replay. I basically use back testing and optimizer to hone in on a strategy and then use replay to actually get the correct results. One other "KEY" is the data feed. As an example, I was running a strategy I am working on, on two PCs concurrently live today. Same strategy, on both. One was getting the feed from IB and the second from Zen-Fire. The IB feed triggered an ill timed trade and ended the day with a loss. Before starting, I even made sure that the IB pc was synced to atomic clock and the T&S sales were within a second of the Zen-Fire feed. (I guess IB sends out the tick data without a time stamp so the PC clock is used, and Zen-Fire includes the time stamp). Anyway, running the same strategy on two different feeds ended up with a huge difference in results. For back-testing purposes (replay), I think it is critical to have time-stamped data so realistic results can be found."
I finally have a strategy that backtests very nicely. Ironically, over the last month or so I have programmed many strategies that I thought would work well, which kept failing miserably. Ive spent many hours and late nights hacking away in NinjaTrader …
I also note that dsherman makes no reference to Cray computers or any other sophisticated echelon-capable server-rings required to receive and process the data...
Hi All,
I know this thread is old and went off-topic.
But I am also looking for decent feed of ASX100 stocks (at least) to monitor while trading SPI.
I am trying IB now and will have to give up on them as analyzer does not even go half way and starts getting rejection message.
After so many years has anyone found the way to get the feed working?
Cheers,
