nickm001

The best of the best ( Buffet, Soros, and similar) make on the average 25-35% per year over long term ( over their life time as traders). You have to keep that in mind when some claim 100% or more return, bcos it is not going to last ( if it is even true). Anyone can have a good run, for a while and project that long term, but it is not realistic. Just imagine if you can do 500% a year... In short time you would be able to buy universe thanks to compounding effect

For short term ( 0 < day < 10days). I use globex (24Hr) 10 min bars and plot volume profile. For longer term I use 240min bars, also volume profile. I have not experimented with "day session" in currencies, but if I were to do so, I would segment the 24Hr session into high volume ( day) and low volume. In general. high volume starts sometimes in Euro session and completes during US day session.

most of datafeed will have info.. your platform has to let yo calculate VWAP.. Platfrom that I use, Tradestation, has it, but I don't think it is something special.

Here is the answer I posted on TS forum.... the comments are refering to TS datafeed and it may be different for your datafeed... For the benefit of the community I am posting the answer from data integrity: ..I have checked with our Product management department in regards to your Data feed accuracy for Inside Bid and Inside Ask. I believe that the inaccuracy is most likely due to the fact that not every bid and ask is sent -- i.e. the "quote field update frequency" limitation. I had checked to see if there was a design flaw. The response I was given is No, it’s not a design flaw. It's because it's a quote request. In a quote request, a snapshot of the market is taken 3-5 times a second. This is as opposed to a tick request, which will update trade ticks (but not bid and ask ticks) in such a way that every individual tick is always sent. I hope this has addressed your concerns. On which I asked again: Thank you for a quick explanation, but i still can't understand how the "missed" ticks due to update end up on the wrong side.... Basically, if TS supposedly missed the updates, then I should end up with less trades reported... but that is not the case. All trades are reported, but they are in the wrong column ( switched side from bid to ask and vica versa). PLEASE look at the provided pics posted in the forums. ... and the final answer was: I have forwarded your response to our Product Management team and their response to your question was they'll be mis-categorized if the bid/ask has moved but not been updated in the current bid and current ask fields.

Glad it worked ... Make sure that you setup auto backups... For next time you need it File >>"Backup/Restore Tradestation"... then check all boxes(* except Cache) . I store my backups on different logical drive, then copy it to different PC on the network and back it up on DVD from time to time

If you have you done any Tradestation backups, then the easiest way is to do restore using the same version of TS... If not, then this might work... 1. Install the SAME version of TS on new PC, and log in TS network once, the close TS 2. Find TS directory on the old drive, which would be in the folder "C:\Program Files" 3. It will liook like "C:\Program Files\TradeStation 8.5 (Build 2289)", (your version may be different) 4. Copy the following folders : "desktop", "MyWork" from old drive to new drive. There will be some files that youi need to OVERWRITE .. Those files are the one that contain ( hopefully) your code.. 5. When u get everything working, make sure that you setup automatic backups

I hope you guys know that BIDxASK you get with this indicator are INCORRECT due to the tradestation data feed limitation. There is a thread on TS forums that explains this issue.

you can download GV from Tradestation forums and there is also user docs that will help you install it

it depends on the broker... some require you to settle the trade. Some are "giving" you trade profit/losses immediately ( like IB) and there are no restrictions on how often you can trade,

I would first suggest to organize the drive in such a way that it is easy to do backups... Create one ( or more) boot partitions that has OS and Apps only. 30 Gb is usually sufficient for those... All your personal data should go in the Data partition, and filed in the appropriate folders.. Then you can use imaging SW ( like acronis) to image boot partition and also use either acronis or other backup sw to archive data periodically to either other network drive, usb or esata drive or to the network drive.. I store my OS "virgin" copy on the DVD and also on the net.. I can recover OS partition in 10 min or so...

It depends on the broker and type of the account... If you have regular ( margin) account ( not IRA) then some brokers will let you to take delivery of foreign currency upon full payment in cash. "Value" of the contract is fixed (say 1 yen is always $125000 dollars). You have either lost or profited on the transaction and it all depends when you purchased the contract. P/L is credited to your account. Some brokers only settle in cash so the best thing is to check with your broker.

the error you are getting is most likely related to array size... I would look for array declaration and change size to 1.5 or 2x of what it is. then you have to re-verify the code

you can have a look at currency futures

The error message you are getting might be related to the RANGE of the security you are plotting...it might be hard coded .. also try it on daily REGULAR session, not globex. See if it works for you.

insidebid/insideask are snapshoot of the RT market values and as such cannot be trusted. They are NOT updated on tick bases on the charts, only in matrix and T&S window, but ufortunatelly those are not accessible via EL code. This is a limitation of TS data feed and as far as I know, they have no plans to correct it soon.