BlowFish

I don't believe they are affiliated in anyway. Jim Kanes stuff is based on and fib levels ratios etc. He incorporates some very simple patterns (again based on fib). The core of his method is to do with confluence. It appears to be effective but I have never traded it as presented. Despite never trading it I have absolutely no regrets buying the material. He writes enthusiastically and clearly. If you are interested in trading fib perhaps with a sprinkling of simple patterns then you could do a lot worse.

No that is a flat out lie. It was not all you did. You alleged he was a vendor and hounded him to some how prove he was not. That he has done (in spades) by never trying to sell anytrhing, and by simply withdrawing. Now you try to cover your tracks by saying 'all I ever wanted to know was what data feed he used'. To be fair it the hounding was not as bad as ET but you expect a moderator to be dousing the flames not pouring on gasoline. The appropriate course of action would be to a) warn him by PM of any infraction of forum rules he had made. b) Ban him. Instead you chose the ET method of attack the poster. I notice you have done the same right above, rather than deal with the point Darth raises you resort to the ad hominem school of argument that is so prevalent at ET. So OAC ...what was he selling again ? How is darth a sucker? Just for listening what the guy had to say?

Actually I always though the whole point of that expression is that you have to walk the walk before you talk the talk. Seems you might have put the cart before the horse. The figures don't look too bad having said that. I would say you are in a dangerous position right now. Firstly sim is pretty different to when money is at risk. The real big issue is that it seems like you are setting yourself up for is this:- If you win from the start when you get the inevitable drawdowns it is far far more difficult to deal with emotionally. This happened to me. I did extra ordinarily well when I first started trading I grew a small account to six figures over a few months in a statistically significant way (it wasn't luck). However some how I lost the thread and never have been able to capture the same mental state that I had in those early days. One of the trading psychologists (maybe Elder haven't read him for years) asserts that early wins can be far more dangerous than early losses. I would have to agree.

Hope it won't be too long before the phoenix rises. Its good to have someone to rant at now and then (see the Delphi stuff). I'll be the first to exalt the new master;-)

No I did not, but you have missed mine. Re read carefully. It is an open platform you can use anything within reason to program it. You have the blinders on again actually its more a blindfold. You aren't going to get anywhere until you actually start trying to understand rather than assuming mate. Its really hard to have any sort of meaningful discussion with someone who is so woefully ill informed on the topic in hand. Sorry it has to be said. BTW Delphi is an excellent language. (though the whole Delphi thing is kind of irrelevant) C# has taken much more from it than it has from C and C++. It is actually superior in many ways, inferior in others. Have you ever used it? Nope didn't thing so. Have you even examined it in any sort of depth? Nope didn't thing so.

Well I think that might be the problem. What symbol are you using it on?

Maybe not. An Array is probably used to accumulate each TPO that occurs at a particular level. If the instrument has too many levels for that array (i.e a large daily range in ticks) you will likely have an overflow as the array wont be big enough for each price level. Post the ELD here and someone might take a look

Having strict controls on how much you can risk and on what is likely to be a be big plus for most. Generally there are all the pluses form a 'proper work environment' discipline will be expected, as James says you will have like minded people to interact with and observe etc. etc. I have to disagree about the tools (as I have before) CQG TT et al have been available to retail traders for ages now (probablly a lot cheaper than a desk fee too ;-)) Really the main down side is you are essentially paying for this education and environment. (Why would you not expect to of course). Oh and you might feel pressurised into trading a particular way (that might not completely suite you) at certain shops. Actually put more accurately you might feel pressurised into trading a certain frequency at some shops.

Yes. There is one (called buy sell pressure) that comes with NT. There are also a goo half a dozen versions that people have made display modifications. Just look in there download indicators forum.

As some will know I am quite a fan of Tims work (no affiliation). In this article he talks about bias and being open to both sides of the market. He uses market structure to 'frame' stuff (and of course ML's) there is also a bit of measured move stuff which would appeal to the AB CD proponents. http://www.medianline.com/

I guess it depends how you define 'expand' as in the first step "wait for the purple line to expand".

Tricky as the delta changes as the option moves in and out of the money. The trouble with any arbitrage is that arbitrageurs trade risks in similar markets. There are several things that can change the relationships of those risks.

C++ <> Java. It fails on point 2 also:bang head:

http://www.traderslaboratory.com/forums/f30/best-of-tl-2954.html Might be a good place to start. There tend to be more methodologys than systems here.Some are presented in ample detail to 'systemise'. If you just want a red light green light system you might be better off evaluating commercial offerings or signing up with an advisory service.

Good question. Is it your assumption everyone is here to make sure everyone else knows what is the best indicator in the world? It's really only fair that anyone should be able to make loads of money so perhaps when you discover how you could drop me a PM to let me know how? Here's a hint - it's not indicators that make money but traders.

if you go this route I would break the symbol directory down further so maybe have a symbol/a/ symbol/b/ etc. directory. Other wise (under NTFS) you might easily have enough symbols to become an issue. Another consideration is that you sometimes get the same symbols on different exchanges so you might want to consider db/exchange/symbol.

So you would rather a platform that 'locks you in' to .net & c sharp? You clearly don't understand click quest's stance if you think it is absurd. It's an open architecture that is capable of supporting pretty much anything you can imagine. Actually its a shame as it is probably the quickest route to where you want to get to by a metric crap tonne. You do yourself a mis service by mis understanding and latching on to some old rhetoric about fortran. There is an expression in the UK "cutting off your nose to spite your face".

Very few packages record bid ask changes (or other order book changes). I can't answer for OEC but I would give long odds that it does not NT 7.0 will apparently. What this means practically is that these sorts of studies only work on real time data rather than historical data.

No to be I haven't for quite a while, but it really is pretty powerful. It supports a variety of languages and frameworks including c sharp and .net only problem is is its a steep learning curve.

I would persevere. The fact it works for Tams & Svensa suggests it is not a problem with the indicator. When it comes to easy language MC & TS are not very different. Quite the reverse. Edit: There does appear to be bug in the codes logic in so far as it references a bar in the future.

Market Profile section here. Cbot webite and Dalton are the usual answers to this question

Of course a 'database' works on top of the file system. The question is will an index designed specifically to get to the data you want be better than the native file system (lets assume NTFS....actually I guess a precursor discussion is what platform you are going to run on). With NTFS file access times can become un-acceptably long when dealing with 'large' numbers of files. This can be alleviated somewhat by having a suitable hierarchical directory structure, but the fact remains that NTFS performance is not good with 'lots' of files. Essentially in this case you are using the file system as your index I guess. As an aside WinFS that was supposed to ship as Vistas file system but was not ready is based on a relational database! Maybe that will improve things maybe not. It is interesting to look at the architecture MS adopted for Exchange server, completely different application but one of the issues they needed to face was how to deal with lots of 'files' (emails). If you are not handling a lot of data all this is a non issue, which I guess is your point.

It might be worth checking out Neoticker from Tickquest. I have not used it for some while but its a remarkable product. 1) It supports a variety of external programming languages/frameworks. 2) It supports grid optimisation (multiple PC's) on diverse criteria. e.g. most profitable instrument and time frame. 3) It is broker independent though does a have a few brokerage interfaces for automatic trading. When I did use it I found the learning curve pretty steep but chances are good if you stick with it you will be able to achieve what you desire. I'd be interested what you think if you do try it.

You are probably correct! but I am a great believer in getting the architecture 'right' There are charting packages that use simple flat files of tick data in daily chunks they handle things reasonably well. Personally I think you would want a way to get quickly to ES 3/1/98 11:43:21 without reading sequentially from the start. Of course if you divide files up into daily chunks (as you suggest) that's a kind of proxy for indexing. You could quickly get to the appropriate day (using the file system) and then read that file sequentially until you have the data you want. That might be absolutely fine for your purposes but is not that scalable. If you just collected S&P constituents that's errrr over a million files for 10 years data (though my math may be off). I dont think it would be too complex to maintain time base indexes as pointers into the data stream(s). Again it boils down to what you want to do. If I was rolling my own I would want a schema that could handle thousands of symbols for many years even if I was only going to trade the ES based off 5 minute candle patterns (or whatever).

Actually exactly how it is stored is not the big issue, (I guess how you 'chunk it up' might be). The big issue is (of course) is exactly how you time index sequential data. maybe not such a big deal. Chances are once you decide where you want to read from you are going to want to read sequentially until you meet some other criteria. So is the smallest granularity index you maintain seconds or maybe minutes will suffice? Just thinking as I go along you might well be able to shoehorn it into a tree type structure (whilst maintaining sequential tick storage) without too much compromise. (Because seconds would be indexed by minutes would be indexed by hours etc.)