Kreslik.com - traders community since 2006

Michal, Thank you for summing this entire thing up. I am heading out east on the road next month or so.. maybe I will stop by and see your magic with the SQL.. BTW I have been playing around with SQL 2005 Analysis Services.. very cool, so I am really interested in plugging this data and trying to ma...

So bottom line: Neoticker - Analysis, algorithms, Backfill data, and sending order to the interface MB - live data feed, order interface linked, broker Questions: Is the analysis in NT done on the backfill data or MB data? for eg. when i tell neo to load 250 days, it does.. but its alllll jacked up....

Hi Michal,

Yes. Scared indeed. Should I be comfortable with hooking up my systems to the tick filter based feed? It sounds great, I will give it a go... this is one of the main issues really, everything else about NT/MB is all ok, and tolerable if not.

http://www.ninjatrader.com/web/futures_trading_software_automatedtrading.htm Per that link, we can automate Tradestation using NinjaTrader. Granted the data is marked up, for longer term strategies Isn't this a blessing? - Clean, reliable data that will never go away, simple coding language, mixed w...

Ok, So if I have to setup an auto trade system, longer timeframes and some scalping abilities - here are my options: 1. get tradestation and automate nothing 2. get mb/efx and NT and wizard out the tick filter / hack it to get clean data feed to send orders against live data through MB (bad), Backfi...

Well, I think most of us if not all of us are on the quest for a stable auto trade system. besides all of our learning curves, techniques, we all want to be able to auto trade one day. I was under the impression that Michal's and every one else who boasts NT already has a successful Autotrade system...

So, what does one do?

Write a tick filter? Is that the only way to actually use NT for auto trading?

ok, thats fine.

But the real question is- Since the EFX data is bad.. will it affect auto trade, or indicator calculations because its bad? or those things dont matter in real time..........?

hi michal, can you share any stored procs or any other scripts for me to clean data ? is the best way Tradestation only? .. how does this affect live trading algorithm calculations?

that long line is not a weekend trade.. there are hundreds like this, and lots of holes....... no one has addressed this long standing issue.