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Showing results 1 to 7 of 7
Search: Posts Made By: iantg
Forum: Traders Hideout September 11th, 2018, 04:21 PM
Replies: 16
Views: 5,383
Posted By iantg
If you are comfortable using Ninjatrader you can...

If you are comfortable using Ninjatrader you can use this basic code I have enclosed to extract bid / ask price and volume data as well as transacted volume.

Run this on a 1 tick time series and...
Forum: Traders Hideout September 6th, 2018, 11:02 PM
Replies: 16
Views: 5,383
Posted By iantg
I am not familiar with those platforms, so maybe...

I am not familiar with those platforms, so maybe others could help you with extracting data from those.

If you want free, and easy, then I recommend downloading NinjaTrader.... I can give you a...
Forum: Traders Hideout August 29th, 2018, 12:09 AM
Replies: 16
Views: 5,383
Posted By iantg
Hi smtlaissezfaire, To your questions: ...

Hi smtlaissezfaire,

To your questions:

1. For testing purposes, if using NinjaTrader I recommend using market replay, not the strategy analyzer. The SIM engine in NT is fair for the most...
Forum: Traders Hideout August 27th, 2018, 05:47 PM
Replies: 16
Views: 5,383
Posted By iantg
Hi smtlaissezfaire, Enclosed is a link to a...

Hi smtlaissezfaire,

Enclosed is a link to a data sharing thread in the elite section on here. I have never used it because I get my raw data through a custom extraction program I built but others...
Forum: Traders Hideout August 18th, 2018, 09:15 PM
Replies: 16
Views: 5,383
Posted By iantg
Hi smtlaissezfaire, I'm glad to help field...

Hi smtlaissezfaire,

I'm glad to help field your questions.

1. I verified the edge with algorithmic trading and actually deconstructing the microstructure manually to verify the SIM engine. I...
Forum: Traders Hideout August 16th, 2018, 08:40 PM
Replies: 16
Views: 5,383
Posted By iantg
Hi smtlaissezfaire, For point 5 there is no...

Hi smtlaissezfaire,

For point 5 there is no literature or research that I know of.... outside of the research that I have done myself. I have a few friends that are hip to this and have taken...
Forum: Traders Hideout August 14th, 2018, 09:53 PM
Replies: 16
Views: 5,383
Posted By iantg
Hi smtlaissezfaire, I think you will get a...

Hi smtlaissezfaire,

I think you will get a lot of interesting answers on this topic. I'll throw my two cents out for starters...

Regarding short term types of trading strategies there are a...
Showing results 1 to 7 of 7

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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