Australian (ASX) Stock Market Forum

Recent content by AMSH

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    Noob Intraday Data Questions

    Cool, looks like Geeroy's stuff might do the trick. Think I'll get in touch with commsec. Thanks Tech/a, I signed up to eSignal on demand a couple of days back - it's live data, 20 minutes delayed but works pretty well with explorations. I think that will do the job until I find something...
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    Noob Intraday Data Questions

    I'm glad you understand GB, because I still don't. I'm trying to use the data to trade live, not backtest. I need to be able to download the data prior to 4pm, run some analysis on it and then use the results of the analysis to maybe place trades. Geeroy, is the data downloadable, covering...
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    A real-time example of trading the Australian sharemarket

    IBSMS1 - Short-term, intraday system This system is currently being traded on a cash account (pending margin approval) and as such, I'm subject to T+3 settlement meaning I spend an awful lot of time out of the market. Even so, this system shows incredibly strong results, and I'm hoping to...
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    A real-time example of trading the Australian sharemarket

    So although I only started this blog a week or so ago, I'm going to have to make a fairly major change of tack. I was initially going to post live trades of my IB2 system and explain how it had been designed. In the past couple of days, I've ironed out the majority of the issues with another...
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    Noob Intraday Data Questions

    Geeroy, I've had a look into what you're saying and I've got to admit, I'm still clueless. I've done a little research and I think maybe we're still talking at cross purposes. Could you post one of the exported text files so that I know we're talking about the same thing?
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    Noob Intraday Data Questions

    That's awesome, could you expand on how you'd do it? I used to have a Comsec account and I didn't know you could perform explorations like that (or get data that would allow you to do so). Thanks, Al.
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    Noob Intraday Data Questions

    Re: Noob Intra-day Data Questions I get what you're saying now GB. Most of my systems use EOD data and enter on the open (of the following day), but the strategy I'm trying to get up and running at the moment works a lot better buying at the close. Thanks for the input though. Geeroy, do you...
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    Noob Intraday Data Questions

    Re: Noob Intra-day Data Questions GB, I want the data for really involved explorations, not for back testing which is what you're getting at I think (I might have misunderstood though). For example if I wanted to search for all those stocks which were inside days as at 5 minutes to the close...
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    Noob Intraday Data Questions

    Re: Noob Intra-day Data Questions Thanks for the responses. Canoz, I tried Premium data and I'm still waiting to hear back on a couple of things, but I seem to be getting single line replies. The same from Paritech who I'm currently a customer of. Backfilling from IB doesn't work for me as I...
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    A real-time example of trading the Australian sharemarket

    Ok, so the way I'm intending to do this is to post my trades as they come up. IB2 always enters on the open and always exits on the close. I'll post each trade as it comes up, as soon after I take it as possible. I'll do my best to keep up with things but feel free to poke me if I'm slacking...
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    A real-time example of trading the Australian sharemarket

    The major constraints (or considerations) involved in designing a trading system are as follows (in order of importance, as I see it): 1. No forward looking code This seems obvious, but it's incredibly easy to allow forward looking code to exist without realising it. Without fail, forward...
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    A real-time example of trading the Australian sharemarket

    So, one of the biggest issues that people often have on ASF and elsewhere involves people talking themselves up with no data to back up their strategy and their approach. I intend to post my system stats (though obviously not the code), what I'm expecting and hoping for, and then, in real time...
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    A real-time example of trading the Australian sharemarket

    Hey Guys and Gals, So I've been meaning to do this for a while, and I'm just about to start live trading again, so there's no better time than the present I guess. I'll probably mess up a few things on the way, but hopefully anybody who reads this will come off better for the experience. I'm...
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    Noob Intraday Data Questions

    Hi All, I've been trading EOD for the last couple of years and I'm just starting to play with intra-day trading; I've got the trading side of things ready to go, I'm just a little clueless with regards to the administrative side of things - specifically dealing with the data feed as it comes...
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