eSignal Extended Intraday Data

http://www.esignal.com/esignal/pricing.aspx

History Newly Enhanced!
eSignal is constantly adding historical data to the individual exchanges / services it offers through its datafeed; the number of years listed for any exchange grouping is an average of the individual exchanges within that category.

Category	Tick	Standard Intraday*	Extended Intraday **	Daily
North American Stocks	10 days	120 days	Back to Apr 1997	Back to 1990
North American Futures	10 days	120 days	Back to Mar 2007	Varies by contract, as many as 9 years ***
North American Options	--	--	--	Up to 1 year
North American Indices	10 days	120 days	Back to Apr 1997	Back to 1990 (as far as 1970 for several)
Mutual Funds / Money Markets	--	--	--	Back to 1994
European Equities and Indices	10 days	120 days	--	5 - 10+ years (varies by instrument)
Asia Pacific Equities and Indices	10 days	60 days	--	2 - 5+ years (varies by instrument)
European / Asia Pacific Futures	10 days	120 days	Back to Mar 2007	Varies by contract, as many as 9 years ***
Forex (bid / ask data only)	10 days	120 days	Back to Mar 2007	Back to 1983 on major pairs
GovPx Treasuries	10 days	120 days	Back to Mar 2007	Back to 2006

* 120 days of standard intraday history available in eSignal's Advanced Charting and in most third party applications (such as Metastock or Ensign). eSignal's standard charting will continue to go back 60 days.

** Extended intraday data is available to eSignal users as an add-on service. Please note that extended intraday data is not available to eSignal API products (including third party applications). A $10 fee is associated with this level of data.

*** Please note that data on some contracts now goes back as far as 1973. History available varies by contract type.

GOOG, 5min squeeze bashing up just before big tumble after hour on earning.

The Trading Blox™ Professional mentioned the following system

Systems Included:

ADX System -- An ADX +DI/-DI based system that enters when the ADX crosses a user defined threshold, and the +DI crosses the -DI.

ATR Channel Breakout System - A channel breakout system built using the Average True Range to define a volatility channel centered around a moving average, this system buys and sells when the price goes outside the channel.

Bollinger Breakout System - A system described by Chuck LeBeau and David Lucas in their book: "Technical Traders Guide to Computer Analysis of the Futures Markets", this system buys when the price goes outside the range of a Bollinger Band.

Bollinger Counter-Trend System - A system that buys dips and sells rallies reversing the Bollinger Band Breakout system rules.

Donchian - A single unit breakout system with a MACD filter. Allowed to trade long if the MACD is greater than zero, allowed to trade short if the MACD is less than zero.

Dual Moving Average - Buys and Sells based on the crossover of two moving averages, this system is always in the market.

MACD System -- The Moving Average Convergence Divergence system uses a long and a short moving average to generate signals. The system enters and exits when the indicator crosses zero.

RSI System -- Based on the Relative Strength Index, the system buys when the indicator crosses a user defined threshold, and sells when it crosses another threshold.

Stochastic System -- Uses convergence of the stochastic indicator to generate signals. Long only.

Triple Moving Average - Using three moving averages, this system buys when the short moving average (MA) crosses over the medium MA, and the medium is over the long MA. The system exits when the short MA crosses back under the medium MA. Unlike the Dual MA system, this system is sometimes out of the market.

Turtle System - The system used by the Original Turtles as explained on the original turtles web site. Trading Blox™ is the only software on the market that is capable of testing every aspect of the exact trading system as outlined by the Original Turtles including:

• Turtle Money Management



• Correlated Market Risk Limits



• The Correct Formula for N Computation



• N-based Unit Sizing



• N-based Multiunit Position Additions



• Simultaneous Blends of System One and System Two



• The "Last Trade is Loser" rule

Major Features:

The Trading Blox™ Professional software includes the following major features:

No Programming Required - easy to use graphical interface allows test changes without requiring any programming, just change the numbers and click a few buttons.

The Trading Blox™ Engine - test many markets over their entire trading history in just seconds. There is no equivalent testing engine anywhere.

Parameter Stepping - test different combinations of risk limits, unit addition points, breakout days, etc. Lets you change any of the system parameters without requiring any programming.

Trade Chart Detail - shows the exact reasons for entry and exit and complete trade details on a high resolution trader chart.

Advanced Graphs - reports include many different graphs including some new types unavailable with any other testing software.

To see the complete set of detailed graphs press here.

Order Generation - Generate the orders for the next day with one simple menu selection.

Extensive Reporting - Analyze and verify tests using our extensive performance reports and logs.

Complete Documentation - includes extensive and complete documentation in HTML Help format for quick access directly from the application itself, in Adobe PDF format for printing, or in an online HTML format.

Free Historical Trade Data

Free Historical Trade Data

Download ten years of free historical trade data for futures and forex. Updated Daily!

Right click on the following link and use "Save Target As.." to save this compressed folder to your hard drive. The total size is about 2.5 megabytes for 38 futures and15 forex.

Futures, Forex data

Please note that as of January 28, 2009, these market selections have changed. Most pit markets have been removed and replaced with electronic markets. If you are using this data be sure that your data files are being updated as expected, or change your links to use these new file names. Trading Blox users may want to download a new futures dictionary from this link: Futures Dictionary. Note that if you replace your old dictionary with this new one, any changes you made to your old dictionary will be lost.

The field layout is Date, Open, High, Low, Close, Volume (zero for forex cash markets), Open Interest (futures only), Delivery Month (futures only), Unadjusted Close (zero for forex cash markets).

This data should only be used for testing and training. If you like this data, you should get your own subscription from CSI. They will provide you with more markets, more data, more options for back adjusting, and a robust reliable service with redundancy and backup processes. This free sample data is not guaranteed in anyway, is not always available, and may be changed or discontinued at any time without notice.

Here are the forex pairs included in the sample data:

And here are the symbols for the above as described in the Trading Blox Forex Dictionary:

Forex Market Hours, Active Hours and Correlations

http://www.forexmarkethours.com/

Examples of same direction moving currency pairs are:

EUR/USD and GBP/USD
EUR/USD and NZD/USD
USD/CHF and USD/JPY
AUD/USD and GBP/USD
AUD/USD and EUR/USD

Inversely moving pairs are:

EUR/USD and USD/CHF
GBP/USD and USD/JPY
GBP/USD and USD/CHF
AUD/USD and USD/CAD
AUD/USD and USD/JPY

Esignal Learning website

http://www.esignallearning.com/education/marketmaster/strategy/linear/sells.aspx

Yahoo dividend only link. Can be used to sort dividend stock, passive income

http://ichart.finance.yahoo.com/table.csv?s=PG&a=00&b=2&c=1970&d=00&e=16&f=2010&g=v&ignore=.csv

Linear Regression Channel Trading Strategy

eSignal Linear Regression Channel Trading Strategy: The Sell Strategy

1.

1. Find a trending stock that has not exceeded the upper channel until now.
2. Sell the extreme price swing at the upper outer linear regression channel.
3. Place the appropriate trailing stop above the highest price bar spike at the upper channel. (The reward potential for the risk taken should be 1.6 or greater.)

2.

1. Make the linear regression median line your first target.
2. Make the lower channel line your second target if the price trades through the median line.
3. Maintain an appropriate trailing stop for your position.
4. Once your initial target is met, tighten your trailing stop.
5. If the price continues through the median line and approaches the lower regression channel line, prepare to close the position out as it exceeds initial expectations.

CSTR bot on F1F2S3 on hourly HOLP

WMS EMA8/21

MM respect gap stop price, 1 cent!

GOOG and BIDU pair. News leaked on Jan 6 covered by the Google Phone news

VIP in EMA8/21 buy, but wait until 60-min chart turns bullish

SSO F1F2 setup on LOHP

Stocks - Backtest & Data Downloader

http://exceltrader.net/stockbacktestxls-stock-backtest-and-data-downloader/

Stocks - Backtest & Data Downloader

*file updated Sept 12, 2009 – Change Log

Stockbacktest.xls is an end of day OHLC backtesting Excel/VBA program.

No VBA knowledge is needed to use this file however a basic understanding of excel formulas is needed.

The features are as follows:

• Downloads data for the entered symbol. Alternatively you can insert your own OHLC data.
• Four separate Conditions: Buy to open, Sell to Close, Sell to Open (short entry), Buy to Close (cover short).
• After running “backtest” the chart will display a green dot to indicate a buy and a red dot to indicate a sell as shown below.
• No passwords to view/edit VBA
• completely free but donations appreciated
  1. Download and open stockbacktest.
  2. Columns I – AG (on data sheet) are reserved for you to enter in your own indicators. As an example, I have moving average indicators in Columns I and J.
  3. Columns AI – AL(on data sheet) are reserved for you to enter in your Entry/Exit Signals based on the indicators you have entered in Columns I – AG. Don’t worry about consecutive signals. It will only take an entry signal if there is no position already open. You never have to check for open orders. You can enter dumb formulas that generate exit signals for example when there is not an open position and the VBA will ignore them. This allows users to keep entry exit formulas simple.
  4. The box show below is on the data sheet. It always displays the last opened position and price into a static cell. This allows the use of formula based trailing stops based on the entry price. If you do not want to use trailing stops then you can just ignore this box.
  5. As an example, I have a long entry when fast moving average is > the slow. =IF(I13>J13,”BUY”,0). You will want to keep the “BUY”,0 portion of this formula but change the I13>J13 to work with your indicators.
  6. Columns AM– AN (on data sheet) is for the price to use when a BUY or SELL is triggered. (currently you need to account for commissions here) For example you may want to buy on the open, Buy on the close, or use a midpoint. As an example I have both Buy and Sell prices linked to the Close.
  7. Enter Stock Symbol, Start Date, End Date, Starting Account Balance and Percent of account balance where indicated on the “Settings” tab.
  8. Choose either a set number or shares per trade or a percent of account balance. Choosing % of account balance allows compounding.
  9. Press “Download Data” to get the Symbol’s Daily Open High Low Close data. (or import your own data into columns A-F on “Data” sheet.

  

  Instructions are below:

  

  The results are shown in two ways:

  Cell B8 on Settings page will show the final balance.

  The chart on the Chart Sheet will display all stock and volume data with buys and sell plotted in red and green.

  *There is one quirk that I will improve at some point. Bring down your indicators and signals to at least row 50 (VBA will bring it down the rest of the way) (Columns I-AN).

  Change Log

$15.71/month data fee by IB on 6th of Jan, 2010

TTM Squeeze Monthly 2009.12.31

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