TH's data, conniptions and brain dumps

[tech/a]

Any ideas on where I can the get data to do this stuff? Are you getting it off of TWS or NT? I have tried googleing but I just keep coming up with indicators and back testing a system

You can download from TWS
But will take awhile to get a library.
Never done it.

I bought tick data history from tickdata.com
You'll then need Amibroker or similar to run it through.
Well that's what we do.
It was cheap really thought it would be a lot more.

 

[fiftyeight]

I was hoping to avoid AB.

All I am wanting to do initially is some small investigations like;

What is the distribution of say the next 5 bars after volume has exceeded 2 s.t.d

No idea if 2 s.t.d or 5 bars or volume will be significant, this is what I want to investigate. But with no intention for a future indicator or system just better understanding of how things work

 

[ThingyMajiggy]

Best way is via NT, it has its own data export feature but I prefer to do what this guy does, can add whatever columns you like then and it just goes off your chart data.

Do as he does.