When an ATS places a limit order, there is obviously a chance that this order may not be filled. How do people determine when it is time to cancel...
Creating an OHLC chart in Excel is pretty easy, but I can't for the life of me figure out how to overlay other data series on top of the OHLC...
Some of the strategies on that page seem to have done enormously well according to the metrics on the page, what is the catch?
This is the first time I have traded continuously though the year, I never noticed how much the volumes drop off in the American summer. Does the...
I have been going though the documents on the Genesis site, with a view to maybe using their FIX product. Though it seems that the only way to get...
I have read in a couple of threads now people advocating the trading of stocks over futures or forex for the beginner trader. The reasons given...
Sorry if this has been covered, but I can't find an explicit answer. If I regress stock price A against stock price B and decide that the...
I have a ATS which is back-ended into a Postgres DB. I am looking to move the system to some type of hosted environment, but the options are...
I have been collecting quotes from broker 'X' now for a little while, so I have some historical data for the ATS which I am developing. I have...
I have been testing an ATS on my IB paper trading account, about 3 weeks ago as a result of all the test trades the account fell below margin...
I was wondering how people model slippage for back testing and paper trading? It occurred to me that it could be modeled as a random picks from...
I know there have been other threads on this subject but none of them seem to contain a definitive answer. Question: What is the actual...
Anybody tried to do this today? I keep getting 'error, try again later'.
From the API documentation... Cancelled - the balance of your order has been confirmed canceled by the IB system. This could occur unexpectedly...
On the IB website it states that the minimum IDEALPRO trade size is $25,000 US. I assume that the trade size you enter in the TWS order dialog is...
I've tried a couple of times to wade into these monster threads in order to gain an idea of what this strategy consists of, but I can pick out...
The documentation on this flag is as follows... Specifies whether the price tick is available for automatic execution. Possible values are:...
I assume there are people around here who run automated systems on IB, my question is to do with order error timeouts, does anybody implement fill...
I am currently testing an ATS with a TWS paper trade account, I'm trying to debug my position calculations, is there anyway of resetting the P&L...
I'm in the process of writing a ATS and I am starting to run across problems concerning rounding errors with standard C++ types (float, double)...
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