If I have an ATS which say trades the ES for the NY session, would you include the out of session time data when calculating indicators? (or not).
I was just browsing the Pinnacle web site looking at their historical futures data (CLC Database), it seems like a good deal. The question is...
Does anybody else use a windows based database to store quote data, if so which database do you use? I looked at the MS desktop SQL engine, but it...
If I get 3 updates at the ask (say volumes of 1,2 & 3) over 1 second, is it valid to say that I had a total volume at the ask of 6 over that...
Is anybody else in the Asia region having problems with IB tonight? This is the second night in a row I have been locked out of the London open.
I just can't get the IB forex commissions page to add up, maybe I'm just feeling extra stupid tonight...so let's run it though. Assume...
Can somebody who has completed a FIX ATS please, give me some tips on how to test such a thing? For instance, is it possible to test a FIX ATS...
I'm doing some testing of systems on Forex, I calculate a transaction cost consisting of the spread + commissions, if I'm trading say the EUR/USD...
I've done forum searches on this problem in regards automated trading without finding what I would call a satisfactory answer. The answers seem to...
I am currently messing around with various NN models, one thing that I can't seem to find a clear answer on is the normalizing of input data into...
Let's say I execute a forex order for 30,000 units though IB, let's say I only get filled for 20,000 units, a few of questions come up... 1. Do...
When I develop a strategy for Forex, I pick and instrument (e.g. EUR/USD) and an interval (say, last year), I then data mine this interval for...
I have been browsing the IB API C++ source code, I notice the protocol to trader workstation is actually pretty simple, but the implementation is...
A question for those people who have written their own back testing frameworks and automate though IB, do you use the IB historical data to...
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