That's true. however, it also means it is a very fast API not using layers and layers of 'frameworks' slowing down execution. I still code for IB...
if you know a broker faster, please tell us, or maybe you misread the timing.
well, go back to etrade
a little too many disconnects with Genesis. maybe not more than IB in my case. but IB is a little more resilient in my experience. Genesis'...
this happens when several exchanges (including ECNs) are involved. in that case bid might equal ask but not on the same exchange => no fill
that's one of the challenges with this API. you usually can't connect to the servers after 5 or 6 pm and not during week ends. it would be nice...
Anonymous, I realize I didn't explain myself well. What I meant is Genesis has in house programming staff, their software is proprietary. they...
I agree with you nononsense. Genesis is not a big corporation with a large staff developping for them. I think their software is built in house...
I received several pms asking me about Genesis API. In the past few months I wrote several ATS and custom execution or front end software for...
I agree with Serge. And that's why I look more at profit factor (which is win$/loss$ as he mentioned). Indeed, the goal is to keep profit...
onelot is right, that's my definition of profit factor. I also look at Sharpe ration nononsense btw. which indeed takes into consideration the...
trade frequency is important as well, DT-waw mentioned it. I track profit factor in my context (high frequency trading) because it gives a...
Life is good. regarding win ratio. some strategies require a very high win ratio. I hate to generalize, because I don't know about everything...
I disagree
I don't care what people think.
automated trading is now mainstream, or so it would appear. however, there is a paradox there imo. with more retail traders doing automated...
that's a very good point alan. I wanted to make the point about cost and forgot. yes, development if it is serious, professional, bug free etc is...
don't deal with someone you don't know or someone not recommended by someone you know. I mean, unless your method, edge is so powerful it won't...
it's very easy to curve fit and over several years.. one method is to have few trades and get no statistical significance. let's say 10 to 20...
0) What vital features, capabilities or characteristics of your software drove you to write it yourself rather than use some preexisting trading...
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