Guys, thanks for the replies, I will go through each of them. My program connects to IB successfully, when I request to retrieve live data for...
Hi, Im trying to write a simple system Direct to TWs, but have hita brick wall. Ive been at it all day, but still not able to recieve data from...
WAS a really successfull Option seller a few years ago, havent heard from him since....... 1 + 1 = ?????????
RedRat, looks like we are on the same wave length here. Im actually working on a long term trend following, short term counter trend as well as...
Thanks Muskoka, Ill be checking that out
Thanks for the tip, was there something specific you were referring to, or just a general statement?
Are you referring to finding another way to measure Volatility?
First a thank you to all have contributed. I certainly got a lot more than I bargained for on this one. A bit more info as to what I am...
Doesnt work in Japan either.....
Wow, looks like I hit a raw nerve with some posters here. A couple of things to point out here though, Im not talking about a system that is just...
Interesting thought there Deco, guess it depends on what you refer to as 'simple' Personally, thats exactly the way I like to keep my systems....
Latitude, once again I was probably looking at this a little too simply. I just compared where it is possibly accepted from as per the contract...
Pretty new to Automated trading and system development, but know enough to understand the pitfalls of curve fitting. I had an idea how to avoid...
respectfully have to diasgree..... The ony way to see how a strategy really works is to run it live (on small size of course). you can...
Thanks for the link, looks quite interesting. Ive just started looking at this kind of arbitrageand I have a question in regards to this kind of...
Latitude, jsut want to clear one thing up. Think I got a little mixed up here. Nymex is cash settled, ICE and LIFFE are physical delivery....
latitude, thanks for the insight, not quite as straightforward as I thought, but anyway. another day , another lesson learned
sorry MTE, guess I dont quite get it. whats the difference between just the price and the absolute return? More importantly, how do I prepare...
guys, thanks for the replies. I plan to use continous contracts. Just wasnt sure wether I needed to do it jsut based on price, or absolute...
Sorry, what do you mean by price point?
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