It may depend on strategy. Anyway, according to my experience, given the "fractal" nature of curve price, it's pretty "irrelevant" to the...
Success, i think, must be defined in terms of measurable results. I would define successful a strategy using the following the following...
Hi friend, as you can guess from my previous post, I have also realized a program to capture realtime data feed from my broker. So I store...
Not really, being extremely demanding I tend to rebuild all the tools I need. [In the years, I have created my own complete...
Any meaningful backtest/tuning facility must have an efficient filtering system for the bid/ask series. Dealing with unfiltered data, makes...
My personal experience tells me that is often useful and beneficial dealing tick by tick. Especially working with automated tight scalping....
tick by tick is perfectly doable, even with several dozen instruments simultaneously and an ordinary home connection and with decent pcs....
Google screener does 2). About 1) I am not sure about update frequency, but I guess so. Tom...
Right. All those languages, c++, c#, vb.net, java are all nearly perfect tools at this time. The problems are mostly on the implementation...
Probably there where implementation errors. Like, for instance, wrong formulation of limit price, or inconsisten handling of partial fill events,...
see if this kind of format might help: http://www.datatime.eu/public/gbot/CAD 200912 GLOBEX.rar (file name is day, when a smaller time is...
ahah, good try! but a valid id document is required... :-) Tom
That's oversimplifying, i think. There can be many other reasons. eg, namely for a trader: hedging. Tom
That is normal, as you are receiving bid, ask in sequence. It's natural that they can cross. Also their P&L does not take into account the spread...
I still consider them the best (trading only, no customer service). API are probably still the best (among the brokers acceptable for trading)....
Corey made this beautiful list: http://coreyhoffstein.com/automated-trading-resources/ My hf bot is especially suited for futures:...
That's a common setup which has probably been replicated by users some million times. Can do it yourself with IB api and any programming...
If you are talking about demo account. Yes. Tom
:-)) ahah poor schizo! It's not nice to see, in a thread one has started, material that can be found on the web, as the value of this forum...
Yes, it's in the visual web developer (also "express"). eg: http://www.asp.net/Downloads/essential/ (I guess that the also vs express, has...
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