What I do instead is encrypt (with gnu pgp) client side and backup those ' buckets' to the hoster. I'm using Google Drive and linux tool...
Below, I read something about timer based vs event driven based algo trading. In my opinion, the event driven algo is the way to go. Simply put,...
Ok, so what you're saying is that the ib api client does indeed see every single trade and dom change, but not exactly as it happens but instead...
Indeed, failing to suppress emotions is not the problem (it may even be impossible), but letting those emotions have an effect on trading *is*....
Also, from the IB api mailinglist, I've learned that IB is sort of aggregating data over a 'several' (100+?) milliseconds and sends that out. So...
Indeed same here, I've seen that happen and sometimes it would even disconnect from tws. So everything is catched ;-)
My system also uses market orders because if the algo decides to act now, it really must be *now*. So with enough volume in the DOM, a buy will...
But don't you think that comparing two results with different kind of risks is fair? Making 3% in fixed income or 3% with trading futures in my...
The way i back test is using the S&P 500 as a benchmark and try to outperform that in index points, not in USD. Backtesting and simulating in USD...
I did on a paper trading account, it all seems to work just fine. I may need to make it more fool-proof in case something goes wrong (lost...
The ideal would be to be profitable in every simulated session (=recorded market data) or at least be 'significantly' profitable overall....
Just discovered this thread and had to contribute. Iâve have been working on building an ATS for some while now working with Java+Oracle against...
Not sure if I get your question right, but just use the commandline tool ping. I'm on Linux, but it's the same on many platforms.
Agreed, and what I too consider to be a great advantage is: being a small trader. I am no more than the well known little speck on a fly's leg on...
I've got the same rule. Since I don't trade individual stocks, I'm not so much concerned with earnings, but the same applies to Fed announcements...
I'm on Interactive Brokers as well, and although the Java API sometimes shows some weird behavior, overall it just works fine and reliable. Make...
That's not a bad offer for anyone looking for this type of hosting. Although, the 1ms they say would be a bit unbelievable. If I ping my router...
Very good post! Something I do to make it easier to follow my trading rules is to look at my equity curve over time. Sometimes it ticks down...
... to make only one trade per day. Have the orders (open and stop close) put in, and not look back until the end of the session. Or put...
My first post to Elitetrader, so here it goes ;-) I guess that if you're really in the HFT, than nothing is good enough, or just too expensive....
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