livevol is gone? or bought by someone else. direct is for fops mostly i reckon, easier to just pay ib/tt the commission on fops.
I guess that is true, I did python on Linux for years but it made me have fits of rage all the time. C sharp on Windows with Vs Studio suits me better, with the typed classes and all, code much better now.
beginners guide to inputs and variables for logic to hft this is just where it begins inspired by perry kaufman - smarter trading // Enables processing of calculations and execution of orders within the same price bar, allowing for high-frequency trading decisions. Inputs: price(Close), // Uses the closing price for calculations. smolen(7), // Length for smoothing operations. efflen(7), // Length for efficiency ratio calculations. damp(-50), // Damping factor for efficiency ratio adjustments. amalen(66), // Length for moving average calculations. mm(200), // Money management parameter, possibly for stop loss or risk management. inband(21), // Inner band threshold, possibly for a trading signal or volatility measure. outband(100), // Outer band threshold, similar use as inband but for wider market conditions. thold(100), // Threshold for a certain trading condition or signal trigger. limslope(.0003), // Slope limit for trend determination. fx(.1), // Factor for adjusting a calculation, exact purpose depends on usage within the script. flen(12), // Length for filtering operations or another smoothing mechanism. inthold(30), // Inner threshold, likely for fine-tuning trade entry or exit signals. inlen(100), // Length for an internal calculation, possibly related to a moving average or smoothing operation. pftak(4), // Profit-taking level, set to 0 initially and possibly adjusted dynamically. trendext(5), // Trend extension parameter for determining the strength or duration of a trend. trendbet(1), // Parameter for adjusting the trend calculation or signal sensitivity. trendon(1), // Switch to enable/disable trend following components of the strategy. chopshortF(1), // Factor for determining short trade conditions in choppy markets. chopshort(1), // Switch to enable/disable short trades in choppy market conditions. choplongF(1), // Factor for determining long trade conditions in choppy markets. choplong(1), // Switch to enable/disable long trades in choppy market conditions. pr(50); // Priority rating or another internal mechanism for weighting trade signals. Vars: effratios(0), // Stores efficiency ratios calculated from price movements. smooths(1), // Smoothness indicator, derived from effratios, indicating market noise or trend strength. fastend(0.666), // Fast end for calculating smooths, indicating a more reactive smoothing factor. slowend(0.0645), // Slow end for calculating smooths, indicating a less reactive smoothing factor. scalesq(0), // Squared scale, used in the normalization of smooths. scale(0), // Scale factor for adjusting smooths or other variables for proper scaling. dd(0), // Composite indicator combining several metrics for decision making. ee(0), // Enhanced metric based on dd, possibly for fine-tuning signals. ff(0), // Filtered or adjusted version of ee, for additional signal refinement. gg(0), hh(0), ii(0), jj(0), // Additional variables for extended calculations or conditions not explicitly defined. pa(0), pb(0), // Pair of variables for differential calculations or comparative analysis. direction(0), // Market direction indicator derived from price momentum. volatilityy(0), // Volatility measure, calculated to assess market conditions. efficiency_ratio(0), // Adjusted efficiency ratio, incorporating direction and volatility for a comprehensive market efficiency measure. ave(0), // Average of dd, used for trend analysis or signal smoothing. slope(0), // Slope of the moving average, indicating the trend direction and strength. ave2(0); // Secondary average of dd, for extended trend analysis or comparison with ave.
oh well, i don't program so a better platform with global futures market access is a selling point, but none offered
Of COURSE you haven't seen that movie, because you are detached from reality, attempting to trade (in your head) 100 ES contracts at a clip. You are delusional, to say the least. I have given you a few examples of when you could have made your million bux on 100 ES contracts this year, and one of them was in a single day, when the ES went up like 122 points. But because you are stupid and insincere, you did not make it. Dude, to make that much money that fast in equity futures, you need more than you have as your goal in your account in CASH, in case something goes wrong. Idiot you are.