Recent content by dloyer

Nice. Was there any mention of time frame?

Yes, TS will allow an order to be routed to IEX, but only if it is marked "FOK" (Fill or kill) TS does not offer a way to have a order rest on IEX or allow IEX to route it someplace else. So, while TS can claim the are connected, they are not connected in a way that is useful to most users.

Everone does it different, but I dont like to use the same rules for exits as I do for entries. I prefer the exit signals to be far more common. I also like to pick the exit first and design the entry for the exit, not the other way around.

Many of the same vectorized matrix functions that make Matlab so nice were ported to the numpy library in python. It is a better programing enviroment than matlab and has many free libraries relatred to machine learning and stats. The maplab graphics library was also ported. I tried...

I dont think that anyone is saying that YOUR order was internalized. It was part of the exchange book, waiting for an order to take the other side of the trade. The problem is that orders are fill elsewhere and ignore your offer to buy. If you increase the number of digits on T&S, you might...

I did a little work on this. There seems to be a price impact when you make up too much of the cross volume, but how much is hard to gage. Also hard to estimate the cross volume, as you have noticed it can vary widly from day to day. Both NADAQ and NYSE issue open imbalance messages...

Software is very stable. The graphics are good. If you are auto trading, the language is a little goofy. The execution costs are higher than other brokers. I use both TS and IB. All new development is on IB, but I still use TS because I have it running and my data sources are tied...

Why is the tax rate higher? Is it not reported to the IRS as a dividend?

I was in Kenal Sq, near MIT the other day and noticed flowers and candals on the walkway. They where around a inscription carved into the stone. The inscription was a quote from Steve Jobs. "Being the richest man in the cemetery doesn't matter to me... Going to bed at night saying we've...

Interesting. I wounder how it will impact the customer base. It is a ok platform, but the transaction costs are way too high.

I just noticed that TRAD, the symbol for tradestation was dropped from my scans as no longer valid. I did a quick google search and found that it was aquired in June! http://www.google.com/finance?cid=665640 I dont see anything posted on the TS support form and I dont see anythng about...

Optimal f is only optimal if future trades have the same distribution of results as past trades. Not likely. It is good to know what optimal f is for your system, but dont go near it.

That is done in Flash. Steve doesnt like that either.

Some of the basics: win % profit factor payoff ratio expectancy sharpe car car/mdd mdd upi #trades