Recent content by jarjar

tradingview is purely for the charts. Everything else youl have to do yourself. There is no sane way to pull out the TWS GUI parts from their Java app, its all obfuscated, and java by its nature is naturally obfuscated from simply writing in java ;). So obfuscation ^ 2. That complex view...

Checkout tradingview.com the HTML5 Api, you need to register with them and sign a NDA or something to say your not gonna sell anything you make using their charts. Then connecting IQFeed/TWS to those charts would be the next step. So now you have streaming realtime charts. The tradingview...

To just add extra functionality on top of a brokerage like TWS and a feed like esignal is definetly down the same alley, the same code (api integration, indicators, time series, etc). The only difference is youl add some code to trade automatically. In your case instead of adding the...

I integrated TWS/IBGateway with python and started on IQFeed integration which is esignal or similar. http://www.elitetrader.com/et/index.php?threads/ibrokers-from-0-to-algorithmic-trading.298125/#post-4251155 My problem was I did not have any good algorithm to trade using. So the system would...

Ditto

K the ninja trader backtester is terrible terrible terrible. So inaccurate. It appears I will have to buy the 15$ per symbol per year full tick data and replay the market on my own. NinjaTrader does not even do a market replay.

Huge losses today ($5000+) due to the market going down. The strategy cannot exit in the program as I have not coded it right yet. Going to try to get some ninjatrader stats posted with backtests as that is more reliable. So far I have this backtest: But no account for slippage as the NT...

I think the demo account maybe realistic enough, I am not sure. But I have seen cases on the demo account where the price hits my Ask for a SELL and the order in the demo does not get filled. Meaning the demo account on IB has some kind of respect for the queue.

Demo account up $900 PNL. Made 43 trades. Any tips in IB how to set a cutoff for PNL for the day would be appreciated. I rather have it reset at 8pm.

I am not too familiar on colo prices but I often rent dedicated servers, I currently pay on west coast under $100 for 80gb of ram 12 phys cores 12 vcore and 4tb of harddrive space with 30TB a month (100mbps unmetered) on a 1gbps nic. I know colos with electricty for 1U end up like $80-200~...

So I am starting to slowly trade with paper. Will hopefully have some results soon.

I mean massive infrastructure is not scary, in fact that shows that the HFT firms are slow. A massive infrastructure often shows a lack of programming knowledge, a powerful infrastructure is a small. Perhaps only 1 computer with a FPGA nic or DPPK/similar to pull packet frames and process them...

The actual competition whether it would affect profits is debatable. But if the exchange sends you back a timestamp of when (on the exchanges time) your order was entered into the books, and each tick from the exchange has a timestamp of when the trade executed. its quite simple to determine...

Sorry these are emini futures. I am on the IB paper account playing around with some automated trading. I see thank you. I partially understand some of it. The gist is that someone exercised options. Yes exactly this. I have a YM sell order at 17989, I get the next bar and the previous bars...

I have a question about the order queue. Say the bid has 10 contracts (from 10 different traders/orders) and I enter a buy order for 1 contract at the bid. I would be 11th in line now correct? So the bid clears 5 and there is 6 on the bid, 5 more contracts join the bid. 11 Total, I am 6th...