Recent content by mbatrader

There is a better interface between matlab and tws www.exchangeapi.com The product is matlab2ib.

Kohanz: I beg to differ that programming in MATLAB will be more complex than programming in c++. Since you have already used MATLAB, I dont need to tell you that how many lines of code it takes to do data manipulation in matlab vs c++. In MATLAB, you can create classes and Objects. you can...

I dont know how fast you want your trading algorithm to be? I trade off of 1 min bar calculations. The MATLAB timer fires every 1 second. I didnt miss a tick. The calculations are vectorised. The calculation loop didnt take more than 1/2 a second. I forgot the exact number of seconds that it...

Yes, I do. But yahoo finance is only good for end of the day quotes. Ofcourse, you can also use it o get historical data. You can either use financial toolbox or you can code it yourself. It is NOT difficult to get data directly from yahoo finance. You can search for the code in the matlab...

RoughTrader: PM me to get a sample code. I dont want to post it in public forum or on my website. Thanks

Yes, It is all done: Here is the example: http://home.uchicago.edu/~sbatthal/My_Trading_System.htm

you can buy it from here: http://www.exchangeapi.com/

I did trade manually using t28 method before automating it. I usuallu start the system at around 7:45 AM in the morning. SO all the calculations start from there. My seetings for MACD are 12,26,9. I.e 12 ema fast, 26 ema slow and 9 ema for ma of macd. So effectively you need 26+9 = 35 bars...

Then in that case isnt it better to just automate it with strict stop losses and gain limits. As you can see in my transactions....The automated system covers itself when the macd crosses from above when you are LONG. SO I do not wait for a full 20 point profit and get out whenver the cross...

Did anybody get the below trades. I have automated this system and these are the trades I have got today. I trigger the system after 10 AM CT. Total Net $19 SOLD 1 DEC06 FUTURE 12196.0 ECBOT (USD) 13:56:42 CDT on Thu, 26 Oct 2006 BOT 1 DEC06 FUTURE 12198.0 ECBOT (USD)...

Thank you. I will check out sgxnk. I have deveoped a neural network and kalman filter model that might predict nikkei futures better.... Also, When i was calculating correlations between S&P and nikkei, I realised that tuesday and thursdays, S&P and nikkei were VERY Highly correlated. So...

What Products does IB offer for japanese futures....The symbol N225 has a margin requirement of 37000 in IB??Why is it so high??Or have i typed in the wrong symbol ?? I am using the N225 symbol in IB...Can somebody please clarify.... Given the high correlation between Japanese indexes and US...