Recent content by Mr_RC

Well, I store whatever I have to store. If sub-second is given I store sub-second, if I have 10 digits I store 10 digits. KISS

Market data from yahoo MAY already include corrections and filters for certain trade types. Refresh the IB chart if you have the recording from their "realtime" data, you may see a different chart then due to tapping their historical (and hopefully corrected) database.

Absolutely echo this. Although I use MC for back-testing as it works well when offline. Just the live mode doesn't but when it comes to real executions I rather trust my own code which is covered 100% by unit tests and I have just myself to blame. Ok, maybe my broker if their API sucks... .

I would then argue that any standard workstation machine with a redundant powerful internet connection could do if you prefer to have it in front of you. If not, dedicated hosting of a "standard server" or similar.

I am not a HFT and I would be surprised if there is a retail HFT out there. If you aim to compete as retailer then point (a) outlined by you brings you already behind the pro's in this class. They have all their machines co-located at either exchange or broker and by the time you receive your...

Please clarify throughput, (1) time for a order to be executed or (2) number of orders / sec? (1) around 250 ms from submission to fill, dependent on where you are located, US should be in this range (2) really depends if you will have to wait for a confirmation for your order or not

One more: MC has a free discretionary trader interface - if this is your style of trading I think you may be happy with it.

I tried Ninja as trial and have to say that the backtesting had some issues I was not willing to accept. I don't remember exactly what it was but some methods could not be executed in backtesting, only live (connected to a tick feed, but either sim or real). This tells quite a bit about their...

The law of addition applies as the "events" are not mutually exclusive: P(X+Y) = P(X)+P(Y)-P(XY) X is the event of system one winning, Y the event of system two winning. P(X+Y) is either one winning. Note: winning probability is just a number, you can win 90% and feel happy about it but...

Not sure it has been mentioned but Tradelink is quite nice. You may have to patch a few things here and there but that is the nice part too, Open source.

Have a Sony, new Lenovo and Macbook Pro. If you want reliability and stability go for a Macbook Pro if software permits. Otherwise I would still recommend the Lenovo, take one with high screen resolution. They are still reliable as hell and comfortable to work with. Airbag and automatic stop...

Are you serious? HFT's, banks, funds, ... everybody who has enough money to break through some prices on the bid/ask.

No, he typically withdraws :)

Not as far as I know. If the orders are NOT just a few ticks away, you could create the orders but not submit them to the broker. Once price gets close submit the bracket it gets close to. When price moves away again, disable the bracket again / or cancel and re-create. This way you have a...

You should realize that having "no loss" is the way to profits - so you are basically asking for the same as the other 99 or whatever % of this forum.