Recent content by Yuri Maglev

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    Backtesting with Interactive Brokers

    One program that works well with TWS is AmiBroker. It has huge programming capabilities. The shortest time intervals you can get with AB/TWS is 15s. To have enough data for backtesting, you can login before 4:00 pm EST for several days and you will have the data stored in AB. You can set up AB...
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