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Hey, why do you ask questions? Could you share your own results? I tried to find "optimal fitness function" for my strategy. Not portfolio, but single system. I have tried Sharpe, yield/max DD, Sortino, Lottery approach (stochastic dominance I and II). But I do not differ the best fitness...

Maestro, I never believe. I read and understand the Parrondo paradox. But you can not apply it to the trading. I suppose that your strategies somehow were profitable for this short period. But in the long term you can lose. Do you run all 3 strategies simultaneously, or change them one by...

Thanks Maestro, an interesting article. But it is only mathematic abstraction. From my point of view Automatic Trading Strategy ATS is some form of martingal with trend. We transform one martingal (stock of futures) into the other one, equity curve of ATS. If our ATS equity curve is not...

liar

Hi Ivanovich, Are you russian? :) Did not expect to have russian moderator here at ET. Do you think Moscow realty may crash? Best regards

I live in Moscow, Russia. Realty is overpriced here. Not only in Moscow, but last years all throughout Russia. My salary is good for Moscow, at least it is above average, but I can not buy 1 sq meter for my monthly salary. It is a great bubble. And I am waiting when it will be collapsed...

Here is a good thread about IB data in comparison with IQFeed: http://www.elitetrader.com/vb/showthread.php?s=&threadid=133955&perpage=6&pagenumber=1 These are tick charts (or CVB I dont know) for IB you receive not so many ticks but what is more important for me is high/low levels...

Again I agree with you that IB sends the complete volume. But if I do not get tick with a new price at all - I lose volatility information. May be I receive its accumulated volume but at the previous price.

As far as I know, IB margin calculation for option position is wrong. I mean for complex option strategies. They can use SPAN margining (do not know details) but it is still wrong. There can be situations when IB will liquidate your illiquid option positiions, you will lose spread, instead of...

Hi, I had experience when my limit orders were filled but I did not see that price on the chart. Price maximum was 1 tick away. That means IB did not send the tick at the required price. Then I bought data from intraday tick data provider. I compared historical data which my program gets...

I recomend tickdata.com, while it is more expensive. I have data both from tickdata.com and from disktrading@is99.com and I compared them. is99 data does not contain every tick. If you want 1 min or 5 min data may be is99 data will be enough for you. But I wanted every tick. Also is99 tick...

Hi Joe, Why the Russell is so weak last days? How do you think, will there be a short covering or as we did not break resistance level market will move South? :( Thanks

There is a function void WINAPI InitializeAnvilExtension() and I call here: if ( !g_pMainDlg ) { Observable* account = B_GetCurrentAccount(); const char* accountName = B_GetAccountName(account); CWnd* mainWnd = AfxGetMainWnd(); g_pMainDlg = new TraderDlg(...

Yes you are right about MFC modal dialogs. But when I call Create() function, I create modeless dialog with its own thread. In Anvil example there is Create() function. DoModal() function creates Modal dialog with the same thread as parent process.

For modeless dialog windows creates _new_ thread :(. I will try to create Modal dialog or I will change the functionality to not call any Anvil functions from timer messages. I need to update GUI each second. I can implement it with 1 sec timer if I do not call B_ functions. Then I need...

You are right, I copied my functionality from Anvil example void WINAPI InitializeAnvilExtension() { // g_pMainDlg = new TraderDlg( account, mainWnd ); g_pMainDlg->Create(IDD_TRADER, mainWnd); // } I thought I am creating Modal dialog, but it is modeless indeed :(. I will think on...

I am running my debug version DLL. In my previous version I did not expect such an error. Unfortunately I do not remember all my changes. But for example I added 1 sec timer within my dialog InitDialog() and on each timeout I call functions B_GetLastTrade() B_GetClosePrice() If I...

Hi, I am getting error while debugging. I have one dialog and single thread so I am completely confused about this error. Is anybody experienced the same? RR

Hi all, My automatic strategy for Er2 experienced huge drawdown last say 10 days. I do not have access to terminal right now, as I am on vacation :). But could you please said, is there anything with volume for ER2 futures? I suppose that volume (and volatility) could decrease because of...