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great stuff - thanks very much to you guys for taking the time to lend some constructive advice. my main goal here is to create a simple solution which can be implemented as quickly as possible. ideally i would like to be able to send .net objects from one appliation (server) to other apps...

thanks - looks like it is very possible to do what I want. Now just need to figure out the simplest to implement. The shorter my development time, the better!

Hi guys - I'm a bit of a newb using databases so I'm hoping that someone can point me in the right direction. What I would like to do is build a central database of real-time price data which my various trading apps can all use to make their trading decisions (rather than subscribing to the...

bingo - totally agree with FaceOff. Coding using an API really is the simple part if you are an experienced programmer. This time last year I knew zero C# and had a limited VBA background. one year later I have a working, robust, trading algo. i find the code samples that come with most...

For a guy running multi strategies and therefore probably a decent programmer (?) this shouldn't be too difficult. I have my algos output all my fills at the end of the day into a spreadsheet which I have setup with a couple of macros to do some analysis of the results. The results are then...

true high freq is normally arb or stat-arb related. look for pricing discrepancies across trading venues. the guys who spot them fastest and have the fastest execution win the prize.

Think Rabbitone was actually talking about basing strategies on charts with weekly / monthly price bars rather than (as you suggest) looking at weekly or monthly trade performance statistics. Although I do agree that daily summary stats for intraday systems are interesting to look at.

third day of (small) losses in a row. today -$680. fri -$400, thurs -$160. anyway, said back in Nov that I would post for all Dec after launching my automated app which I did. Dec was my best month ever FWIW and Jan started sell before going dry. I'm sure it'll turn back for the good...

dude - you need to rethink your approach here. first of all - can you confirm your background. i hope it's (expected) top degree from a top uni / biz school else you are unlikely to find a job in a major IB trading options anyway. that aside, you are asking some reasonable questions but...

welcome relief after a couple of slow days +$3400 net

you have a good attitude - similar to how i thought when i started out. but you really had better believe how hard it is to make it (which, btw, i do not think i have yet). i can tell you from experience that, even if you're expecting it, working for a year or more of long hours and having...

don't worry, there is. unfortunately it could take you anywhere from a month (if you are lucky) to 10+ years to find one depending on a few things. it took me approx 1.5 years full-time to refine something decent and consistent. sure that will come to an end at some point so i now spend all...

someone - great example of a valueless post OP - from my perspective, you are starting out with one required skill-set for what you are trying to do (build an ATS) - i.e. you have the programming skills. unfortunately, it sounds like you are lacking the most important skill-set / knowledge...

last 2 days have been SLOW... yesterday small net loss (-$160), today a bit better +$987 net. but it's green - i'll take it!

At the start of the year (2008) I was profitable but inconsistent and unhappy with trading and my work life in general. I had previously quit an IB job to try trading for myself and decided to try to get back into that or a HF if I were not making more consistent cash by the end of 2008. As...

Great way to start the year. +$9,447 net Good luck all in 2009!

+$1,901 net. Think I’m done for the day / month / year. Today was even quieter than yesterday for me. On the up-side I hit a 100% win ratio today (unusual) so the total is respectable. The year has really flown by and has seen a big evolution for me as a trader. I started the year...

interesting idea. whilst the potential benefits to the apprentice are clear (although sounds a bit like unpaid labour? how long could the apprentice afford to do this for?), i still struggle to see the benefit to the pro-trader of taking on the apprentice unless they come with a specific...

one of the quietest days of the month for me - happy to keep it green :) $1,430 net

back at the grind stone, slaving away over a hot computer, etc, etc. hope everyone had a great holiday. pretty happy with the result today given I reduced trading size a bit given the lower market volumes. +$2,608 net