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Wait , I don't get what you're saying. How would IB calculate what part of an account is for futures and what is for securities? They provide a single account, so are you saying all cash is always sitting in a "securities" designated account (ie automatic transfer) or something similar to it...

Right, it's basically just applications of different curves (variables) that may or may not be modulated by other derived or direct information. Their usefulness is highly subjective and fairly hard to quantify experimentally. Different AMA approaches have (for me anyway) so far proven to be...

Ok I think abattia gave the clearest approximation to an answer to a somewhat unclear question. Adaptive MAs you say? Funny name. I'd like to know how they're "adaptive"? By definition an MA is supposed to be one thing and nothing else - a moving average. I've made several of my own also...

Europe currently down about 3%. Combine the correction with the news of the greek refferendum, could we hit -6% by the end of the day? Everyone's reading those news and the polls suggest Greece will vote yes on leaving the Euro in January. This could indeed be the start of the crash, unless they...

If anyone's interested in math, I have about 70 pages of charts (distribution analysis, normalization values, intra-channel price harmonics) from my analysis results. They look pretty, but I'd hate to elaborate what they mean hehe. Useful I know. The normalizations are useful for automated...

If you're talking about daily bars, which I assume since you mention downloading OHLC from google, then obviously yes. The minute the market opens, buy at market, and the minute before it closes, sell at market. If that doesn't answer your question, I'm not sure what the question really is...

That's also true. There are heaps of programmers who work for little money, and websites that allow you to hire teams from India that will make applications also at a very low cost. It's generally a low paid job, if you can even find one. The only way to really get a good job is to find your...

You're welcome. I'm not sure everyone has the same definition of an "HFT", so I can't say. My trading system works on single contracts and for equities it does around 12 round trips on average per day (session hours). Positions are open from 1 to 15 minutes mostly. If that qualifies as an...

1. Depends on how fast you need the memory access, and the amount of memory you will need. HFTs need it fast and in huge amounts, so it's very important. MFTs need less speed but if they monitor huge amounts of pairs per machine, may need better memory management. Single-stock scalping systems...

I pretty much agree, but it sounds to me like you half-admit that Python compilers ARE slow by today's standards. Still, I'll put up a fence with a sign that says "Depends what you need it for", and in that sense we agree.

Hello Giddiyup, welcome to ET. That post sounds quite, how should I say, sincere. I've done the reverse of what you've done: coding since 99 and trading since not so long ago - or rather making trading systems, but I'm only in my late 20s. It's great that you know exactly what you want to do...

Some people think the EU deal is good enough to last Europe for a whole year.

I've used Interactive Brokers TWS API for a long time and it did everything that was expected of it. Event driven, gives all the messages you need, accepts all sorts of request types, etc. The only downside is comissions are different when placing orders with the API but I believe that is so...

Wait a minute, Jgills do you know what backtesting really means? It means having an automated strategy run on charts from the past and see what it would do. To me it sounds like you're asking advice for discretionary trading, not automated. Do you want to "backtest" your own trading decisions...

Coding support and resistance is effectively coding a trend channel. Here's one simple way: Connect two bars by creating a trend line between them - this trend line starts at the first bar typical price and ends at the last bar typical price. Loop through each bar (from start bar to end bar)...

eSignal has some ok backtesting capabilities, and you can develop strategies with their java-like language. Knowing how to code is fairly important, and the more years of experience you have, the better. Sometimes things that are easy to see are much harder to put into code, I've been doing that...

Here's a weird suggestion: You can just interpolate data from futures overnight trading. Fix it so that the close session and open session are in relative terms, and the prices of your underlying match up so that you get a smooth transition from close to next open. Adjust for volatility if needed.

Hehe, this thread is interesting, and a bit silly. I've been programming for about 6 years full time. A good coder knows all the languages fairly well. In the end there is no single language that is the future, it's what you need it for. C++ can access the lowest level in general and is good if...

That's true in simplistic mathematical models but in practice you will find quite a few ways to counter that and make the ^2 go away. Also very logical, since like in most of math - the basic principles that describe systems in physics have exceptions at extreme values. Such books are...

Some courses can be useful in that they teach you what to look at and how to interpret it. Once you know how to read the information, you might just discover a talent. I never took a course but found that my advice to others really did help. Trading is a lot about interpreting information, and...