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You need to figure that out for yourself. Did you try outputting each bar and value to a text file, for example a debug log or something? Then you can read manually what each of the programs is doing and compare the differences. Pretty simple..

Equities, ETFs and options. Mainly because of diversification, arbitrage, statistics, etc. I trade FX sometimes for fun, and SSFs and other spreads when I have idle cash.

As far as I remember, and I used the gateway last time about 1 year ago, it refused a connection several times from an external app that used it, and when a disconnect happened it crashed several times (Memory Access Violation). It is possible that at the time I messed around with my VC redist...

Oh, i didn't get that part. Then it's not bad advice. gmst, download the link I gave you and install the thing.

I think you've been given bad advice here. I've seen a 700MB memory footprint on TWS too, but this is usually when I have more than 5 charts open and a lot of bars in them. Also, a lot of tickers and other windows open will spike the memory. In simple terms, TWS is a crappy piece of software, do...

lulz @ BAC ... I agree with the breakout, this thing rocketed just now at the open. Made good use of it (thanks FDIC).

Since so many of you are buying dreams (specifically jack's) let me tell you about my one I had this morning. It's the first trading related dream I've ever had with clear numbers. It was a pretty old and messy building with some very tidy offices in it. I overheard some of the traders I...

Why would you run 4 VMs? You should be able to use each of the 4 cores running 4 instances on a single machine. You'd just have to figure out the details. The VM might slow you down also, and you might need more memory. I'm sure there's a way to not use VMs if you put your mind to it, but I'd...

I have 2600K, 2700K and 3930K CPUs, all running 24/7 for months. For stability you need a good motherboard and PSU, as well as memory. So far I've found that in my case the 2700K is outperforming the 3930K. This is because of the kinds of instructions that the compiled software is using are more...

I was converting some charts to synthetics and I remembered this thread. I did a quick test. Account equity: 100k Every day, short sell SPY and SDS on market open, 50k each. Close positions on market close. Starting date of test: 28/Jan/1993 Ending date of test: 20/Nov/2012 Resulting...

i think i know that person. tragic. he wasn't HFT really, but he had a CTA going recently. more like MFT but automated. he didn't seem like an idiot, more like an overhyped drug user to me.

1) If you have less than 20k you probably shouldn't trade. 2) I know of CTAs that have used FX brokers like Crown Forex that tanked. The CTAs can also loose millions that way. It seems like they do better home-work on brokers than most retail, but even that is not enough in some cases. It all...

If you're after leverage, maybe the stocks or similar stocks have some options you can trade. You can lever up 100x if you like that way, in theory at least.

In my opinion, it is in the intrest of "free" websites (ie Nasdaq) to hold unreliable data so that they can cooperate with research firms who they charge for real accurate data, so that then you, the trader, really have to shell out a couple of dozen 1000s of $$$ to get this data from those...

Hmm, if by range you mean price range (price is usually around 17) and not delta price range (price is around 1700 and ranges +/- 17), then such outliers are probably due to unclean data. In your example that would be a 17.6% price change (17 to 20) for just a short time, and that is probably...

One trade is a singular event, I do not understand what you mean by a trade with a "big bar". How can one event have a big bar? A trade is a single transaction. Do you mean how to determine a fill in a backtest? Or maybe you mean if there is a large price shift within the time frame...

The sell off really was priced in, it wasn't just retail that got squeezed. Looks like my limit sell at 22.0 would have gotten filled at one point too. If I shall be allowed to place bets with paper money once again, I'll wait until monday for it to hit 20.50...

Hehe, you guys playing video games. At first glance I'd wait 22.0 and sell it then. (21.50 if i had a long, i was talking about no position).

Interesting thread. I am experimenting with similar arbs on some of those ETFs. Looks good on paper. It's very useful to know exactly how the ETF/ETC are priced, so it pays off to spend a few hours looking through their presentations and doing the math for yourself. Got that right! :)

Nobody mentioned the fact that even with 20% ROI as retail, in contrast to a regular "stiff" job, as a trader you have unlimited potential forward. In other types of jobs you get promoted, maybe you make it to a management position one day, but that's it, there's a cieling. In trading, promotion...