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Since IB has a limit of 100 market data lines, do you know if listing the b/a of the spread counts as using 1 or 2 m.d. lines? I am assuming it would only use 1, but I'm not sure. Thanks. -- Paccc

Riskarb, Out of curiosity, I am interested as to how would you have handled this situation. Luckily this has never happened to me, and while thinking to myself what I would have done in the same situation, I realized I did not know. If you went delta neutral by buying stock, wouldn't you...

"Fake Money"

You most certainly are. Reading your posts is a welcomed contrast to the majority of the stuff that is written on this board; I'm looking forward to your continued writing. -- Paccc P.S. And add more quotes to the end of your posts, I really like them! :cool:

It can work equally well no matter what timeframe you choose, it only depends on your ability to correctly define buy and sell points. If you want to try to do it for your strategy, it would have to correctly evaluate the Level II screen and make its own decision based off of that. I don't...

Basically the idea is to create a mechanical trading system, something that your computer can do without any input from you. A simple example of this is to buy a stock when it crosses above its 15 day moving average and sell when it crosses below it. If you use a broker that supports an...

So do you usually plan on losing money then? I plan on making 5000 pips next week, that doesn't mean I'm going to do it.

But doesn't their API cost $600/mo? -- Paccc

I recently asked a similar question that involved MySQL, maybe it will help you out: http://elitetrader.com/vb/showthread.php?s=&threadid=63745

Good call on the GOOG Put, too bad I didnt follow the advice! (+325% today), but at least I wasn't long either. :) -- Paccc

The advantage of keeping the market data memory based is that it allows you to analyze each ticker faster than would be able if you had your data stored onto your harddisk. This would also presumably speed up execution speeds because it reduces the delay for signal generation. The limitation...

I$land, I think you are able to access the data as long as you have an account with IB and if you subscribe to the market data for that exchange. I have Level I access to the major exchanges and I can get equity historical data up to 6 months, I haven't checked option data past 2 days...

Has anyone tested the historical data available from IB? I know they offer up to 6 months of 1sec data, but I have not checked to see how accurate or reliable it is. -- Paccc

Thanks to both Choad and GTG for the helpful responses. I was not planning on using .NET since I dont have much experience with it, and it seems like it may be more than what I need. Its like writing a "hello world" program with MSVC when all you needed was gcc. I agree with what you said...

I agree with you completely. I already have been trading with my current setup and am now looking into coding my own (partly because programming is a hobby and I also have a better feel for how my stuff is working if I designed them myself). With that said, are there any suggestions or...

Thanks for the input, I remember seeing that book at the bookstore before and flipping through it. Its a pretty hefty book if I remember correctly. My initial impression of it was not that great, but I shall definitely have another look, thanks! -- Paccc

Longevity definitely has a strong positive correlation to success. When I compare myself now to where I was when I started I can see a marked difference. It may not necessarily be related to the number of hours spent in the market. What I did in 8 hours as a beginner I can do in 30 minutes...

I have recently undertaken the task of developing an automated trading application. After a bit of work on it, I have run into several unforeseen obstacles. I am designing it in C++ in MSVC++ 2005. This is my plan so far (please pardon the huge explaination): I plan to have three segments...

How many people here trade more than one system or strategy at the same time? If you do, do you pick which one you use for each day, and trade only that one for the whole day (such as a reversal system one day and a continuation one another)? Or do you have both systems running concurrently...

This certainly is VERY annoying. I'm interested as to some of the tools you use to get around this. Thanks! -- Paccc