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  1. S

    Park spare cash in IB account

    Hi! What is the best place to park spare-cash in IB account? Preferrably it would be a bit short EUR and long Asian economies, but most importantly safe and generating something other than interest accruals. Base currency is EUR at the moment.
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    Need to fully automate my system

    I would recommend multicharts, still very satisfied with it after switching from NT.
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    Facebook Opening Price. How many shares?

    Biggest scam for a long time. A bit surprised how the supposedly "neutral" exchange operator Nasdaq is in on scamming retailers so badly.
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    AutoTrading 500+ instruments

    Tried to accomplish this with the IB's excel API but the VBA is a total mess for someone who is used to open source and linux. Turned to R and I am almost finished after 15 hours although I am an R noob.
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    AutoTrading 500+ instruments

    How many lines more to get backtesting functionality?
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    Multicharts Question

    Where will you get streaming data that will be needed to run the scan locally for 1000 symbols? Most data providers limit it to 100's of symbols.
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    Multicharts Question

    Not possible as is in MC without some hacking and tweaking. And also after the hacking and tweaking you have the problem of finding a datafeed that supports streaming of hundreds of symbols. Have you solved that already?
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    Which strategies work, and which don't

    If you speak the truth about your tests' sofar performances, combine those and you have found the holy grail.
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    Impossible to run strategies on IB unreliable equity data?

    Picture of a stock on IB's data: http://img99.imageshack.us/img99/818/screenshot2012042623025.png The spikes down dont exist in reality and screws up my strategies. Is it really necessary to trade on data from eg. esignal and pay for it and still pay for IB's data?
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    Time of day: Legit filter or random?

    In my research time of day has proven to have some significance, some systems work better at some hours and some at other. But have also unfortunately came to the conclusion that time of day as a parameter can be curvefitted as well as other parameters...
  11. S

    What are the most professional automated trading platforms ?

    Since RTS and ORC are completely new to me, could you be so kind and give some example of what you can do with these platforms that you cannot with Matlab or Multicharts? thanks!
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    Does anyone know where can I find the dark pool fees??

    Ok, so it seems a problem would be even if you had a price-list it would take forever to verify that the fees were correctly charged.
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    Does anyone know where can I find the dark pool fees??

    lol Make a trade and see what they charge?
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    What are the most professional automated trading platforms ?

    I am quite satisfied with MC, overall it has proven quite reliable and I can quickly test different trading ideas. Moved to MC from NT. RTS and ORC websites seem full of sales-jargon and not so much hard features.
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    Api TWS IB trading software

    Thank you for sharing these! Both of the projects look interesting
  16. S

    Data mining bias and outlier trade outcomes

    Could also be outliars to the negative. Steady profits and a few big losers.
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    Proper FX Backtesting

    Multicharts works good and reliably for me.
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    Can't Believe Mean Reversion Backtest Results

    lol NT cannot test on BID&ASK, it tests on just BID. Average holding period 1min.... Tells me NT fools you. The fills will not work in reality.
  19. S

    80% hit rate 1 minute system

    And every time that very wide stop is it it takes out the whole years gains?!
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    "Improving" systems usually make them worse?!

    Thanks, some good points here. I dont think it could be classified as curve-fitting if you add a daily trend filter. eq. CloseD(1) > CloseD(3). If the strategy is on the long-side. As for the surprise-factor yes, could play a role. But in my strategies the winners are quite constant...
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