Search results

What have you tested? It isn't clear from your post.

Here's what I don't get... IB was concerned about these intraday traders "bringing the firm down". First of all, I thought those were a minority of smaller traders. And I thought they were responsible for their margin calls, not IB, but obviously there's something that's happened which...

I apologize for not leaving a pointer to documentation on these bizarre java "hotspot" vm options. Here it is, from Sun's site. http://java.sun.com/javase/technologies/hotspot/vmoptions.jsp Elsewhere I posted about tuning Windows XP Win32PrioritySeparation, possibly running without a...

You're precisely right: "...they can't double the overnight..." [without massive political / business repercussions] Intraday active traders, daytraders, scalpers use higher leverage and compensate for the increased "risk" by increased "control". I think that's a fair trade-off...

Well, I assume you have Java 6, and compiler count can be 1 or whatever the default is. This relates to the HotSpot compiler allocating multiple compile threads to dynamically compile java bytecode to machine code. Comprehensive tuning is always an interative process. Web versions? Well, I...

Yes, overnight margins should be doubled, if intraday margins should be doubled. Daytraders, or at least I, always have targets and usually stops in place the moment there is a fill. I'm always on top of each tick, so it's pretty unlikely a market is going to do something I couldn't react...

Well, maybe; are you sure it gives exactly the same value? That would be quite a coincidence. Thanks. FS :)

Whenever you say daytraders are at risk of market fluctuations, you must keep in mind that Swing traders are as well, and perhaps much more because they aren't there to react to the price fluctuations, if any. Their margins should be doubled. Fair is fair, and IB is being selective in its...

As of right now, IB has apparently updated the listed tabular intraday margins. Of course it is unknown whether their web updates are the same as the margins they are actually applying. IT'S WORSE THAN THEIR FORMULA SUGGESTED Their formula is: "We feel the current market volatility...

CORRECTION TO My POST REPRODUCED BELOW -XX:ThreadStackSize=128 should be increased to -XX:ThreadStackSize=192 Apologies if anybody crashed on startup using the smaller stack size. Maybe they put something "recursive" in a version of TWS, ha ha :( FS Here's how I run TWS, using both...

[Geez, let's try this again. I wrote out a wonderful explanation and tried to give you the .REG import file and the forum rejected my post. Note to self: always save post before transmitting it] Win32PrioritySeparation is a crfitical system variable in Windows XP systems controlling OS...

A front-end should be specific to the type of trading work you do, whereas TWS itself is rather "generic". Check IB freelance tools listings for candidates, or their forums. Seems there's been an explosion of specialist add-ons for TWS, as TWS itself has become slightly more "bloated". BTW...

A well tuned Java system is very fast. Here are my timings. My raw ping times are about 40 msec round trip NC to ib's gw1.ibllc.com servers. Bumping a live futures limit order on Globex is 120 msec round trip via API client and TWS. That's end-to-end acknowledgement precisely measured by...

Only hard-core daytraders ever leverage their accounts to near full margin anyway, so I guess it's their way of "throttling us back" just a bit :) FS

Here's how I run TWS, using both Java 6 and the "server vm". Since the "server vm" is not distributed with the client JRE from Sun, its installation is "special". You are unlikely to need anything more than the standard "client vm". IF you wanted to use the server vm (which you CANNOT do...

I believe so. FS.

Yes, but surely intraday traders are not "gambling" more than overnight traders are gambling? I would argue a daytrader has a much greater continuous control over events than overnight or longer term traders have. I execute trades, often in seconds; and have total control; unless, of course...

What is shameful about all this is not only the margin increases, but the fact that IB misrepresented (aka "lied") about the futures margin's policy applying ONLY (and they capitalized it, emphasizing it...) to "equities based futures and options". It has started me looking for another API...

As of this writing, IB's intraday futures margins are the roughly the same as its overnight margins. That pretty much wipes an advantage for daytraders in futures, unless they eventually lower them, imho. This is an across the board increase, but the original announcement stated explicitly...