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If you want to say - say about myself, not USSR.

FYI Jerry030 as a manager failed on many projects. And his programmers were not able to prove their rights decided to introduce "major bugs in the source code".

I can recommend book here Ed Sullivan "Under Pressure and On Time". In some projects if you do not follow specifications you will fail the entire project. In other projects it may be not so, may be you need "inspiration" to do something. RR

Do not mix up real time data and historical data. There are data providers which can provide you both with historical and real time data, say IQFeed, ESignal, IB TWS. Most of brokerages give you real time data. If you need a tool to trade multiple brokerages consider Ninja Trader and...

I have a very good experience with InteractiveBrokers TWS. I run my own strategies for VelocityFutures, using FIX protocol. Also I had an experience with StrategyRunner, Collective2, NinjaTrader, OpenQuant, Genesis Laser. It does not take a long time for programmer to study new API.

Hi all, I am a professional programmer. I have about 3 years of trading experience, not good btw because of my "discretional trading". I am specializing in ATS development for futures markets, specifically ER2. I developed only 2 ATS and running them on my account. If you want I can help you...

As for Abramovich, there is no way to earn billions of dollars in few years without a criminal. Of course he gave bribes. And he is a raider. Every russian billionair has criminal experience. But only Khodorkovskiy is in prison, others prefered to pay money. While Abramovich is in power there...

Hello Jay, My question, what do you use for your TA beside the price? Do you use market statistics like TRIN, TICK, Adv/Dec, Put/Call ratio so on? Thank you in advance, RR

9 Yaroslav, Moscow

Hi ProfLogic, Can I ask you why don't you intraday trade the ER2? Thanks

Jerry From all your posts I can summarize my opinion. You are refering to programmers as they are liars and dishonest. But my opinion that it is YOU who is a liar. Because of it is YOU who started thinks on "if programmer is able he will steal". And it is lack of YOUR management skill that...

Jerry it seems you and me are reading what you/me wants to read. Yes I am based in Moscow, Russia. Yes I know very good software developers here. But my original email was just an _attempt_ to compare individual with large organisation. Again, programmers work to earn money. They do not work...

For me it was quite easy to program strategy for OpenQuant. They have examples, you can read the source code and understand. Yes event-driven model can be hard to understand, but basically all you need is to place orders, wait till they are executed and count the position. In most cases...

Again my point was that individual even if he is genious has his own drawbacks. I am familiar with project development in large organisations as Investment Banks - and I tried to compare individual with organisation. Investment Bank has analytics and developers and analytics provide tasks for...

Still there IS delay. I read many scalpers threads here at ET and all they suggest to use X-Trader. I personally use ATS for trading. And when I miss ticks my ATS performance is BAD - really BAD. You introduced nice feature "5 sec time bars" but it WAS buggy at least in first releases. You...

I forget one MAJOR thing why IB is BAD for scalpers. it is... MARGIN. IB still has high level intraday margin requrements for most futures. And WORSE thing it is IB periodically change (increase) intraday margin requrements when there is instability at markets. Some brokerages offer you...

I worked with IB but left. The major reason was bugs in API and it does not relate to current thread. I can explain in detailes if you want. As for above. 1) Yes your trading platform sends not every tick from the market. It may be good as there is no delay other systems (based on TCP-IP)...

Kalzayani after a lots of check and estimation... I desided you are wrong - to say the least. BS

IB is BAD for scalper. Yes execution is fast. But you also need to consider other factors like -quotes quality -trading platform -commissions 1) Quotes. They do not provide you with every tick. I think that for professional scalpers the quality of market data is #1. But you can subscribe...

There are some programming boards like www.codeproject.com www.codeguru.com you can ask your questions there. But your questions may be OpenQuant specific so you will get no answer. as for One of my projects was to implement the following system. Each day I read a .csv file with...