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isint by definition every order that goes through goes through @market? limits only get filled when the bid / ask price someone else is willing to pay matches?

how do you add liquidity then?

how does an order get classified as adding liquidity or removing liquidity?

Hey. I was wondering if anyone has any experiance using unbundled prices vs bundled pricing on IB. I am interested in shaving off a few dollars in commissions in order to help make a high volume automated system a little more profitable. It seems that the unbundled fees are always less...

have you tried historical data off IB's API? I believe it has second bars.

you're probably right. since the price of oil is obviously going to go down. how about you sell me some cheap options? :D

I'll admit that it is possible that the prices are artificially inflated by the oil companies. And the war in Iraq is designed to cover up. But I think that is just wishful thinking. And even if that isint the case, the fact still remains that oil is a finite resource, and for our economy to...

lol sounds like an infomercial. act fast and this ultimate trading success can be yours for the very low price of 25.99! "The only true wisdom is in knowing you know nothing." - Socrates

far from running out? id say his predictions were fairly accurate. i suggest you learn about the global oil production peak. there was a good movie on it called 'the end of suburbia' if you dont like reading. Talk to anyone who's lives are greatly effected by the price of gas. They will tell you...

I wouldn't be so bold as to attempt to state that frosty's system is flawed with knowing absolutely nothing about it. JJ you need to understand that negative days are completely acceptable. If at most your system risks 350$ a day. but on good days it can produce 1500$+. then roughly you need 1:5...

Turn this system around? You mean.... make it unprofitable? :p

Hi Steve. Thanks for posting. I think you have 250 trade opportunities confused with 250 points of sample data.

The market is a changing system, a system which performs well three years ago will not always perform well next year. There has been an explosion with the number of automated systems you are trading against recently, Id imagine that this may fundamentally change how the market works. Looking to...

Remember. Beware over fitting to your sample set, and the larger the sample set the greater probability it simulates the problem correctly. You can always tweak values of systems to take advantage of very unique trade opportunities which have happened over the past week. There is no reason to...

Noone really needs billions in profit in 3 weeks. Making a system that a shade as profitable as the ideal system would be a great success, say 1 pip profit a day. doubling every 67 days. until scaling slows it down. Why would you think 1 trade would wipe out the profits of 99 trades? say you...

I understand where you guys are coming from with the stopless trades. I will definately test the idea when it comes to research with directional bets. I remember back in my last year of university I was testing out ideas for a machine learning class with a friend who works at google now. We...

I sometimes place limit orders slightly outside the current visible market price during news events to combat slippage. Usually 3 to 5 pips better than the visible price. Are these trades likely to get busted if it gets filled against somone who has a problem with it? Is it possible to bust...

why quit today? I thought tomorrow was supposed to have half decent volitility? a bunch of numbers are coming out in the morning.

Is there a security thats derived from the housing market? Can you hedge your housing assets against the market until the correction is over?

sometimes. its end user licence agreement. it basically prevents software makers from being sued if someone does anything bad with their software or if they lose money because of it.