Search results

From my logs, I see that disconnections typically occur outside of regular trading hours. Here are a few recent entries (all times are in Eastern Standard): 06/17/17,19:36:22.577,Message: [Id: -1, Code: 1100, Msg: Connectivity between IB and Trader Workstation has been lost.]...

Good book. A classic, really.

I use IBGateway, which I ran 24 hours a day, every business day, along with the automated trading system. When a IBGateway gets disconnected from the IB servers, my system logs these events. Reviewing the logs, I see that they occur very infrequently (perhaps once a month), and last no longer...

Lots of action today. I run my automated trading system, which typically places a few ES trades a week. Today, it made 15 trades. Ended the day flat with the $3855 profit.

Look up "optimization of trading strategies", and take it from there. There are many books, articles, and software packages. This is a big topic.

The OP never reported these figures. It seems like every other poster in this thread is disoriented.

Lol. When a trader destroys his account, apparently the right thing to do is to congratulate and encourage him.

This would have been an interesting question, where one would probably use some utility function involving the quality and the quantity of life. However, the Lucifer thing throws the theological dimension into the equasion, which complicates the calculations. If we set aside the notion that a...

FXCM stock is down 50% today. Impressive move!

Read the FXCM statement. The Non-USA accounts are not affected. They will continue to trade against you in whatever the country you are located.

The OP is NOT talking about the calendar spread. He is talking about being long and short the same contract at the same time. Once in a while, on a regular basis, posters pop up and suggest that this constitutes a winning strategy.

Start a separate thread for this. It has nothing to do with the topic that you started.

The term "liquidity" typically refers to the ability to "move size" (i.e. the ability to buy or sell a large number of shares/contracts) without affecting the market. In your example, the liquidity is higher on the offer side (21,000), compared to the liquidity on the bid side (9,600).

There are two competing schools of thought on this. From the classical school of thought, the size on the bid represents the demand, and the size on the ask represents the supply. When the sides are imbalanced, the price will move to find the equilibrium. From this point of view, yes, if the...

I believe what the OP is asking is whether the future short term price movement can be deduced from the relative sizes on the bid and on the ask. The answer is, of course, "it's not that simple".

I think what you are asking is this: "If the failures of most traders are attributed to some psychological disorders, how come the psychologists can't easily "fix" these disorders, and set the traders straight on the path of consistency and profitability"?

Same here. The most profound thing about it is that it's almost impossible to learn from somebody else's mistakes. So, if I were to start from scratch, I would still blow up three times before I found my way to consistent, steady, profitable trading.

No setups, no trades for my system this week. That's normal -- sometimes there are no trades for weeks.

Zero commissions?