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1) What exactly is POLR ? 2) How did they modify EFS to make it more powerful ?...it looks now to have the same elegance as Easy Language given that statistic on the number of lines of code reduced.

This is exactly the scenario around summer of 1999 when I was trying to short an over-bought market. It kept going higher and higher. History could repeat itself. At this juncture though, it would take a strong US dollar and oil below $50 to pull it off. This could happen....if crude breaks $55...

The interesting thing is the fact their strats keep changing....I wonder if that is a sign of things to come in the markets. Bots trading against bots with artificial intelligence and exploited inefficiencies evaporating quickly, forcing the maker to modify or create a new one.

http://www.bizjournals.com/sanjose/moneycenter/story.html?id=3498 http://online.wsj.com/article/SB116...=hps_us_pageone Whew, this guy is knocking down some serious dough via trade automation. Someone please tell me that Goldman or Lehman is at least at this level ! Salients points: 1) high...

Wait ! There is a program out that generates C++ code and it does it by converting simple Excel formulas or VBA code. It's called turboexcel. Naturally, it's at http://www.turboexcel.com . You may get by with the Developers Edition. Keep in mind, this does NOT generate full-blown trading...

You need a C++ code generator....and ON TOP OF THAT, you need a C++ code generator that is "trading savvy". Whew..that is a TALL ORDER. Good luck !

Of significance: Small Caps getting crushed....down nearly 2%. (I know, I know...that's not much, but with the low-vix environment, it's not bad !)

RTD...very cool, but as usual, the docs really stink from Microsoft: After you configure the RTD server on both the local client computer and the remote server, start Excel on the local client and enter the "RTD function" into a cell on a worksheet. Use the second parameter of the RTD...

Not to change the subject, but I've been hearing that from several traders right now about TWS just freezing.....and requiring a restart. Does anyone know the root cause of this problem ?....i.e. datafeed, workstation software, internet communication, etc ? Kind of scary.

Well, after all, this is the AUTOMATED trading forum. But you are right. Despite IBM's Big Blue beating a human at chess, they've not been able to do the same with trading. It's been said it'll be another 10 years before the technology to put human intuition and cognitive knowledge into a piece...

When you say "new fangled", what do you mean ? DDE is an old, old technology that was supposed to be supplanted by OLE, now called ActiveX. DDE stayed around obviously...probably because of performance issues with ActiveX. Indeed, the latest Tradestation 8.x ActiveX interface is way, way slower...

I am reviewing AnalyzerXL right now. It is well architected and indeed a credible piece of work. It would have to be modified to support realtime tick data however. I'll keep you abreast of my findings as I wade thru the 10,000+ line of code.

I don't assume anything...and the facts remain...that was a nice "trend"....albeit short-lived. Even if the bot got 50% of that move, it would be noteworthy.

Art - 070104collinsd.gif was used for biases on 1/5/2007. I am saying the file should be 070105collinsd.gif. Keep in mind, inside of the GIF, there is NO DATE....so it's impossible to ever go back and review...

This is the most assinine statement I've ever seen....the SEC has once again shown how lame and non-proactive they are. Truly, all SEC employees are there for the salary, not for the substance they are supposed to bring to the organization. At this point, I'm not sure who's the worst government...

Old Vic Niederhoffer is lovin this stat....with his naked short put strategy....he was "semi-burned" in May, but I understand he has come back with a vengance.

Nice work Art....especially "on" for the Russell 2000 index. I was short today and got my head handed to me. My only criticism is that since you have no date in your attachments, that at least the filename reflects the prediction date, not the current date.

http://www.elitetrader.com/br/?action=view&R_FirmID=169 I don't understand exactly what the "beef" is with Global Futures ? Any specifics ?

Hmmm.....the move from 1:45 pm to 3:45 pm was $1000 per contract....straight up with little retracement.

I wouldn't bother...I have reviewed the IB Excel-TWS code and it is the worst crap I have ever witnessed. Barf-maximus. Needs to be totally rewritten. Must have been out-sourced.