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re: RS = SUM_GAINS / SUM_LOSSES How about RS = average of net UP closing changes for a selected no. of days / average of net DOWN closing changes for the same no. of days That's from Elder's book.

43.50?

No problem was seen after deliberately disconnecting/reconnecting TWS and IB. I am thinking that when an order is placed, it may be necessary to wait for error(int,int,String) and/or orderStatus(...) -- execDetail(...), too, should be saved for the accounting dept. I don't see how an...

Don't NDAs prevent disclosure to a 3rd party?

Solaris (free, too) even has a realtime scheduler. Designed for that and SMP, from day one. Realtime Java is coming, too.

Thanks for the info, nonlinear. Both times when the order was "lost," there was a TWS disconnect/reconnect that happened before any order was placed -- the reconnect/login succeeded before any order was placed. It may be a repeatable problem: start the bot, then once it goes to sleep waiting...

Those "bad ticks" may represent actual trades. Some markets, like nasdaq, allow people to pay thru the market. So, if somone fatfingers 27.50 when the ask is 26.50 the order will be filled at 27.50, if there is a seller there.

Yesterday, there was a TWS<->IB disconnection and when TWS tried to log back into IB a dialog box announcing a new version appeared and waited for a yes/no answer. So, I upgraded TWS. Again, yesterday, without providing a "trusted" ip address in the API config., when the bot started, a...

Preparing to find out what can be done about a "lost order." It looks as though the API doc. on IB's website may be out of date: there is no 'winError' method. 'setServerLogLevel' appears to work -- entries that appear to be what is described in the doc. do appear in the log (on the TWS...

"public class InteractiveBrokers implements com.ib.client.EWrapper, IBroker, IDataFeed" Thanks. That's close to triple-inheritance.

Oh, I see. "class IB" cannot extend 'Broker' and 'DataProvider'. It would have to be something like: "class BrokerIB extends Broker implements EWrapper" and "class DataVendorIB extends DataVendor implements EWrapper" unless it isn't possible to have two classes that implement 'EWrapper'...

Thanks for the idea, dcraig. With IB, which is a broker and data-vendor, it would be necessary to be careful about instantiating the broker and data-vendor, otherwise there would be a situation where the concrete broker and data-vendor would both try to connect to TWS. I think that "class...

For the OS rebooting unexpectedly, you'd have to plant something in the OS startup sequence to alert you. For the ATS crashing, you could have a monitor process that the ATS would have to periodically check-in with -- if it failed to check-in, then the monitor would alert you.

"Head First Design Patterns" has some entertainment value, plus Java code. "Effective Java" has strong, positive reviews at Amazon -- will the sequel be better? As there is a lot of pre 1.5 code out there, it could be useful to know how things were done earlier. I'll be looking for it. At...

Retry the attachment. Last time was click on the file, then 'open'. This time I'll try a double-click.

I read "Design Patterns" once. Maybe it didn't sink in. I learn experientially; I had to try abstracting IB. I got far with: class IB extends Broker implements BrokerCallBack, EWrapper { but ended up with just: class IB extends Broker implements EWrapper { Why? 'EWrapper' is...

In 'OneAndOnly', 'placeOrder' would wait for the API to return the status. The consequence of that is that 'OneAndOnly' and 'Trader' would block until the status is returned. For an alternative that may work with an API like IB's, add an interface 'BrokerCallBack', which is implemented by...

I was reading about XML -- chapter 27 of van der Linden's book. He writes about the wisdom of parsing XML without knowing anything about the implementation of the parser, without even knowing the parser's name. Here is a way to work with an abstract broker: abstract class Broker {...

It might come from thinking, "it's the market's money."

Thanks for the xml and cli pointers. It looks useful and my Java book has an intro. xml chapter. While looking into data feeds, I have run into at least one vendor that delivers xml, and IB uses xml to store some things under .../IBJts.