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I think COM DLLs are compiled so you won't easily be able to view the source. If you're worried about it sending your code back to the server (although I doubt they would do this) you could always use a network analyzer to capture all packets sent in and out of your system and look at them to...

Perhaps you could set a time limit based on the amount of volitility, e.g. a longer time to expire on securities that have higher volitilities since it has a greater chance of reterning to the entry level. Another suggestion would be to set a time limit based on the predicted length of the...

Yes you can, you should use the position size variable. Negative values represent percentages while positive values represent dollar values. Try something like this:PositionSize = -1;You can also use the method that sets it like this:SetPositionSize( 1, spsPercentOfEquity ); -- Paccc

Do you use MyISAM or InnoDB? Is there a performance benefit of one over the other? Thanks. -- Paccc

Thanks segv for your helpful replies and for keeping the discussion on topic. Although I don't plan on making markets, I am interested in how it works. I realize that there is no text on the practice of it, but could you provide any suggestions on where to learn about the theory of making...

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I have read that, but he focuses mainly on market makers in the derivative markets. I found his explanation to be very interesting, but it seems that it is more about the theory of it rather than making markets in practice. -- Paccc

Thanks all for your helpful responses. Usually we think of MMs making money by taking the spread, but it seems that this would hardly be much if the market is volatile since it could move out of their favor quickly. How then, do market makers make their money? Also, I have seen software...

If a market maker got filled at the bid 50 times in a row, he would have a pretty large long bias in the market. Since market makers are not supposed to speculate on directional movements of the market, how do they hedge their exposure? Obviously a way would be to take an offsetting...

The best way to scale in depends on your strategy. For example, if you had a reversal system, you might want to buy 25% of your position initially if you think the price is about to reverse. Once the price finally reverses, you can put on the rest of your position at a more favorable price...

An Order Management System is responsible for a number of things. First, it has to allow firms to input orders to the system for routing to the pre-established desitinations. It also has to allow firms to change, cancel and update orders. When an order is executed, the OMS has to update its...

Why not sell half, or a portion of your position at 1 1/2 points if you're unsure, and set a stop for the second half at breakeven? That way if you were right, you'd still have half of your contracts making money, but if you were wrong and it started reversing, you'd still have made money on...

I'm using IB's .NET API. -- Paccc

Designing a successful system usually depends more on wether the system fits your personal trading style rather than the quality of the indicators used. If you were to partner up with someone, wouldn't you agree that it would be hard for both of you to agree on something? What if one of you...

http://www.elitetrader.com/vb/showthread.php?s=&postid=980714#post980714 hth -- Paccc

I am under 21 also and I faced the same problems. However, I found a way to circumvent this problem. I noticed that if you create an Advisor account they only check if you're older than 18. Once you create the advisor account, they ask if you want to create a normal account for yourself, the...

volente_00, According to your first link, the SPX Mar '06 Max-Pain Point was 1275. Doesn't your method dictate that SPX would close nearer 1275 than 1300? -- Paccc

I've seen 25,000 on GOOG when it was @ 350. -- Paccc

I'm 19 and have been trading for about 5 years now. I started out not knowing what the hell I was doing, but I've definitely learned a lot since then. I'm originally from Dallas, but now I am in Atlanta going to school at GA Tech for EE and Business degrees. I plan to retire by 25. :D -- Paccc

I'm sure many offer an IB plugin .dll with thier software. The only one I'm familiar with is Amibroker. -- Paccc