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The demo account by it's very nature is not "real". You can log on anytime day or night and there's a party going on which is great for basic ATS testing on weekends, but for strategy development the data is junk. Orders placed there are as likely to generate any number of errors as actually...

These are the parameters I use for YM in Java. m_symbol=YM m_secType=FUT m_exchange=ECBOT m_currency=USD m_expiry=201106 I have found it easier to express the expiry as year-month and keep the symbol as YM and forget dealing with local symbols. Mike

Even though TWS runs great on Ubuntu Desktop many people MUST have Windows to run certain things. What surprised me was how well Windows runs in Ubuntu using VirtualBox (free under Applications -> Software Center). Running it full screen using the latest multi-core cpu's (Sandy Bridge...

I did some investigating and what I said about the 64 bit Java requiring the extra parameter is not entirely accurate, it is only needed if you have a auto log-in setup using IBController. Apparently it's only when the extra IBController classes are loaded along with the TWS classes you start...

The OpenJDK in Ubuntu always had the advantage that you would get updates automatically with the Ubuntu's built-in software update system. As of Ubuntu 10.10 Sun Java is available under Applications -> Software Center which sets you up for auto updates from Oracle which occur much more...

For some reason the 64 bit JVM needs more storage for Java class storage. Try adding -XX:MaxPermSize=200M to your startup script. Change this: java -cp jts.jar:hsqldb.jar:jcommon-1.0.12.jar:jfreechart-1.0.9.jar:jhall.jar:other.jar:rss.jar -Xmx512M jclient.LoginFrame . To this: java -cp...

For Interactive Brokers customers there's an app for that: http://www.androlib.com/android.application.atws-app-qFpzD.aspx

I had the identical experience as you (but hip joint instead of knee). Incredible pain, endless runaround, no progress until (1) I stopped putting any weight on that leg (ignoring the PT's advice) and (2) I finally got an appointment with the surgeon who does the joint replacement surgery who...

So higher trading volume is correlated to more Google searches, what a yawn! Then there was that research group that found that Google searches can give a clear trading edge when - oh wait, they didn't publish those results. They just traded it rather than announce it and loose the edge it...

There was talk in a thread a while back about holding treasuries instead of cash at Interactive Brokers to get a better return (for the moment) and not affect IB's Buying Power calculation for futures trading. Is there a way to hold TIPS at IB or do only standard treasuries work for this? TIPS...

If you mean on any Windows computer then yes, either jsmooth or jexepack should be able to create an executable that has all the files self contained so it will run off a USB drive by just double-clicking on it. You don't have to worry about the target address because it references everything...

I've been down that road of "writing a program that puts a limit order on 100 stocks" and whatever edge that has gets wiped out in one bad day over and over so I don't think rosy2 was serious, but I am curious. Why did you decide to go on the attack two months after I posted that?

Cheese, I would like to go back to your comment in response to jjrvt saying "Trading is not an exact science or 100% art." From this and your other comments a system trader could interpret your proposed methodology as being rules which could be put into a computer after which you can mindlessly...

For the NASDAQ 100 the changes are here: http://www.nasdaq.com/indexshares/historical_data.stm

Amazing... if true. Do you have a source for that stat?

I too am a software engineer keen on UI who came into trading about 10 years ago and you remind me of myself back then. I wrote a lot of charting UI expecting to learn from it and after a while it became obvious that if my model for creating a trend line, for example, had any meaning beyond...

If IB is your broker try selecting any exchange but "SMART" for charting. SMART can occasionally grab stale data and cause just what you describe. You want to specify a real exchange when you subscribe for real-time data.

And exit the position shortly thereafter? Profitably? Or are you serious?

No matter how fast you are on the keyboard a bot will be faster. Whatever setup you see the bot will see it before you do. I hope you did not say too much in your PM because scalping strategies are the most suitable for automated trading and that space is getting pretty crowded so there is an...

Autoit is the best I have found. http://www.autoitscript.com/ It is rather programmer-oriented but there is almost no limit to what you can automate.