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Based on a year or so of my experience in this area, I have to disagree with this. Your paper buy limit orders will execute if there are any trades occuring at or below your price. This is unrealistic because it places you directly at the top of the queue so to speak, as if you are an HFT. This...

Wiggle the price a little and you might activate a few stops, plus whoever is doing it gets a true picture of the order book. There might be a lot of other possible reasons depending on the exact mechanics and the exchange, but it's also possible you're not getting all of the ticks in your feed...

Call me paranoid but I think my post count just increased by 1.

I backtested a bunch of MAs, and I liked Ehlers work the most, especially the instant trandline indicator of his because it made so much sense on paper. In practice, they didn't show much value thus far, but i'm still collecting data. On the other hand, it looks like they're useful for a special...

It's good to know someone out there is using ASM. :) As for your example, I agree, we (or actually I) completely forget sometimes that people who build compilers have entire dedicated teams for each of the simple functions, one of which is the one you mentioned with copying memory. A lot of...

There are endless possibilities and combinations but what's a good idea and what isn't you can find out by trying it out yourself. In your case, the 5min setup is actually the intrabar of the 60min, so it should only increase your accuracy of execution, and it may lower the Risk/Return, but it...

Maybe they just didn't like you. They're horrible like that. It's a stupid business model and I have no idea what they're trying to achieve with it. The more applications can use the API the greater the chance there will be some useful ones others will want to buy, thus more subscribers they...

I think there's a $195 setup fee and then $20 per month. You can't download extended historical data via the API, plus they will question you what you want to use it for, so you don't use too much data. They don't give entitlements to just anyone. If you develop a commercial app to use the...

The IB feeds are notorious for being slow and unreliable, they even say so themselves, in terms of update speed. You should only use them as indicative, not completely true, especially for forex. And don't worry, there's always a bid somewhere out there, you would've gotten filled at a decent...

The open market is avoided because in my example value was exchanged from one account to another without giving a chance to other market participants to participate. It's not trading since in case of loss the same entity (real account holder) holds the same value, it's just that one account...

You're probably right. Good point. Maybe on lower liquidty stocks or options though? The spreads on some of those are so huge and slow you can HFT them with a retail connection, or so it seems (probably not true in practice). OK so my theory sucks. Any takers for a hollywood movie script tho...

Don't you have TV? Today congress announced a sudden introduction of FTT on equities and they had an emergency vote early this morning...

Most of these guys are mocking you to some extent, which is quite normal. There are no trading schools. There are books but most of them are worthless, maybe some 5% are worth anything. There's been a few good ones posted on other parts of this forum even. The reason there are no "schools"...

I read about those, but they also say that these happen behind the secondary markets where they wouldn't normally show up on our tickers. I find it strange, but believable that they'd do it in the secondary market. I guess i'm just not sure how trades are reported, and when they are required to...

A year or so ago when I was watching the volume tick bars for the SPY more closely, I kept noticing a few huge transactions, multiple times above average volume, occuring almost instantly at a single price without moving the markets. I've read lots of theories as to why/how that happens, but...

Lots of that code in proc enter2order can be optimized with pure ASM code, like checking for most common conditions first in comparatives, etc. I know the rest of it is in C/ASM but this matching engine part should be too! imho... Nevertheless, it's interesting stuff.

If you select pairs properly, pairs trading can be pretty good at mean reversion. Synthetic stock price = Stock1 - Stock2 Buy Stock1, Sell Stock2, that kind of thing...

Trade 1: my call would have gotten filled at 0.9930 for profit, your stop got hit today? Trade 2 looking good, 123.00 maybe in 3-4 days, good luck.

I'd say that the demo account is unlikely to work at all for this. You should log into your paper trading account. If you don't have an IB account, it's a little more difficult, ie not possible. Assuming you have an account, if you use paper trading account, the portfolio updates should work as...

Mike, the reqAccountUpdates will send you positions one at a time. The responses from reqAccountUpdates comes via event, so you need to create an event handler for Tws.updatePortfolioEx. Then you can get the symbol and position via "e.contract.symbol, e.position" that your handler function...