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So let's say you trade a 3 min time frame. You have a trigger, and it took me, with Excel, 1000 ms or 1 second to send an order in via IB TWS automatically. So, it took about 100 ms in Excel to grab the data and calculate the signal, 300 ms for me to send an order from Singapore to IB's HQ...

I'll say its not easy to code a complete system, form taking in data, to setting parameters and stuff, and cutting/trail stops. I do have this system currently running, where the buy/sell process is taken care of very nicely, so I just inter-switch my algorithms to trigger buy/sell...

i lol at your story. charts are made up of OHLC, its just that we use charts to draw them out. So I rephrase, you just want data right ? There are tons of sources in this forum. I lol b/c you said you are successful, without knowing how charts are formed?

Which means at the course of Intra-Day action, you are hands-off, unless you are semi-automated. There's no way for you to stop buy/sell, make decisions, as the algorithms should take care of decision making without asking u. You only bet is to give some cfg and tweak some parameters before...

Yes the answers are very simple. Just by clicking a few buttons. a 3 years old can do better. I don't need you to answer me. Answer to your developers, and to your automated program that receives no 0 Input instructions from you. And hope things and bugs dun screw up with a 50-100k worth of...

if you are a trader, and had traded markets you wouldn't make this statement at all :p. if you've designed Algorithms, you realize there isn't one size fits all, depends on the flow and Each markets, asset classes also trades differently, with an ETF, a Stock, derivatives, a Forex...

The top few firms in Chicago, have touched milliseconds realm, employing $x Millions worth of Technology. Any kind of Arbs you can think of, most likely, had already been conquered by them. They are already situated beside CBOE, CME and NYSE. Your statement is valid like 5 years ago. btw, HFT...

They are all bull sh1t. Im sure most of the traders here are unsuccessful. To TS, and the rest. Try watching Bloomberg TV for 3 years, everyday from 7am Eastern Time to 11am. Probably if you can do that WITHOUT fail - discipline, Learn what traders do - esp people who are at the pits, Fund...

I agree with you. Backtesting = curve fitting, and doesn't work that well. I program my algos on the go, intra-day. I just wish my AI so strong that it programs by itself and change according to the stocks buy/sell pressure etc :p

Yes. i dun give a fxxking sh1t how much time u took to "develop" your whatever strategy, or yada yada. Like I said good luck with your Holy grail. When things are turned automated you have hell lots of sh1t to worry about. let me give u an example. Your strategy is only 5% or the work...

Good luck with your holy grail !

Heh, I run my own automated trading, with several algos. One of the algo is similar to what you have, Time weighted and time specific. Honestly I develop that to counter traders like you but anyway, msg me if you want to know how we can collaborate. eg. Like give me your IB acct and pass for...

you believe in alot of things ya. Write your strategy here let's discuss. Arbs ? I hv a good system that can already automate most stuff, with alot of custom algorithms. If you wanna learn, took me 10 years on programming on IT, to code this system within 6 months. Depends what you want ya...

Do you guys even picked up books to read ? Or actually have the priviledge to walk into an actual Hedge Fund Desk, or a HFT desk ? HFT basically means high frequency, many many trades a day. It can employ tons of strategies, things familiar to you may be exchange rebates, front running...

Are you angry and jealous of your limited capabilities ? What about taking the time you took to type, to learn something new, and adding value to yourself ? At least I do agree that the system is useless and has lost its powers, but from a business point of view, I try to sell this out. This...

Im actually crapping to see the response here on ET hehe. Seems like the indeed 80% of the total NYSE volume is run by Algorithms, but less than 5% of the trading community actually knows about it LOL! Happy trading! Few examples... [Im still crapping] http://smex.com/index.html...

- VWAP runs on Limit Order books. - You started it. Go on, challenge more. Simple, like others idiots on ET, (there seems to be alot here dunno y). I just zipped up. btw Im from Singapore, and Thanks for wasting my time.

To save my breath. I run: 10 monte carlos with 2x core. 1000 runs at 50 mins. 10 m.c at 4x. 1000 = 30 mins. 10 m.c at 8 x core = ? I need CPU processing power to crunch numbers. Its like getting my tasks spread evenly to 4 computers on 2 cores and running the same things. if I wan it...

WHat's your spec ? Have your tried with a Quad core, 4GB ram ? Im on a 945 AMD. and with 30 workbook (I was playing games even!) I didn't hit 100%, maybe 30-50% and spikes. And my excels are flickering, constantly switching between workbooks.