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I normally use TWSStart to restart TWS automatically each night between 11 and midnight CST. Version 819.3 appears to be incompatible with TWSStart. Starting TWS manually workes fine. I wish I had figured this out before losing 30 minutes of data. So the problem is with TWSStart. Anyone else...

TWS should have connected 10 minutes ago. I'm seeing the same behavior on two servers, in different locations, different OS's (Win 2000, Win 2003). Both are giving the same log file: 00:06:43 JTS-Main: Started on 3/16 at 00:06 00:06:43 JTS-Main: Build 819.3, 2004/03/10 10:00 00:06:43...

There are system traders on ET who possess the discipline, capital and resources to develop and trade anything that is net positive. There's another risk too. You could share an idea you believe is almost worthless only to have someone else develop it further into the holy grail!

Exactly true. Profitable systems can be found at all levels of complexity.

I don't understand how, in general, numerically intensity is perilous to profits, or that there is some adequate level of computation. Say you have a small edge which is valid over many issues. It makes great sense to scale it to a large number of issues, then build from there, maybe...

As far as backtesting, it's a HUGE edge. Instead of trying to think about what might work or looking for patterns manually, I find success through finding ways to test the most parameters per second. For example, I'll take a batch of 17 tick-based system trade lists, generate an intraday...

Here is some explanation of the win32 priorities: http://msdn.microsoft.com/library/default.asp?url=/library/en-us/wmisdk/wmi/setpriority_method_in_class_win32_process.asp If the kernel or TCP/IP stack were not running above "high" priority then any user process at "high" priority would...

I mean the memory footprint of the code which is your processing bottleneck (inner loop). If this code is using 99% of CPU while mostly accessing less than 512KB of memory, then any cache larger than 512KB won't give you much improvement. Smaller caches would definitely reduce performance...

You should be able to profile your code and figure out roughly how much cache is optimal. You can also modify the core algorithm, adjust it's memory footprint then examine how performance is affected.

The win32 kernel (including tcp/ip) already runs at a priority between "high" and "realtime". User process running at "high" priority can not preempt the kernel. User process at "realtime" will preempt the kernel causing the system to freeze.

Here's an article on this http://www.kressworks.com/Science/A_black_hole_ate_my_planet.htm

http://www.astrosociety.org/education/publications/tnl/56/impact.html

My server's internet connection is reliable enough not to worry about that. This is to notify me if IB or Globex goes down, or if the market goes nuts and my stops don't execute or something.

I have been looking for a simple interface to allow my systems to send SMS messages to my cell phone. I found this: http://www.redcoal.com/mida.aspx The cost is $44 per 1000 messages. I have not yet programmed to this interface. Anyone had success with something like this? There are...

I have spent a few years working on systems exactly like what you describe, except that my indicators, networks and rules operate per-tick and incorporate T&S and depth information for added flexibility over bar-based or pure-price methods. However, this comes with a performance penalty...

Just don't share your ideas too quickly. Once someone has your proven ideas or formulas, they may be tempted to walk out on you and keep all their profits, especially if they can prototype and test systems faster than you, and your systems turn out to be highly profitable. What if they hybridize...

Realtick has a well-documented and powerful API. Access is included with their basic subscription costing $150/month. See https://secure.toolkit.taltrade.com/

Nitro, I don’t want your approval in the slightest. I’m just defending my statements against your distortions and unprofessional remarks... nothing more. If you want, we can drop this.

Well, first you are critical about a technological tool … …then you admit it is useful, albeit only as a supplemental technology. Which is it? Useful or not? Why does my 66ms latency generalize to mean that ALL colocation is inadequate? It’s easy to find colos with 30ms. Why is 30ms...

There are other issues besides average latency (pings). Unreliable connections, intermittent saturation of bandwidth limits (with DSL and cable), dropped packets, latency spikes and out of order packets will all introduce intermittent (spiking) lags into TCP streams. As far as I know, IB...