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You're right obviously cause your broker's operation might create differences

of course

Hi all. As most of you know, the days when some big economic critical report is released, we witness how extreme and brutal incoming massive data could be, doing real damage either automatic or manual trading. I work with a trading platform ( Ninjatrader ) that seems to hold good under extreme...

Thanks for the info

As all you probably know, IB doesn't have the essential historical tick data service, so whenever you lose live data or some database issue is not possible to rebuild it fast. I've had a technical accident in my trading platform where basically is that database messed up inexplicably. Since I...

Your goal seems pretty simple and easily programmable in NinjaTrader, which uses C# that it's not so hard to grasp for a person with some coding experience. However be aware if actually your systems use simple technical indicators for trading, because it doesn't sound too reliable to leave it...

My personal experience and stats are pretty similar to yours, that¡s why I did the post. I'm trying to work around it but no easy.

Thanks Rohan for your interesting answer. Unfortunately at this time, I run simple platforms: Interactivebrokers, Ninjatrader and some data backup. This configuration puts me obviously in the "Retail" sector with big Network/Broker latencies; that's why I'm trying to improve at the best my...

Those specs are fine but don't neglect other important points: - ADSL connection ( velocity, quality...etc ) - Your automatic Strategies processing required times ( more if you're day-trading )

That's just the biggest reason why tend to choose "market orders". I'm a day-trading, trying to pick trends in their early phase. Maybe a profitable way ( meanwhile ) is setting protective orders, closing your trade in a bracket by the more frequent price variation in average. Thanks

Hi Sprs, I've selected high liquid forex instruments to be able to count on better spreads for market orders or even some liquids futures such as ES. I don't trade stocks cause what you say, and nowadays we're living markets driven by computers in 60% at least, which is the recipe for wild...

Hi IAS, Thanks for your interesting response. The practical way of your orders style will surely pay off most of the time. The reason for the "not fillings" of my Strategy is basically that the Algo takes around 400 mllscs to put an order to "working", which for fast markets is an eternity...

I've been developing automatic strategies ( day trading ) for quite some time. As you must know, once you have an interesting Backtest, the logic next step would be a real-time simulation, where the critical "filling" orders, could be easily, one of the most important reasons why remarkable...

MARKET VS LIMIT ORDERS ( Latency ) I've been developing strategies for quite some time, and once you have an interesting Backtest, the logic next step would be a real-time simulation, where the critical "filling" orders procedure could be easily, mostly, one of the reasons why remarkable...

Zen, what do you think about Java for this purpose? I've been reading a lot of good features and for a non advanced programmer like me, it seems easier than C++ or even C#. In fact IB is actually done in Java, it must be not too bad Thanks in advance

Thanks Reduduke, already done days ago, and following your instructions it is well connected too. Thanks for your help.

Hi Warcious, I've came across with this interesting post, and after seen how RedDuke helped you out to set the connection with IB Gateway, I'd like to have a little help here: 1. I'm IB client with Ninjatrader, but when I go into IB website to look for the right IBGateway download, I can't...

I'm trying make my mind looking info to compare features between IB API between C# and C++, regarding aspects important to me, such as: stability, velocity, time implementation of strategies...etc I must say that I'm not an advanced programmer but with good experience in C#. I'd appreciate...