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Laz, I kind of agree with you that my PGP suggestion would suffice. As Bungrinder states that he is paranoid about this, he might in fact want to have a truly foolproof solution. If you truly have a money making algorithm, many snoops would be interested in it. What would be your answer to...

I recall seeing a post with the algorithm of Carmilla. Could somebody give a pointer to this, please?

Good question Bungrinder, this is no novice-level question at all. This is not related to C# but in fact a very general problem. I have myself been thinking about this without actually doing anything about it yet. In general, a good way to protect any kind of file is to use PGP = "Pretty...

Hi, What are you fellows trying to accomplish? If you are out to make some money with this all you need to be quite a bit more practical. Ok if you fell in love with C#, nothing against it. But is it worth all the trouble if you can get the TWS API to work without effort with sockets in C++...

Trader.NET You are a bum. nononsense

[B] This is certaintly your best phrase yet, Jack.

Thank you guys for your comments. In fact I could not find any nitty gritty info on ZN and ZB trading mechanisms at the CBOT website. They are supposed to have a chapter in their rulebook on this but the rulebook links appear to be dead. Although CBOT is very skimpy on their T&S data -...

Quick Answer: (1)Continuous tweaking. (2)The system worked till forced abandonment due to bankruptcy. Good answer: True adepts are not going to tell you. Try to become one yourself. nononsense

Hi nitro, I gave up on C# and VB.NET about two years ago. Although both were only in a late beta state at that time, things reminded me of the hassle I had to go through with the Visual.x's (C++ & vb) before anything stable became available. Nitro, I cannot be of any help, but reading your...

Hi, ZB and ZN are listed as "night" sessions at a/c/e. During the day these are also available as "electronic". Are these truly algorithm-traded similar to ES and NQ or do the ZB and ZN follow the US and TY as traded in the pits in some "opaque" manner? As I do not seem to find very...

Hi, I just looked this up at CME's and found the above statement to be incorrect. They clearly say that stop-limit orders (like stop orders) don't show up. nononsense

Hi, Does somebody know what goes into the market depth figures for the ES and NQ as displayed by IB? I suppose all native limit orders are included. What about stop and stop-limit orders? What happens with market orders, do they have to show up at all? I have not yet come across a rigorous...

Hi Grob109, You sound like the ghoast of Jack Hershey. nononsense

You must have M$ engraved on your eyeballs.

Hi, Could somebody post a definition or a short description of what is meant by "cointegration". Thank you kindly, nononsense

Hi, We could go on endlessly like this. I suppose that if you talk about "signals and noise" you want to do this in the context of what is meant by these in system science. Damir is correct in this. Simply tell us what your "market"signal is, what your "observation"signal is and I 'll tell...

TGregg, I am glad you bring this up again. In fact I posted about this right at the start of this thread. I think that it is very important to keep terminology clean. Otherwise we may have to extinguish a state of hopeless confusion at ET later on. nononsense

Hi, As some confusion seems to exist about what is a linear system, here it is (any other stuff is garbage!) Definition of a linear system: If Input1 yields Output1 Input2 yields Output2 then a system is linear if a linear combination of these two inputs...

Hi rlb, Don't worry about making strong assertions. Yours are pretty mild and cogent compared to some stuff that you encounter on ET. In fact you bring some sanity in this world wondering about what is meant by "noise" in the trader's jargon. This term is often used very thoughtlessly. My...

Don't blame TWS for it. This is due to inadequate support for ActiveX on Excel. M$ has a long history of launching new hot mechanisms and not keep up work on them till they become 100%. It is funny that DDE at one time was touted as great. Then they kind of hid it onder the table pushing COM...