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A grand testament to the fine liquidity policies of our federal reserve... RoughTrader

Granted #2 is something you can't do anything about, but #1 and #3 you could have been prepared for. Catching bugs in your platform should be done while on simulation, otherwise use a more mature commercial platform for automation. #3, well, all I can say about that is "UPS". RoughTrader

syswizard, With all due respect, I have to disagree with this sort of commentary. You assume that one is able to capture the move with 100% entry and exit efficiency, which is of course impossible. You will also note that the majority of the session (excepting the opening downward move) was...

I strongly advise against the use of any trend-fading system for the ER2. The ER2 is known for its powerful, intraday trends which is where I suspect Frost is getting hammered. He mentioned one day where he made $350 per car, and on that day I lost $800 per car. That day happened to be very...

One other aside is matlab is much more flexible at vector processing than C or Java. This is very attractive because market data is by nature a discrete time series, and coding various indicators, setup conditions, etc. should be much more straightforward than other OO programming languages. I...

Another concern I have just thought of is the memory management of matlab, which historically has not been that good. If not designed carefully, a matlab script run repeatedly as market data comes in might quickly consume the computer's memory unless vectors and arrays are constantly refreshed...

I have to agree with mbatrader. I have used matlab for years as an engineer. In one case, I used it to collect measurement data from an instrument hooked up to a disk drive setup. Matlab is fast enough to send orders using tick by tick data. RoughTrader

Why would you want to move to CA? Everything is much more expensive here, you'll probably just neutralize your second income with the increase in living expenses. Save your energy and frustration and stay in TX. RoughTrader

Only mildly irritating thing for me is that between 9 p.m. and 10 p.m. PST I get booted from the TS network and have to manually log back in. RoughTrader

My connection is fine. RoughTrader

mbatrader, your website does not post any code or examples on how to overcome the requirement I have described for automating strategies through the API. Do you have any code that performs what I'm describing? Thanks, RoughTrader

This looks interesting, but it seems all they have done is accessed the IB java API using java calls from within Matlab. My primary concern is that this software does not organize the tape into OHLC bars. In other words, from the stream of market data coming through IB's API, how does the...

That's real class... RoughTrader

Frost, Congratulations on following through to the new year. Lately the volume has bee n a little thin for the number of contracts I want to trade in ER2, and I also expect the action to pick up in the new year (probably to the downside). Good luck and happy new year, RoughTrader

Please stop shouting. We can all hear you. RoughTrader

Does this mean you will stay long all of next year? If so, I'd love to see your PNL by summertime... RoughTrader

I only automate intraday systems, my EOD systems I just load the orders as MIT for the next session manually. On the hourly time frame, about 60 to 70% of my exit orders get filled as limit orders because they've been sitting in the queue at least an hour. Entries I would say maybe 30 to 40 %...

There is no such need for extra coding. When you write your strategy orders as limit orders, they can be implemented real-time as MIT orders by applying a setting to the strategy. Under the "Format Strategies" window for your particular strategy applied to a TS chart, click on "Properties"...

Actually, stop orders are the same thing as market-if-touched (MIT) orders. They simply convert a predefined level into a market order when the level is touched. Limit orders mean no slippage if executed as such, but you're not always guaranteed a fill. This can cause synchronization problems...

I'm wondering if TradeStation has any plans for migrating to Vista soon... RoughTrader