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Thanks, good point. I agree. Not at all worried about the system, just don't want to leave anything to chance, no matter how trivial, as I have been absolutely thorough in my preparation with everything else. If we're talking about occasional ticks here and there, I would of course agree that's...

Good morning/afternoon/evening I am going crazy as this is the one issue that I still need to figure out before I can go on to make my millions.. haha The situation is this. I have done years and years of meticulous backtesting using IB historical data. At some point I finally realized that...

i do understand I am getting snapshots, of course. as far as i can remember they come in at a rate of one every 300 milliseconds or something like that. I specifically do NOT want tick by tick data. the snapshots tend to have the effect of ironing out "crazy" spikes, which is exactly what I...

thanks for the replies "nettecture", I have plenty of stored data but only up to the close of the previous day. I was talking about "today"'s data. obviously it can only be stored if requested in the first place. ideally id love to be able to make one historical data request every single...

i am currently coding my strategy using the interactive brokers API. All of my backtesting has been done using historical data. as a result my system does not perform nearly as well with live "request market data" data (the two sets of data, though similar, are NOT the same). problem is...

thank you for your reply Pete I am talking about the smallest resolution (1 second). If you zoom into a line chart until you hit 1 second resolution, let it update automatically for a minute or so, and then refresh it manually, you will almost always notice quite a difference. my entry and...

I would be very grateful if someone who knows about this could clear a couple of things up regarding IB's line charts. I have always used their line charts for all of my day trading. I am now in the process of automating my strategy using IB's API. As far as I can tell, what I see on a...

thought experiment. this is a serious question. all signs are pointing to my making several million dollars over the next 5-10 years or so through day trading equities. from my experience, however, something ALWAYS goes wrong. it's just too good to be true, isn't it. I've surely overlooked...

i see, thanks for clearing that up. yes, 1 second intervals are sufficient for me.

thanks nobias, well i used to zoom in on any given day in the past and get the bid, ask and "last" for any second of my choosing, using "line" charts. and i can still do this for any day back as far as about august of last year. by this time next month, it'll only go back as far as september...

... and all of the checks i need to do using this data can be completed in a few hours, it's not even as if i need to use this service for a whole day, let alone a month. very frustrating..

actually thinking about it, i only really need this data for a short list of a few stocks, and for each of these, i only need the data for a single day - i.e. the day that i traded them (or was supposed to have traded them, according to my rules). for example: MYL; 23rd august 2012 and a...

for backtesting purposes what i need is the bid, the ask, and the "last" price for every second of every day for US stocks for the last 1 or 2 years. 2 years would be more than enough in my case. preferably in the form of a line chart, though i suppose a simple list of prices would be better...

right then. had a chat with my father; in the event that he is not able to live up to expectations.. if anybody could give me any information at all regarding the likely costs of hiring a developer to help code my strategy it would be very much appreciated, thanks. i mean very roughly of course...

ok thanks for the replies. we'll have a look at ninjatrader and multicharts for starters and i'll let you know if any progress is made!

thank you for your replies, particularly to gmst. i will say a few more things about this then, if you have time. please reply in your own time (or not at all!); there is no rush. i know nothing about programming myself, and i do mean quite literally nothing, though my father happens to be an...

what i would really like to know is firstly whether or not it is possible, in principle that a computer could trade my strategy for me.. and secondly, what my first step would be in finally getting this thing done after all these years. i have no friends in the "real world" who know anything...

oh really? well that's just about cleared that up then. great news. good luck

right that's good to hear and i'm almost convinced. however... don't you reckon as few as 20 shares would be filled instantly under any circumstances? i'd be interested to hear how you get on with larger sizes in the first 20 minutes when, as you say, there is no doubt the best moves do occur...

I see, you're using limit orders. I'm supposing that using an "immediate or cancelled" market order and resubmitting it for the remaining unfilled shares (as long as the price is still within my range) will give the same result. this morning at the open i experimented by attempting to...