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I have managed to finally implement an automated trading system that works perfectly with just two programs open - one excel sheet and TWS by IB. It's very light, it works fine, sending an order in less than a second, which is enough for me. And it even makes money. I won't tell you...

In a simple way, Kid, could you tell me if and how I can configure RTD to work interfaced with IB's TWS platform? I managed to get the DDE to work, and it took me a while. What do I do now to convert everything into RTD? Thanks.

Thank you.

I want to monitor just one security, the minidow. Yes, I want the system to execute the trades all by itself, without me.

Here's what my system should do. Monitor the bid/ask, and when there's a big difference between the two quantities, go long or short, depending. That's all.

I need help with implementing an automated system with Excel + Interactive Brokers. It sends out just a simple instruction, but I have no idea on how to configure Excel to do it. There's no help on their web site.

Equity curve attached, in response to opmtrader. To jonnysharp instead I have to say - I have indeed checked out the volatility of the last two years, and he's right in saying that there was a sharp decrease. I used True Range divided by the index value, applied on a daily time frame...

I will do so, thank you for your suggestion.

I have been doing some testing on a system that exploits the short covering that happens in the last 5 minutes of trading before the 4 pm close. It works, really well, for the past few years since 1999, but from 2004 on it just breaks even. Do you figure it's because so many people know...

Thank you very much. I am looking at it right now. It seems to be what I wanted. An easy version of the easy way to automated trading.

I know a lot about the markets, but not enough about programming. I need help implementing an automated trading project that involves the market depth data, and the minidow, using Interactive Brokers. Let me know if you are interested.

Not all of these systems are as simple as I wanted them, but I could test some of them, and as soon as I do, I will let you know the results. Thanks to everyone. Also, if anyone - I am sure there will be more than one - tries coding and testing these ideas, I invite them to kindly let us know...

I am testing simple ideas on index futures (Dow Jones, S&P, Nasdaq), in order to eventually come up with a few simple systems (2 or 3 lines in easylanguage) rather than just one very elaborate system. If anyone has simple ideas that might work, I am willing to code them and test them on many...

I have years of intraday data for the minidow, but I can't configure it to have it read by tradestation. If anyone wants to help me, please send me a private message.

Yes, I am willing to share it, but privately. Publicly though I will say that it doesn't fare very well, but it may be due to my limited knowledge of easylanguage.

I see patterns in the tenth level of the book, so I will keep on using it. If I could spot patterns after looking at it for just a month, I think there are definitely patterns to be exploited.

If not the Minidow, the Dow Jones is better than nothing. Thank you. I have the last 6 months, but I would like to have a couple of years of 5-minute Minidow data.

Will you share your insights about how the book, of the Minidow future for example, works? What I could see so far is that when we have an upmove, the tenth level of the ask is more crowded than the tenth level of the bid, contrary to what I was expecting. I couldn't observe all the...

I would like to know if anyone can give me advice on how to get data and test it from Interactive Brokers TWS Minidow book (with ten levels). I use tradestation 2000i, Tradebolt and I have a simple automated system, but I would like to find out if there's a way to run some tests on the book...

The system has gone through more changes. Don't use it as I posted earlier, because I worked on it further, and it can be improved very much. Chopper, I am sorry you didn't understand my sense of humour and thought I spend my time doing dumb things. I am actually putting effort into this stuff...