Thanks for the script, I tried it on booktrader and it still shows a splash screen with a transmit button? Not sure if I am missing something. By the way the only way hot keys work in the present version of book trader is if the order line is clicked first.
Looks like a nice piece of software but it needs one click execution, without any confirmation, its the confirmation window that appears in booktrader that is the problem
http://www.neurosoftware.ro/finance/tag/mr-larsen/
http://www.ft.com/cms/s/0/f9d1a74a-d6f3-11df-aaab-00144feabdc0.html
Guest Post: In Defense Of A Robot
Sep 30th
Posted by Insurance in stock market
Submitted by Frode Haukens of EconoTwist
In Defense Of A Robot
This must be...
Okay I got the hot key to work need to click on the order line, works fine. Also I have put a suggestion on the IB poll that they should publish two versions of book trader one with the trader turned 90 degrees so that the ladder is horizontal and it will not have the confo screens, TT patent...
I am afraid I gave up trying to get it too work so I can't confirm one way or another. I was wondering if IB can't just show the book trader horizontally instead of vertically, that splash screen is a real real pain, I hope TT rot in hell.
I run a spread sheet that works out where the future should be and takes into account all the trading costs it was hovering 1 pt inside the arb that is very unusual, normally shows very aggressive buying.
Incredible they have held it at near 245 for the whole session, even went into an arbitrage, sell the future and buy the stocks. Means some one has lots and lots of money and thinks its too cheap. He will keep hammering the bid!
I thought is was golden week in China, I was looking at the time and sales and it was weird like 244.9 was a very very popular place to buy it. Volume peaked at about 21 000 contracts and now its trading below that, I also noticed that it all occurred within 10mins of the open, I always leave it...
Last three weeks have been really really weird, its like unlimited buying volatility has collapsed, its like it cannot be allowed to fall. I trade the options Implieds are really low and realized volatility is 8%
Very very strange I believe this week is a holiday in China?
Looking at the...
You can hedge small moves but a big crash you can't its better to sell puts out right because of the skew basically the market knows big down moves are possible so they bid up the price of otm puts. In principle selling otm puts should be a positive edge strategy. But you need to accept big...
I would be careful of over fitting, every trading system gets torpedoed every now and then, it does not prove its not working. You can't take this market to seriously, shit like this happens, its part of the costs.