Search results

One of the 1st questions to come up is "What infrastructure to use?" I have an x86 desktop box that runs Solaris or Windows, along with a laptop that runs OS X. On the x86 box I use Solaris, primarily. TWS and its API runs on all of them, and I don't want to be tied to a Windows only API (IB...

I have an interest in trading bots, because I've had some success trading ES manually; however, I have a day job, which prevents me from trading ES during regular trading hours. I trade through Interactive Brokers, so this journal will be IB specific, although I suppose that if any trading...

google for ntp I don't know that cme uses ntp, but most machines sync up with it.

In a cash account you probably need to wait for a trade to settle before using the proceeds to trade again. So, it could be difficult to daytrade.

Am able to login to my real account, but the paper-trading acct. fails to login.

Up in AZ.

It's acting differently now. Repeatedly retrying the login. But before authenticating, the connection is being closed by IB.

sgxnk may not be trading. it is a Japanese holiday, today.

re: "10 trades: (...even 20 a day)" Does it move between the points enough times a day to provide that many trades?

trouble in US, too

same here. IB's status shows up.

re: "Some observant traders have called Monday's gap up opening of almost 1 percent a manipulation ..." Before the US futures went up pre-market, asia and europe had gone up signifigantly during regular hours. It was the start of a new year, with the accompanying party attitude. Also, it was...

It may be a profitable method. I think it depends on being able to accurately identify channels in realtime. It may happen that once a channel is identified, price begins to move in a new channel. The formation of each new bar may require the consideration of a new prospective channel. Which is...

re: "price changed color (B->R or R->B) intrabar" This got me wondering whether the picture would change with constant-volume or tick charts. Of course, those would be an arbitrary division of the day, too. But that would make price the only consideration ;-) My bars are centered around a...

One thing to be aware of with IB bracket orders: Say you go long. In order for the profit side of your bracket order to execute, the bid has to reach the price you specified. They sell into the bid in this case. This can be a problem in thin markets where there may be a large bid/ask spread --...

The simulator available with an IB account seems to be fairly realistic. The API appears to be straightforward. So, I have been thinking about this, too. I'd do a bot for each of: 1. ema crossovers 2. opening range breakout 3. unusual premium at a price spike 4. exhaustion of...

Bill Cara has a "Week In Review," usually out before Monday. He uses the 10 sector ETFs. See billcara.com to see what he watches. The AMEX has their sector ETFs, too.

>> "Price moves due to imbalances in supply and demand ..." Instead, price may move to where buyers/sellers perceive that there is good value. In futures there may be an almost unlimited supply of contracts. A new contract is created every time someone opens a short position of one contract.

OK. I am on page 18 of the .pdf (Channels_for_BW_v2.2.pdf) and see that there is a channel drawn with the help of points 1, 2 and 3. How were those points found? Is point 2 always at the 2nd bar after point 1 and point 3 always at the 2nd bar after point 2? I don't think so. Is point 2 found...

Using 5-min bars, how many channels would I expect to draw in a day? It seems that after the first two bars appear, I can draw a channel (speculative/potential channel). Then when the 3rd price bar appears, I may be able to draw another channel, using the 2nd and 3rd bars, maybe trending in...