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    Trading bot construction (IB)

    retrying the attachment ...
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    Trading bot construction (IB)

    I've attached dirorg1.jpg, which shows how I've started populating the 'ATS' directory. I've also changed the name of 'data provider' to 'data-provider'. The attachment just shows the directories. To fill-in the ATS/client/TestJavaClient, I copied twsapi_unixmac.jar (it works on Windows...
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    Best trading blogs

    neet: that blog may be http://www.boogster.com/blog/ allallan was good to find out about.
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    Trading bot construction (IB)

    The attachment? edit: it made it. That was drawn with 'xfig' and looks like the lines have been erased, at least on my browser.
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    Trading bot construction (IB)

    Some organization is necessary. In the attachment, you'll see how I think that this project might be organized. Suggestions are welcome. Under the 'ATS' directory there are two directories: 'client' and 'server'. Under the 'client' directory there are three directories: 'chart', which...
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    Trading bot construction (IB)

    re: queueing/buffering messages: A consideration is that this would introduce a copy of each incoming message. There may also be some OS and Java runtime buffering, which might mitigate the problem of EReader being away from looking for new input from TWS. For now, until I see a performance...
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    Trading bot construction (IB)

    Thinking about what dcraig mentioned concerning queueing: The functions in Wrapper of Main.java get called in the context of the EReader thread. The consequence of that is that any lengthy processing in those functions will delay EReader (EReader calls the EWrapper functions, which are...
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    Trading bot construction (IB)

    Here is test1.java (the last post exceeded the 10000 character limit): import java.io.*; import java.net.*; public class test1 { public static void main(String a[]) throws Exception { Socket sock = new Socket("127.0.0.1", 6500); BufferedReader in =...
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    Trading bot construction (IB)

    Thanks for the input, dcraig. I've only read the first 6 chapters of van der Linden's book, so far. But that didn't stop me from trying to setup a server socket and get a minimal subscription service going. There is a new Main.java and a test1.java. Main.java now listens for requests, which...
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    Trading bot construction (IB)

    I have several questions about the last code: 1. Should 'Wrapper' be run as a separate thread? Note the 'sleep' in 'main'. When 'main' sleeps, does 'Wrapper' sleep, too? 2. With the line "package TestJavaClient", does all the code in the TestJavaClient directory get compiled, even though...
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    Nikkei Bull Market

    re: "the yen falls when their market is rising" What may be happenening is that the falling yen moves the n225 up, because exporters like honda & toyota make bigger profits when they repatriate their US profits, assuming their US prices (in dollars) don't change -- eventually they change...
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    Trading bot construction (IB)

    What I've got this time is a bare bones interface to the API. No GUI -- nothing but connecting to TWS. It's done by replacing TestJavaClient/Main.java with this: /* * Main.java * */ package TestJavaClient; import java.io.*; import com.ib.client.Contract; import...
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    What's the name of this strategy?

    Could you save some money by placing a buy stop order and a sell stop order? Would you catch only one side of the move?
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    Curve Fitting Question

    http://www.aip.org/tip/INPHFA/vol-9/iss-2/p24.html
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    Nikkei Bull Market

    It gapped up. Today, it has been as low as the high of two days ago. Often after lunch, cooler heads prevail. If not after lunch, then after hours. I hope to cover at 17405. They are at lunch now, about to come back. Today is low volume, too.
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    Nikkei Bull Market

    short sgxnk at 17425, 17430 & 17445 ;-)
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    Would I get in trouble for this?

    Won't your broker do a margin check before letting the order go to the exchange?
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    New Index Funds

    Over at the New York Times there is an article, http://www.nytimes.com/2007/01/21/business/yourmoney/21etfs.html?ref=business about new index funds that hope to beat the market. Are these mutual funds or ETFs? It wasn't clear to me. But the idea of reweighting an existing index or...
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    does volume head price or price lead volume?

    In Elder's book (is there more than one?) he describes Force Index. It is, if I remember correctly: ForceIndex = PriceChangeDuringInterval / VolumeDuringInterval If plotted, it should yield a histogram centered at zero. One thing it tells you is that little or no price change, even...
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    To shut down or not?

    re: "Servers are made with hardware that is designed to run 24/7" There is truth to this. Somewhere there is a Seagate disk drive reliability study. In that they mention the reliability of "consumer" grade drives vs. "server" grade drives. The MTBF, for one, is quite a bit different, so is...
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