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You just need a period object to represent your time period and make this a key of a list, like a hashtable or arraylist then as the 5sec bars come in you check your key if it exists in your list you are still in the same time period else you start a new bar. Then you check your current bars...

I've built this strategy trader version 1.1 complete http://www.youtube.com/watch?v=MvrpfGrHFSA Historical data on any TWS supported time frame. 1min-Daily download from TWS and stored. Base time frame is configurable. Current default is 5min bars. Charts using JFreeCharts updatable every...

I've built this strategy trader version 1.1 complete http://www.youtube.com/watch?v=MvrpfGrHFSA Historical data on any TWS supported time frame. 1min-Daily download from TWS and stored. Base time frame is configurable. Current default is 5min bars. Charts using JFreeCharts updatable every...

Well I have constructed 5min and 1min bars this weekend for 600+ stocks and found that I have a 97% match between IB TWS bars and those provided by my charting platform eSignal. So for stocks NYSE/NASDAQ the data is good enough. I wish people on this forum would give actual real statical...

http://www.youtube.com/watch?v=nOglE3wZjGo I do back test and yes the message que at IB TWS is throttled the values that work are 50 different symbols in a 10minute period i.e you can submit 50 requests with 250milli second gap in a 10 min period. That works fine for me I just did 600+...

I would go java performance not an issue these days unless u need milli second req/responce and even then you would have to pay to have your program reside by your exchange to get that performance. I would look at easy of build implementation and when you take that into account java wins...

Uses IB API http://www.youtube.com/watch?v=nOglE3wZjGo I have it 90% complete now just testing and cleaning up a few things. Would be a good code base for you to start from. Its fairly straightforward for you to change the strategies. Let me know what you are trying to do. Note this...

Please read the post first b4 comenting and you will see its an UPDATE to the previous one. And at least it has some facts unlike most of the stuff posted here !!!

I have back test 564 gapping stocks (most gaps were after earnings/guidance) from 2/7 thru 6/24 with a simple 5min bar strategy. So the first Strategy defined in the video grades the gappers and then trades based on the predicted direction b4 the market opens. The second Strategy just trades the...

I have back test 560 gapping stocks (most gaps were after earnings/guidance) from 2/7 thru 6/17 with a simple 5min bar strategy and the stats show Batting 59% Simple Sharpe 1.8 If you take the same strategy and just trade the direction of the first 5min bar stats are Batting 56% SS 1.6...

Why dont you just run the demo app that comes with the TWS API that will get you up and running.

This looks interesting. functionality nearly there just need a user friendly interface for writing strategies. Real back testing data. http://www.youtube.com/watch?v=nOglE3wZjGo Historical data on any TWS supported time frame. 1min-Daily download from TWS and stored. Base time frame is...

This looks interesting. functionality nearly there just need a user friendly interface for writing strategies. Real back testing data. http://www.youtube.com/watch?v=nOglE3wZjGo Historical data on any TWS supported time frame. 1min-Daily download from TWS and stored. Base time frame is...

This looks interesting. functionality nearly there just need a user friendly interface for writing strategies. Real back testing data. http://www.youtube.com/watch?v=nOglE3wZjGo Historical data on any TWS supported time frame. 1min-Daily download from TWS and stored. Base time frame is...

Very true I have a guy at Stanford Research Institute working on the AI/ML and probability statics model. But I wanted to start of with something simple and then layer the "learning" and statics models on top of what I already know works. It will be hard to replicate what I have learned over the...

Update to the development of my blackbox for intra day trading of candlestick charts. http://www.youtube.com/watch?v=FXvcz2mHXOA James

Interesting App that connects to IB TWS for intr day trading candle charts http://www.youtube.com/watch?v=FXvcz2mHXOA James :)

I have 20yrs experience in IT and I trade full time, gave up IT 3yrs ago once I was making more $$ trading 2hrs a day than working 55hrs a week in IT. Worked for many start ups here in silicon valley. Java based technologies. I am currently building a blackbox in java using the TWS...

I dont see reqMktDataEx() in the java API doc do u mean reqMktData() ?

I have the code if you need it.I do the same thing in my Black box create a dataset collection that is all the 5min bars with a listener on the collection so that an event fires as each time a new 5min bar completes. I then plot the bars and calc the MA from this dataset. The chart updates...