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Why most of the system metrics are useless numbers People ask me what my MDD is, what my Sharpe ratio is etc. All these metrics are nonsense! I'll give the proof of that below. The only meaningful metric is what the end result is, ie. the P/L at the end. Imagine you have a long position...

Hi, I'm still testing everything: the platform, the broker, the API, my program, my trading method etc. I think the Demo is ok for this purpose. I have learnt that I also need an independent and reliable data source for RT data, this I need also for scanning the market, so it must cover all...

Here's the result of Friday. All positions opened and closed on the same day. Profit: $47469 (+9.49%)

I think the cumulated MarketValue (ie. the total MktVal) on the Portfolio page of TWS is wrong as can be seen on the following screenshot, isn't it? Version: Unix, Build 900.6, Dec 11, 2009 1:49:33 PM

Do you have experience with them?

Ok I did my first trade today: GE long, although not that much analyzed... :-)

Hmm. I think I made a logic error in these calculations because the result looks too much IMO... Will recheck it... The above calc is wrong. It must be: OldAcctValue - OldUnrealizedPL + FinalPL that is: 515615.23 - -2199.93 + -407.69 - -9140 + 20540 -...

And regarding the final result of yesterdays phantastic result: We need to add about 239540 to the result :-) [just see the latest 2 fills on the posted screenshot here http://www.elitetrader.com/vb/attachment.php?s=&postid=2675893 ] Oh boy I think the end result is even more than 100% :-)...

Hello, thanks for feedback. As mentioned in the previous postings these numbers are from the IB Demo System. In this system the prices are with some offsets, ie. they are valid only in the Demo system.

Correction: 2 (actually 1) is still not filled yet, see below. Here is the result (as said had to compute them manually): Ticker Type Qty AvgBuyPrice CurrentPrice SellPrice Comments P/L IBM STK 238 127.023 125.31 132.00...

And here the current quotes of the said 5 open positions. We see that the market prices all have crossed the prices of the open orders, so the orders have been filled. Now, I must calc manually the result...

And the said 5 open positions of then:

Ok here the screenshot of them, first the account at logout at the end of the day (~ 23:45 ET):

The American people need to ask themselves whom their country belongs... :-) OTOH, all Empires went thru this cycle... for example the Roman Empire, or the Ottoman Empire where WWI postwar treaties dissolved the empire... BTW, Britain played a major role in this shameful historical act.

I'm looking for a RT market data feed (raw data via API) for the whole US stock market, to be used under a Unix/Linux environment, the API should be in C/C++, Java is maybe ok too. Are there any competitive alternatives to the "NxCore" product from DTN/IQfeed ( http://www.dtnma.com/ )? Costs...

I'm sorry to say that it's IMO you who needs spectacles as there is neither on the Account window nor in all the raw data delivered by API any mentioning of the word "Commodities". Never mind, it's not that important anymore.

Oh, yes, indeed that makes much more sense. Thx! :-) But are you sure C stands really for Commodities, and not for "Cash", as the word "Commodities" is used nowhere on the Acct page? Just wanted to be sure...

There are no reports about IB at TAG... And their disclaimer says "The statistics provided by TAG are from sources believed to be reliable, but TAG makes no representation as to the completeness or fitness for any particular purpose." A really funny statement. And, I wonder of which...

TAG is IMO not a credible organization. They even don't have reports which show their work. They have only some words, but no reports, no statistics etc. They have only some links to other websites.

Hmm. I think C stands for "Client", and S for "Server". Right?