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Firms don't like to offer otions to their daytraders since..... 1. They don't have risk managers to monitor traders. 2. Options are paid for in full and are not Reg T so it eats up firm capital. 3. Their traders might consider trading options on a longer term basis instead of scalping which...

someone posted a buy in scenario 2-3weeks ago and it looked kinda ugly. The way it was described was that your shorts got yanked out from under you and you'd be basically long synthetic naked maybe after reg trading hours. The spread alone after hours would probably eat up the 35 cents...

One of the better ones I've seen is when a trader brings his girl to the floor, lean on a booth maybe to show her his cards then someone sticks paper spurs in his shoes and as they walk down the aisle people start saying heeya, tipping a phantom cowboy hat and the couple does know why

I get quotes thru DDE and fire off orders using COM which has a couple of events such as trade reports, order modify . i.e. Order.qty=100 order.price = 50 order.placeorder Upon submitting this order obj, it would then fire off 2-3 events whihc I need to capture. The events would be...

I have an Excel sheet which takes in quotes using DDE and then the events is part of the COM object which I try to write to XL cells. Maybe I will follow their suggestion and write the events in an array for spped. Any other suggestions?

Hi. I have programmed a couple of Auto systems using Excel VBA and REDI as well as Excel and Kawabunga which is Merrill Pro platform. In both cases, certain events which enable me to capture messages such as Order ID or trade price fails to reach Excel consequently screwing up my positions and...

Can anyone kindly tell me what the diff is between COM and FIX? I have programmed my Excel auto system in REDI and Sterling using COM. Excel calculates my values, entry points, trailing stops, etc and I use the COM objects to submit ,cancel, modify orders . The broker(transact) I am thinking...

If u trade options in addtion to just hitting downticks, u could make an asertion that u are doing put.call parity arb so it might be a safe harbor.

Handle. any suggestions on how to avoid false breakouts of ACD in stocks. for every 1 ACD breakout on A up ,there are usually 3-5 that go above it and swing back down to chop city. Appreciate your comments.

Read the John Bender piece on Stock market wizards. Very interesting piece on modelling your own prob dist. It is only about 2 paragraphs but really thought provoking. Main gist is that if stock has been in a range and suddenly it breaks out, the prob dist gets skewed tremendously to one side...

Steelhead, could you elaborate a little on what changes you've noticed on the NYSE? Thanks

Thanks for all who responded. I might take the yahoo or even use IB enstead of messing w esig

There's got be a way to get delayed data in XL using DDE w/o using esignal or using windows API to control datamanaager. After all in data manager you only need to do 3 commands in the menu. Any other help?

I am using Excel DDE to connect to esignals data manager. I request 50 symbols at a time, delete the dde link request a new set of 50 symbols. THe problem is data manager does not flush the old symbols so after 10 requests I hit the 500 symbol limit. I then have to go to dm, and clear the db of...

Corey, how did you play that spread intraday, I was looking at the hi.lo on 10 min bars and there was pretty much a 20-30 cent spread. Is that what u are talking about or were you long overnight when it shrunk from $9 to where it is now?

A little off topic just rermember that Giants lost their best end in Strahan and went 1-7 and the Jet lost theirs and almost beat a 15-1 team! Have a great weekend.

Would anyone here know how to break or suspend a DDE link to XL. I have eignal and I feed RT quotes to XL. The problem is that I only need snapshots so I don't tie up cpu resources. IS there a way in VBA to just refresh the dde links to get RT quotes, then sever the link until I need fresh...

I also got the notice regarding short sales. It does say it only affects non-market maker accounts as far as Merrill goes. I guess it depends if your prop firms has market maker account on the sub account level. I have no clue what that means so Don /Echo, Assent guys with any compliance...

Hi riskarb. Which of his books discusses what you posted earlier in this thread? I looked at Amazon and he has a couple such as Wilmotts on financial derivatives or Wilmott introduces....,etc Thanks

Any futures prop in the NJ area?