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Both TradeStation and AmiBroker are good platforms. Python is a good scripting/programming language to learn. I used TradeStation years ago and I have purchased several versions of AmiBroker over the years. I am a retired programmer. I have not looked at much else over the years so I may not...

Hi Blonde, Your approach seems reasonable. A5- Maybe this should be JNI (Java Native Interface)? As to how to debug. One of the things I do is write out a file (JSON) when I make/close a trade. This file has a name that includes the symbol, the date/time of opening the trade, the date/time...

Live, I use price to trigger a trade and the bid/ask to guess what price I should/may get. Testing, I use price and subtract 0.3% for slippage. It averages out.

I second this. A couple of years ago I saw (and still see) a guy on YouTube showing almost daily gains of tens of thousands of dollars. He was looking for a broker with good fills. He tried IB and did not get the fills he thought he should get. I went and looked at the actual data at the time...

I have never used IB to stream data because they make it very clear that they are not a data provider. They provide data for their platform. They also provide data via the API as a convenience. The API for trading is quite good, robust, and works very well. Their platform does a lot, but I...

I use IQFeed (comma separated values). Parsing is 99% of CPU usage. The analysis only 1%. JSON is not the best format to use for speed of parsing or readability, worse than CSV, fixed-size format, etc. That said, it should still be more than fast enough. Last time I checked I was only running...

I just checked my 50" 4K .onn from Walmart. Works fine at 60Hz.

I like the CSV (comma-separated value) format that IQFeed provides. When downloading historical data I write a line of data to a file exactly as I received it. Since each line starts with a timestamp I can easily check the data when I have questions as to why my analysis software did something...

I got some of that wrong. DTN data request rate is approx. 60/sec. I don't know what/if IB has an order submission rate.

I have systems that I do the setup calculations the night before. For example: 1) You are only interested in stocks that are in an uptrend (or any other TA measures) 2) You want the price to gap up greater than x%. This will trigger your trade. Do the calculations the night before and write...

ndisgiiet, The open price that you see in your data is not necessarily the same as the first price traded after 9:30. It can be the price that people got when they placed a special order to buy at the open. This type of order is placed well before the market opens and the buy and sell orders...

The cat just wants to keep this thread going as long as possible so that no one will open the box and decide its fate. So far it's looking good for the cat.

Obviously, C++, Java, and C# are the fastest. The best choices if writing everything from scratch are (IMO) Java, C#, and Python. Things to consider: Java and C# are crazy fast, you probably don't need this. You can run thousands of systems, processing every trade/bid-ask change, and only use a...

TWS installs its own version of Java

I have had it take an hour. Usually just a few minutes (or seconds). Through the API I just make the trade, then I have to watch it until I get filled or I cancel the trade (and make sure the trade really was canceled). They have been very good, in my experience, unlike most retail brokers...

When a trade takes place off the exchange (like between two funds) it is required to be reported by a certain time. I don't recall when but it is after the RTH. So it is reported to the exchange and it goes out as an out-of-sequence trade. The problem, for me and other backtesters, is that...

My systems watch every tick/trade, and bid/ack change, throughout the day for many symbols (stocks). I bring this up now because everyone has access to Yahoo Financial Charts or TradingView. On either one bring up the daily chart for Tesla, look at 3/1/21, see the high of 872. Now switch to...

It did not occur in the pre/post-market data. These are trades to occurred off of the exchanges but were reported at a later time. The point is that you could not participate in a trade at that price. If you were watching all day (and pre/post-market) you would not see a trade above 719. The...

As an example of data that makes backtesting difficult and a question about other data services (Norgate, Polygon.io, Rithmic, ActiveTick, etc.). Monday, March 1st, 2021: Tesla's (TSLA) daily data shows an upper wick with a high of 872. This, of course, never happened (that you could act on)...

I have read that TWS chart backfill (every time you open or switch charts) is very, very slow (may not even happen?). I don't think this is TWS but the IB server (someone please correct me if this is not correct). IB is not a data provider so don't expect too much. Otherwise, I do like them and...