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"MOST RISKY: ER2...ATR is 10.67 and (greatest)loss would be $1,067 VERY RISKY: ES...ATR is 11.63 and (greatest) loss would be $581.50 RISKY: YM...ATR is 98 and (greatest) loss would be $490.00 LEAST RISKY: NQ...ATR is 21.39 and (greatest) loss would be $427.80" " the NQ is really...

You don't provide enough information to answer your questions. You need to look at the functions that are provided and give the prototype of the "enterlong" and "entershort" functions you would like to use. You will also need to determine what function is provided to determine the current...

I assume you're after a reversal system, then the following will do the trick: var Bar: integer; var bp, sp: float; for Bar := 20 to BarCount - 1 do begin if MarketPosition <= 0 then begin bp := Highest(Bar, #High, 30); CoverAtStop(Bar+1, bp, LastPosition, 'SX')...

Is there anyone who uses options as a stop?

I'm interested in getting some details about using options as a stop for futures intraday trading. More specifically, say I'm long 10 emini SP (ES) and I've determined that I would like to enter my (put) option's stop if the ES price reaches, say, a level of 1400. My reason to use an option...

I have to agree with subban above. I'd also be interested in knowing how much money the schools received. (Your 2006 presentation of results was much more informative).

Great, I'm glad to see this happen. It's time to try out OpenQuant! Richard

Submitted for your consideration: http://www.amazon.com/exec/obidos/tg/detail/-/0321197488/ref=ord_cart_shr/104-3268805-8468700?%5Fencoding=UTF8&m=ATVPDKIKX0DER&v=glance Richard

I'm sure you would not generalize this to all of formal education. So, then I guess it is unfortunate you did not go to a better school. Richard

>> Is it possible to autotrade a system in Wealth-Lab with IB as a brokerage? Did you purchase WLD before the Fidelity take over or are you situated outside of North America? If yes to either, the answer is yes.

Sure it's been done. Do a google search on "exchange api" (without the space between the two words).

OpenQuant, Does OpenQuant offer a broker API? If so, is there documentation somewhere? Is Open E Cry supported for auto execution presently? If not, any plans in the near future? Richard

Bill, Check out: http://disktrading.is99.com/disktrading/ Richard

Here's a couple of hundred for you: http://trader.online.pl/ELZ/!-ELZ-index.html and http://trader.online.pl/MSZ/!-MSZ-index.html But don't be surprised if none of these are any good. (Actually if you find something good, please let us know). Richard

nonlinear, Have you added stop and limit orders yet? Or do you plan to, anytime soon. If so, it would be a great addition for me (and I may have to start to learn Java). Thanks for making your ATS available to us all. Richard

Murray, It's just my opinion but, just like I'm not interested in renting (as opposed to buying) software, I also have no interest in using execution software which charges per transaction on top of the broker's commission. FWIW.

My experience with Matlab would indicate that it is too slow for use in a automated trading system. Is there anything you're doing to address the speed issue? Richard

Yes. This was stated on CNBC this morning.

Tradebolt, a sometime ET sponsor, is apparently closing up shop. From their website: "For business reasons beyond TradeBolt, LLC’s control, it hereby gives notice that it is ceasing all business Friday, December 8, 2006 at 5:00pm EST." Anyone know what happened?

My understanding is that now it doesn't work at all with IB since TD Ameritrade bought them out. Just look at the link to IB on the QT page you referenced; it's inactive.