Search results

I have gotten some very good prices with IB smart routing. I also believe that you can choose whether to "smart route" your trades or to force them on one exchange.

Thanks for posting this. Is this something you are trading though or just a back-test? Can I ask why you chose these markets though? Would the other ones display worse performance?

I think I see you are targetting here ;-) His book is good though... Dont you find?

This would explain why the Turtle Rules do not work any more?.. The underlying fundamental principle works (ie trend following) but the actual execution for catching trends does not work as market dynamics have moved and strategies needs to be adjusted? Disclaimer: I have not tested the...

Ninja Trader does not do any portfolio testing at all (ie its only one market, one strat backtest) so pretty limited there... Whereas TradingBlox seems to tick most boxes for backtesting (ie "rich" portfolio testing) but does not have any broker connectivity (ie no live automated trading...

You might also want to check DinosaurTech which is a wrapper to the IB API written in C# It is maintained to take into account IB's upgrades so you should not have to worry about that at least and it would make the IB interfacing in your project simpler anyway. http://www.dinosaurtech.com/

My requirements are quite similar and I find it hard to find ONE platform that fits the bill. I have looked at quite a few platforms and an old doc I had found at the time was this one I ended up going for TradersStudio for strategy researching. I dont love it (I am programmer by trade too...

Seconded bizarre that IB does not have any on their website... Boy - I really going to have to buy that iphone!!

The other option I would have suggested is a volatility-adjusted variable fractional. This basically rejoins some of the earlier posts: determine and ATR-based stop-loss. Calculate the position so that the loss amount is a given percent of your equity and apply an anti-martingale: increase...

TraderZones - why would you recommend to stay away from Optimal f. I am currently reading Ralph Vince (Handbook of Portfolio Mathematics) and he seems to make a point - although he's the most biased person on this topic! ;-) I'd be interested to know your point of view on that and why you...