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    Ayn Rand and trading...

    I have not read any of Rand's works, but have had the chance to interact with a number of proponents of Rand's work and almost without exception they were unreconstructed narcissistic assholes. Like all subscribers to preset points of view they spent all their time cherry picking and distorting...
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    Slippage in your automated trading platforms and other questions.

    You are an utterly charmless man aren't you? People have to start somewhere, and that usually involves asking a few misguided questions, I would suggest getting over yourself.
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    The long and winding road that is resetting an IB paper trade account.

    Update: I closed the account, no one needs this sort of grief over a paper trading account of all things. Thank you to David for at least trying to get things sorted, onwards...
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    The long and winding road that is resetting an IB paper trade account.

    I know you have all been eagerly awaiting the latest installment of this saga, so to put you all out of your misery, I'm STILL back and forth with IB support. It's now nearly one whole month since I embarked on this odyssey. I have attached a screen shot of the account window, just in case...
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    The long and winding road that is resetting an IB paper trade account.

    I have been testing an ATS on my IB paper trading account, about 3 weeks ago as a result of all the test trades the account fell below margin requirements. I thought 'no problem, I'll go and reset the account', so I log into account management and press the reset button only to be get some...
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    Decimal Handling in C++

    Like duh... It's meant to be an illustrative example, not a definitive guide to coding stop losses. So just take a deep breath and relax.
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    Decimal Handling in C++

    Say you have a software S/L @ 1.2560, if you store this as a double C++ may end up with something like 1.25599999999 internally (for example), when the price gets to 1.2560 the S/L is not detected because 1.2560 is not equal to 1.25599999999. Of course you could implement the above with...
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    Modeling Slippage

    I was wondering how people model slippage for back testing and paper trading? It occurred to me that it could be modeled as a random picks from distribution around the entry price, another simpler method would be to assume that it always you always get a certain amount of negative slip. Can...
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    IDEALPRO settlement into base currency of account.

    I know there have been other threads on this subject but none of them seem to contain a definitive answer. Question: What is the actual process in TWS to settle outstanding currency amounts in the base currency? I know I can use the account window to reduce the market values to nearly...
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    IB Paper Trading Account Reset.

    Thank you for the useless interjections guys, more quality posting... Just in case this helps any other IB beginners, it turns out that before a paper trading account can be reset not only do current positions need to be closed, but all currency positions need to balanced back to the base...
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    IB Paper Trading Account Reset.

    ...and still the same today, with of course, the requisite no reply from IB help.
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    IB Paper Trading Account Reset.

    Anybody tried to do this today? I keep getting 'error, try again later'.
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    Ninja charts inadequacy

    I tried this with NT and IB and it was an exercise in frustration, the feed would randomly error and stop and/or the strategy would error on start up. As it turned out the start up error was a race condition where by OnMarketDepth was being called before setup was complete, they took some...
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    TWS API 'Cancelled' order status

    I guess to re-phrase the question, the documentation could be interpreted as saying 'canceled events can happen anytime and for what ever reason' (discarding user/api initialed cancels). I was wondering if this is the case in other peoples experience.
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    TWS API 'Cancelled' order status

    From the API documentation... Cancelled - the balance of your order has been confirmed canceled by the IB system. This could occur unexpectedly when IB or the destination has rejected your order. I take this to mean that this event can occur anywhere within the order fill process, does...
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    Yet another IDEALPRO question.

    Cheers for the answers guys.
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    Yet another IDEALPRO question.

    On the IB website it states that the minimum IDEALPRO trade size is $25,000 US. I assume that the trade size you enter in the TWS order dialog is in the selected 'currency' (e.g. JPY for USD.JPY), does this mean the minimum trade size for a IDEALPRO USD.JPY trade is 25000 / (USD.JPY quote)? Have...
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    Opening Orders Threads

    I've tried a couple of times to wade into these monster threads in order to gain an idea of what this strategy consists of, but I can pick out very little hard information. Is there anywhere I can look at a condensed version of this strategy or is it a some kind of closed shop?
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    canAutoExecute on TWS API tick events.

    So I can ignore it as legacy?
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    canAutoExecute on TWS API tick events.

    The documentation on this flag is as follows... Specifies whether the price tick is available for automatic execution. Possible values are: • 0 = not eligible for automatic execution • 1 = eligible for automatic execution By 'automatic execution' do they mean 'placing an...
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