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  1. C

    defrag - cripes ! 2 hours !!! - poll

    The win7 defrag utility is able to be scheduled, I set it to run every Sunday at 1 o'clock in the morning.
  2. C

    IB API Margin Checks.

    Someone's going to actually answer the question...one of these days.
  3. C

    Focusing on FIX protocol and testing with it

    It should not be too hard to make your order engine agnostic of the on wire protocol, my code can use FIX or IB API with no mods at the business level, I think this is a good approach in general. As for testing, MB used to have a FIX server which you could paper trade against if you have an account.
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    Best Blogs online

    I haven't really come across an indispensable blog per se, but this site http://www.thewholestreet.com/ is a good overview of a number of blogs.
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    Performance Stats of Pairs Trades.

    This is something I've been thinking about for a while but I can't reach a clear conclusion. When we calculate, for example, the profit factor for a pairs trading strategy, do we treat each pairs trade as a single result or each of the separate trades on each instrument as a single result? For...
  6. C

    Market or Limit?

    +1 for limits, market orders only as last resort.
  7. C

    Pair Trading Strategy Journal

    Good post, this sums up my experience, on shorter time frames you're fighting commissions, on longer time frames you're fighting news, overnight margins, dividends etc etc. Time is risk.
  8. C

    Irc

    What happened at 12:30?
  9. C

    IB API Margin Checks.

    Thanks for the answer, is it possible to give a specific example of one of the 'various'? BTW are you using Reg-T or Portfolio margin?
  10. C

    IB API Margin Checks.

    IB details the various calculations they do here... http://www.interactivebrokers.com/en/p.php?f=margin&p=overview1 All the values in the various boxes can be obtained through updates in the API. What I want to know is does anybody do any margin pre-checking before sending orders using the...
  11. C

    Another New open source C++ FIX engine

    Totally agree, I'm sure the same functionality could be achieved with a dependency on boost, leaving the door open for DB integration at the users discretion and/or win32 support.
  12. C

    Interesting Article.

    I don't really understand how you can draw that conclusion based on the given information, everything was making money in 08/09, to me it just looks like the system decayed with volatility, lots of 'scalping' systems did the same thing. No big deal...
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    Interesting Article.

    http://jspauld.com/post/35126549635/how-i-made-500k-with-machine-learning-and-hft
  14. C

    Why do 95 % of traders lose ?

    In my experience, successful traders are generally playing a completely different game to most of what is discussed on public forums. In general terms they play the role of the casino rather than the gambler, I'm not sure any of this is really a secret per se, but the signal to noise ratio on...
  15. C

    Heikin Ashi or standard candles?

    Have a look at the way Heikin Ashi is calculated and ask yourself 'what market behavior is this modelling'? If you can't answer the question then it's probably no good.
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    Nanex Video Interview

    ???
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    Nanex Video Interview

    Because the greater volumes of data are munting their business model.
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    Real Money Automated Trading Journal

    I also don't understand why you're sticking to NT with all the problems you're getting. I assume since you're using NT that you're somewhat capable in C#, if so why don't you use something like http://www.dinosaurtech.com/ to connect to IB and be done with buggy rubbish like NT. Trading is hard...
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    Sweeden prepares for breakup of Eurozone

    :) I nearly spat coffee all over my laptop...
  20. C

    Interactive Brokers API: How to get Routing Destination?

    The routed-to exchange is in the 'execution' message.
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