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This isn't necessarily a good idea, but one thing you can do to increase your percentage is to widen your stop-loss, or replace it with a time-stop instead of a price-stop. Most countertrend systems with profit targets and time-stops can achieve a higher than 70% win rate (I.e. something...

I wonder if defense industry layoffs will trigger a serious real-estate downturn in San Diego? Long deployments aren't good for defense contractors because the defense budget gets spent on the war rather than new weapons. I'm not sure how important the defense industry is to the San Diego...

If it happens, I'll probably be thinking the same thing I was thinking on 9/11: "Thank God Bush won instead of Gore!". BTW, using most any objective measure, the Federal response to Katrina was no better or worse than the responses to major hurricanes during the Clinton's administration.

Thank you! I needed exactly this for something I was working on last weekend. My observational skills must really suck, because I was looking at this exact page then, and somehow didn't see the "XML & Web Services" text there on the left :mad:

Not that I know of. Does INET provide a webservice for real-time quotes?

Here is a simple C# Windows Forms app that demonstrates connecting to the TWS API, and retrieving market data. This might help you out. It should connect to TWS and request market data for "SPY", and then print out price and size tick events into your Debug console window. I just converted...

(1) Start a new windows forms project from scratch. (2) Go to the form Designer view. (3) Right-click on a blank spot in the toolbox. (4) Select "Choose Items" (5) Click on the "COM Components" tab (6) Check the check box by "TWS Control" in the listview. (7) You now have a component...

Does anyone know what the symbol for the dow tick is in IB? Is it even available? I know how to get TICK-NYSE and TICK-NASDAQ using TWS, but if I put in say TICK-INDU for example it doesn't recognaize it.

Those rare occasions when I happen to venture out into morning or evening rush-hour traffic are when I most appreciate being self-employed and working from home. All those frustrated angry people honking their horns, risking life and limb to zoom past me on my right just to move up 3 cars and...

I have to agree with the others. Stay away from C++ if your a beginner. You don't need what it has to offer so there's no reason to subject yourself to the added difficulties. I was a professional C++ programmer for many years and I don't even use C++ for trading systems development...

Here's some interesting looking articles I downloaded in case anyone is interested. I haven't gotten a chance to even skim them yet. (I plan to read them next week during a flight.) Immunity by Design:an Artificial Immune System An Artificial Immune System Aproach to Semantic Document...

Wow, I'm really looking forward to reading what you have to say about that.

I really hope that in addition to enlisting the expert legal advice available on Elite Trade, that you're Father is going to get a lawyer to help him out with this...ASAP!. It seems to me that a lot of people just wait and see how things work out before getting an attorney. Then, they only...

I see people recommending this place a lot on this board: http://tickdata.com/ They have an interesting white paper about filtering high frequency data on their main page which is informative and at the very least shows that they at least understand the problem. I haven't used them yet...

I too started out attempting to create a comprehensive backtesting/trading platform (in C#), with individual componetized parts like that. I found that I was spending more time working on my tools, and the integration of the various parts, than actually working with data and discovering...

Acrary, dummy-variable, Riskarb

I've done a fair amount of experimenting with neural networks using daily stock data. For me, the results were usually interesting, but nothing that was tradeable.

What I meant was this. I've only been looking at high frequency data for a little while, and I've been going back and forth on what type of datastream to use for my investigations. For example, If I'm looking at the last trade price, one way is to treat it simply as a sequence of numbers...

Well I don't literally mean 10 ticks or so, but that is what you mean when you say that you don't use bars....you use x number of last trade price ticks divided by y number of last trade price ticks without regard to time in any way?

By this, do you mean you calculate the variance ratio in "trading time" instead of real time sort of like this: vr = last 10 tick variance / last 20 tick variance ?