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    Where can I find automated systems that never or no longer work?

    Yes but I think that those systems (ATSes written by professionals, no longer working) still would be regarded as trade secrets. The book I referred to is filled with systems and ideas but all of them seems to be constructed for the purpose of writing them in a book.
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    Where can I find automated systems that never or no longer work?

    http://www.amazon.com/New-Trading-Systems-Methods-Wiley/dp/047126847X/ref=pd_sim_b_7
  3. C

    It's funny how alot of people can't read this...

    hvad har i gang i folkens - jeg troede det skulle være på engelsk, det her forum ... ?!
  4. C

    Automated trading doesn't work

    Discretionary trading does not work - the only way to make money in the markets is to buy and hold.
  5. C

    any IB java api experts? code question

    Tradelink. Yes - there is a new thread created every tick - but the first thing it does is hitting a synchronized method where it will block if there is too much work to process. The code handles the situation where you have tickPrice occuring at a regular interval - say 5 seconds - and...
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    any IB java api experts? code question

    right after you, josh
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    any IB java api experts? code question

    guys - creating threads like this it is not wasteful - give it a go if you don't believe me
  8. C

    any IB java api experts? code question

    tradelink - no - the snippet I posted most likely will solve his problem if it is as described. There is no need for thread pool. And there is no need to make this harder than it is.
  9. C

    any IB java api experts? code question

    Well in that case you obviously cannot process all your ticks in realtime. (But as I read newguy05's post this is not the problem.) If you are on a multicore machine then spawning more threads may allow you to better utilise your multiple processors.
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    any IB java api experts? code question

    tradelink - why would starting a new thread be a problem?
  11. C

    any IB java api experts? code question

    Make callMyBlackbox(price) synchronous and have tickPrice start a new thread. This will make tickPrice respond and exit immediately and make sure to process all requests in order and one at a time: public synchronized void callMyBlackbox(double price) { ... } public void...
  12. C

    Software Developer seeking to write trading app

    John. Someone of course already wrote this application but this is something I think a single developer could do: http://www.pairtradefinder.com/ And make a business out of.
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    Software Developer seeking to write trading app

    Look into creating an application that supports a specialised trading strategy really well - for exampe: Pair trading, long/short equity, rebalancing. And support a popular platform - i.e. IB.
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    If you take a look at your long term equity curve, you'll be jolted for sure

    No. I guess you need to post some more.
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    If you take a look at your long term equity curve, you'll be jolted for sure

    When I get old and tired I wish to be like you, Old&Tired, posting words of wisdom on elitetrader.
  16. C

    easy money management advice?

    Spikey - leverage can force you out of a trade that would have won on the long run. He asked for simple rules and he got one. There is the kelly formula which really says underbet and underleverage. Seems like a good place to start.
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    easy money management advice?

    money management for dummies = do not use leverage
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    Short ETFs vs. short an ETF?

    Thanks for the replies. Another issue: SPY has a dividend yield of 3.72% with dividends occuring every quarter. If I do short it - I suppose I would have to pay the dividend? stevegee58 - I thought that must ETFs had market that set prices so liquidity would not be an issue? (Or is that...
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    Short ETFs vs. short an ETF?

    My holding period is up to 2 weeks. And I do not need the leverage of 2 times ETF.
  20. C

    Short ETFs vs. short an ETF?

    Hi. I have been running an interactive brokers automated trading system for while using the ETFs SPY and SH. Where SH is an unleveraged inverse to SPY. I use market orders and I trade around 5 times a week. Using interactive brokers what would be the advantages / disadvantages of...
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