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    VS C# application crashes with IB TWS

    ActiveX is an old technology requiring extra steps to communicate between .Net and COM objects. Latest IB API is built using .Net making it more compatible with modern technologies. You can still use ActiveX by installing older API version.
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    VS C# application crashes with IB TWS

    I do not even know which API version you are using. Did you upgrade your API on the computer but did not change references in your application? If you upgrade API it is better to delete old dll manually in Windows system folder. Is the exception different this time? If you are using Visual...
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    VS C# application crashes with IB TWS

    It reports wrong number of function arguments for connect method. It expects 4 arguments and you are supplying 3. Try adding false (bool) as the 4 argument (last) to connect function call. The actual argument being forwarded to ActiveX will be translated to 0 since it expects int32 instead of...
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    VS C# application crashes with IB TWS

    Error report mentions signature issue; function connect has different signatures depending on API version; there is an extra bool parameter at the end in most recent versions. .Net does not produce stand alone executables. It still needs proper framework version that your application targets...
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    Avoid Competing with HFTs

    So it means that HFT is white noise.
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    Avoid Competing with HFTs

    Without this fake liquidity current assets prices are unsustainable. Asset price inflation is the real issue not HFT. HFT has been allowed in the marketplace for a reason. The reason is that the money to cover the value of paper being issued has not been printed yet.
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    Desktop Trading Computers

    Remember that laptops are designed with battery life in mind and overheat more with heavy workloads. Laptop processors have several modes of operation and usually are not geared to use their full potential for prolonged period of time.
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    Forwardtesting at Collective2

    Did you try your system on equities or forex? Why did you choose options only? While most people are concerned with GBM itself not being good model for real market there is another concern. Your model of option pricing is may in effect correlate well with price modeling using GBM. This in turn...
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    How can one improve at Recognizing Patterns?

    Is your CMT billionaire or at least millionaire now?
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    opec cuts?

    US needs higher oil prices too because of gas tax that is major cash grab from the population. With lower oil prices lack of tax revenue has to be covered by higher deficits and debts. It is a game of who blinks first.
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    opec cuts?

    After years of colonial exploitation of oil fields in the Gulf the production "cut" will come sooner or later by itself. Oil price is driven by tradeable paper promises and politics not by supply and demand for decades already. The US has to prevent countries like Russia, Venezuela, Iran...
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    Charting library

    If you using windows forms just check Microsoft chart control that comes part of Visual Studio distribution. It gives you the ability to have line, candle and other chart types straight from your .Net app with very little programming. I would assume that the same is possible using WPF.
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    Black-Scholes-Merton Options Pricing Engine in C++

    Great, it works,thank you
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    Black-Scholes-Merton Options Pricing Engine in C++

    in double normal_cdf(const double value) { return 0.5 * erfc(-value * M_SQRT1_2); } M_SQRT1_2 is not defined where is erfc declared? are we missing header file? This is VS2013 Thank you
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    Distribution of CME internal latency

    This should be part of regulations regarding dissemination of market information by the exchange and it can vary depending on market conditions. Is this correct for CME? I am not sure myself but if I find something I will certainly post.
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    best way to prepare data for real-time auto-trading under IB?

    .net has few different types of timers. The one that is the least accurate is running on UI thread and its accuracy is affected by anything compute intensive running on that thread. better choice is to use system timers that are more accurate and less dependent on other computations. the lesson...
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    Minimum wait time between 2 reqMktData to IB

    There is a message limit per second, I am positive that it is 50 per second so you can send it every 20 ms. There are additional limitations that apply to historical data requests.
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    Direct signal extraction using optimal digital filters

    I hope that you show us using simple example how to generate coefficients for this filter. What happens if the instrument in question is not periodic or changes its characteristics?
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    Real live trading experience: Market Vs Limit orders

    One can always use limit order with price limit higher than current quoted market. This way you can have market order with "insurance" that will not be filled far away from market if something goes wrong.
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    Thousand+ core cluster of Raspberry Pi

    Intel advertises Phi as regular x86 instruction set so I would assume it is the same or similar as multicore x86 development. I would assume it would be easier to deal with it than networked distributed computing.
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