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I'm not sure I understand your question, but I will guess. What I meant to communicate is that Esper, which is a component of algo-trader, is a robust complex event processing (CEP) system. So that may bode well for algo-trader, which relies upon Esper, being useful.

Haven't tried it. Esper's a solid CEP system, though; have used it for other trading projects. Whether algo-trader is "good" or not is going to depend on what you need it to do, so you're really the best person to make that determination.

Let me guess: garachen is simulating fills for crossed quotes in his coalesced feed. :p

Lucias, I use IQFeed as well and I watch CL like a hawk. Check out the CME's contract spec page for CL: http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_contract_specifications.html As you can see the contract is traded electronically on Globex, and also pit traded when...

Interestingly enough, I was seeing the crash after each disconnect with the version of IQFeed I'm using and newer Wine versions. Strange stuff.

I've been running 4.7.2.0 on Wine 1.0 for the better part of a year. No stability issues.

bone, what are your thoughts on spreads trades like Corn vs. Denatured Fuel Ethanol? Chart attached.

Nice copypasta bro. <img src='http://i.imgur.com/3D8mt.jpg'></img>

What do you mean by "strategies with vast calculation"?

Hi Blotto, Have been writing some code here trying to replicate the system you described, and am wondering if you can clear up a couple of things for me: a) Why wouldn't your system have gone short at 9:03, from 93.44, as the previous minute had a high of 93.59? b) 92.74 didn't print...

I think NoDoji was kidding around with this one, but if you like "having profitale trades over 95% of the time" give it a shot.

Was same, now stopped out. Ouch. Lots of range today.

Do you have quantifiable data that supports this or is it something you intuit? If you're measuring SPX's efficiency using FV as the statute that is fine, but you need a basis for doing so that is intellectually satisfactory. It is easy to invent/discover a formula that results in a time...

Of course the answer to #1 has everything to do with how "FV" is defined. There is of course an immediate fair value that you can figure for SPX and S&P 500 futures, based on index constituent weightings, and premium. However I think you believe you can define a "more fair" value that the...

The acid test, of course, is whether or not you do end up making that one giant gain, and its size in relation to the sum of your losses.

I'm pretty sure nitro has stated numerous times that he doesn't have historical data and thus cannot backtest.

Not sure, depends on what that means. Can you point me to a provider that offers it?

Yes, that looks right. Unfortunately it will probably not be easy to determine whether that will work without trying it out -- but the ports it uses could very well be blocked as well.

The ship's 'net gateway may be configured to only forward certain types of (known) traffic. Thus Skype and things like web traffic will get through, but more esoteric things like Sterling's ports will be blocked. You may be able to get around this using a VPN service (if the necessary ports...

1305.5 looks way more support-ish than 1307.