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    Just launched my own home-brewed automated trading system. AMAA!

    I think that IB API specifies that it is up to the programmer to keep track of changes to order quantity. Check if you are not exceeding allowed number of messages per second sent to TWS. This may explain why orders are not updated. You should receive error message in that case.
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    Just launched my own home-brewed automated trading system. AMAA!

    IB is not true tick feed but rather "delta" feed to update quote board and reports changes in bid ask and separately volume changes in intervals of about 300 ms. It ensures fluid interface for all customers regardless how fast markets move. Real time bars consolidate trades into bars over 5s and...
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    Operating System Choice

    Visual Studio compiler has OpenMP switch together with pragma comments to make it easier to use courtesy of Microsoft. OpenMP is somewhat outdated but offers additional flexibility. TPL is really good, very well optimized and pleasure to work with. PPL for native coders in VS offers the same...
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    Operating System Choice

    Forrester analyst Jeffrey Hammond "The real world isn't black and white -- and there are open-source companies that sell proprietary software (e.g., Red Hat) and proprietary companies that use OSS to augment their commercial software and make it more attractive. As developer adoption of...
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    Operating System Choice

    Native C++ in Visual Studio offers Parallel Patterns Library (PPL)and Asynchronous Agent Library. PPL is portable (cross-platform). Corresponding .Net parallel extensions TPL and PLINQ offer the same for managed code in .Net
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    Genetic Programming, C project

    Is it not what you are doing? Statistics using parameters derived from loosely defined TA space? They just found a way to monetize it and looking at the list of their parameter base (judging from book content) it is quite extensive. Sometimes it has to work. Is not it?
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    Genetic Programming, C project

    You missing the big picture and your claims are missing the target. Microsoft was forced to give Windows for 0 dollars first time ever and this is just the beginning. The details are important but not relevant for this discussion. Publishing and pricing model is changing and both authors...
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    Genetic Programming, C project

    What?! This is the much needed domain knowledge you were just preaching a few posts ago. What happened? Maybe you should publish something.
  9. V

    Genetic Programming, C project

    a/ Microsoft Offers Free Windows To Encourage More Cheap Windows 8 Tablets, PCs JULIE BORT MAY 23, 2014, 6:32 PM http://www.businessinsider.com/microsoft-windows-for-free-again-2014-5 "We also announced that Windows will be available for 0 dollars to our hardware partners for Windows Phones...
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    Genetic Programming, C project

    You are a dino waaay behind times: for your information this is what is happening now and this is the future: 1/ OS is free or cheap (who would have guessed that Win OS will be offered for free ever) 2/ books are becoming cheap or near free (I have downloaded some from Amazon for $ 0.0 or...
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    Genetic Programming, C project

    A Field Guide to Genetic Programming [Paperback] Riccardo Poli (Author), William B. Langdon (Author), Nicholas Freitag McPhee (Author) try amazon (around $15) or free pdf http://www.gp-field-guide.org.uk It is not in C (Java) reviews are good, I have no opinion to post at this time...
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    Operating System Choice

    It is quite possible that he is paid Corporate or Gov't troll. Definitely he acts like one trying to discredit participants, hijack threads and frustrate readers. Maybe it is time for him to change Id again (busted! no bonus!)
  13. V

    Operating System Choice

    How do you forcefully monetize HTML5, JavaScript, C/C++, Linux etc. being either open standards or come with open source licensing?
  14. V

    Genetic Programming, C project

    Since the computers took over trading the historical data are more difficult to analyze. People were much more predictable.
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    Operating System Choice

    No i did not miss it: Few years back question which operating system to choose would be more obvious and no discussion would be necessary. Today everything is changing and changing for good. I repeat again. It is the right time to reconsider OS choices and start long term planning because of...
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    Genetic Programming, C project

    All above sounds like old good big and fat bureaucracy intimidating programmers and free thinkers. Specialist who will reveal his prototypes and sketches to programmers for implementation - that is a good one - and what is suppose going to come out of this? Programming is fluid and...
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    Operating System Choice

    SIP is not matching engine - it is "slow" consolidated feed for dissemination of market information (securities information processor (SIP) - used by exchanges to consolidate quote and trade data before being sent out publicly) and is run (probably on purpose ) on outdated infrastructure...
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    Why good platforms ignore mac?

    Small share of Macs is not the current situation because it is growing and in mobile and tablets surpasses Windows and this is prompting changes in software offerings. Small share is historical statement which was part of the problem but also back end was not developed on Macs and the front end...
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    Genetic Programming, C project

    The division of a team into "brains" (MBA, BS, PhD) and "workers" (programmers) is very interesting. I see it very often with mistrust between those two and deliberate compartmentalization of the access to information. It usually leads to failure and it is outdated concept but still very common...
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    Why good platforms ignore mac?

    I am talking about future and you are talking about history. You can program in Silverlight but it will not work on all devices because it is "expensive" plug in from the point of view system resources utilization especially for mobile. ASP is great but also too big and not as nimble as...
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