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I use a stop limit with a reasonable worst case limit. The limit will act as a marketable order while dodging mini crashes on individual equities or something like may 2010 or aug 2015. I’ve never sent a market order ever. Always used a marketable limit order, just don’t want to send a blank...

http://optionstradingbeginner.blogspot.com/2009/05/difference-between-stop-order-and.html?m=1 Was interested myself. Guess MIT order would be same as having a resting limit order except it will hit with size and lift the offer in case of buy.

Could've swore I saw something similar years ago but maybe it wasn't 4k. The only cool thing I found was how it had multiple hdmi inputs so in theory, You could set it up as up to 8 seperate monitors and have 8 real desktops, not just split screens.

Best bet is to just get an ETF list of your choosing and get the data from yahoo.finance or quandl or whatever your poison is then just write some little bit of code to seperate it by year. I use Amibroker but sure most decent backtesting/analysis software could put something together quickly...

Sure that's not some avg fill price your broker provides. Common to see brokers break a order down to avg fill price. By the time you perhaps get filled across a couple levels and subtract ecn fees and sec fees.

Gain Bodeks got a few parts in it. He apparently ran quite a successful options mm operation but then it slowly stopped working. After months of reviewing their code it was all because of order types he wasn’t aware of. He also did a podcast with chat with traders but unfortunately they never...

I’d watch your little experiments. I don’t have time to find any rules or laws but I’m going to assume that trading with yourself across different accounts is frowned upon.

My vote goes to being paranoid :/. Work and focus on your edge. Besides, the NSA is already tracking your network and front running that way. :)

https://www.interactivebrokers.com/en/index.php?f=1562 Quick google of exchanges but these would be the lit exchanges. You'd still have darkpools and other venues. Stock data is a nightmare. I'd say a good chunk of your time, if trying to get a good data set is scrubbing and maintaining the...

Take into account that bid/ask spread might not be the best measure for liquidity. If you looked at data from flash crash or some other mini spikes on individual equities, you can see that the bid/ask spread stays the same as price goes 10%+ in seconds. The HfT algos move together.

Think the main difference is how the data is handled. Never used ninja much but I would assume that with ninja, the data is stored client side. ToS, tradestation, I’m guessing but most likely the data is all server side. So if you request a scan across all stocks for new highs, their...

I’ve been enjoying the CS50 course. I’m in lecture 3 now. Doesn’t cover c# but from the little experience I’ve dabbled in programming. Most languages are quite similar. Syntax is a small part of it, methods and the way to think are what I find hard. So far the problems to solve in C have been...

Another popular option is that most software out there allows to use different data feeds and brokerages. So you could use ninja and kinetic or IQFeed but orders go to IB. Most the softwares out there now work this way.

I’d assume most be the same. Their plugin is most likely handling the pacing requirements of TWS history requests. IB doesn’t label themselves data vendors.

I checked my broker and yahoo finance and both were showing the September ex dividend date. Another source said dec 20th when googling which makes sense. All their historic dividends are around the 20th and quarterly.

I’ve never dabbled with news/fundamental/macro trading or dabbled with forex. Forex tends to trend more as the macro economics behind don’t usually just change on a whim. If you want to take a economic view on forex, perhaps look at expanding the hold time and position sizing according to the...

As a Canadian I can guarantee theirs no PDT here when trading U.S markets. Another rule U.S has that we don’t follow here is I think they call it free riding. Where in a cash account you can’t trade unsettled funds. Here they view it as that if I buy a security in cash account with t+2 but...

Just get the stock data, could try yahoo finance. Then calculate RSI.

Look at something like Keltner Channels. 20 day EMA or MA and 2-3 atr away. I like to help visualize size of swings or seeing over extension.

https://ibkr.info/fr/node/1912 Sure your just missing something on the software. I can pretty much guarantee that IB allows odd lots (less then 100 shares). Never seen a brokerage that doesn’t. Also CFD’s I thought we’re leveraged products. That’s the benefit. Small accounts want lots of...