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  1. U

    Futures Order Book parsing methodology

    Sure. True. Didn't propose to maintain the information. Sure you don't have to use the information outside the scope of 10 levels. The approach (array) just simplifies code. No need to use trees or whatever. Only sacrifices a little memory for the sake of speed and simplicity.
  2. U

    Futures Order Book parsing methodology

    You're welcome. Recommendation: Two fixed arrays (bid and ask separately) for storage. This is very fast, easy to implement and effective. I meant "every possible price" literally. There aren't so many possible values for price during one given day (see maximum expectable volatility)...
  3. U

    Futures Order Book parsing methodology

    Have an array for bid and ask quotes separately. One entry for every possible price value. It holds the actual volume information at this price level. When updates come in the program updates this volume information only. Everything else unchanged. If the question is when to take action...
  4. U

    QuoteTracker To Be Finished End of 2011

    Now running QT (version 3.9.8a) on Windows 7. After minimizing the QT windows the following happens: - QT windows disappear (as expected) - No QT icon in the taskbar - Restoring QT windows only possible by restarting QT Any ideas / hints what can be done to resolve this? (Other...
  5. U

    No main page with most recent threads?

    Yes. Definitely. I don't have the time to click around in all subfolders. The old page /vb/ page was a major advantage. ET isn't useful for me without it.
  6. U

    No main page with most recent threads?

    Sorry. Can't see it. Under http://www.elitetrader.com/vb/ or http://www.elitetrader.com I see only the new (sub-optimal) style. Am I supposed to look into a different location?
  7. U

    No main page with most recent threads?

    Yes. Please. The old main page was a major advantage of Elite Trader. Please don't make it more difficult to see what's new and interesting. I don't have the time to click through every subfolder but I can scan quickly over the summaries if they are there.
  8. U

    Is the larger time frame overrated?

    Never claimed that. (please read again the original post) But: If small money can make any money this can be seen as big money making a mistake. They gave small money an opportunity. And if big money gives an opportunity on a big time frame that means they left big money on the table...
  9. U

    Is the larger time frame overrated?

    It might be helpful to consider the question from this perspective: - If it is easy to spot a strategy in a bigger timeframe that means that big money leaves much money on the table (people might enter with high leverage). - If a strategy can be found in a smaller timeframe big money only...
  10. U

    Rithmic Announces Nonrenewal of Zen-Fire Use

    - Is there any information why that happens? - Does this mean the end of Zen-Fire? - Any knowledge about what this will mean to Mirus futures?
  11. U

    Best Programming Language for trading the bid-ask spread?

    No answer possible if you don't tell which API you want to use.
  12. U

    VBA for backtesting

    Not VBA via Excel but plain Visual Basic, yes. But what is the question?
  13. U

    Where can I find a free trading simulator?

    The bold text is absolutely wrong (regarding Mirus, don't know about AMP). Telling you this just in order to not run into a bad surprise some day (as I did).
  14. U

    Where can I find a free trading simulator?

    Wrong. Mirus will set you narrow limits. Then you will have to go live. (Don't know about Amp's policy)
  15. U

    What good is the DOM?

    Where would you find this?
  16. U

    Why aren't you buying EUR/CHF at 1.2120??! (Risk-free trade)

    Sorry, I won't continue a discussion on this level. Perhaps at some point you will discover that in order to get qualified feedback you have to show some basic politness. May you find a way to cut your losses short when they appear.
  17. U

    Why aren't you buying EUR/CHF at 1.2120??! (Risk-free trade)

    Please take the time and consider history: http://en.wikipedia.org/wiki/Black_Wednesday or http://www.investopedia.com/ask/answers/08/george-soros-bank-of-england.asp People with big pockets can find ways and have found ways to outwit central banks (even the Bank of England which has...
  18. U

    Can you design a horribly losing system?

    My guess (no "cheating" with slippage or commissions again) for a "system" that can explain this outcome without having any "edge" (positive or negative): - Take any system that you can think of (e.g. "Buy when crossing SMA 20 upward, sell when crossing downward" or whatever). - When...
  19. U

    Can you design a horribly losing system?

    Agreed. But here is a simple long-term loosing system (at least not cheating with commision or slippage): Sell short the basket of all Dow constituents.
  20. U

    EU - where is it going next?

    In EUR/USD there is some strange volatility starting Tuesday. Any ideas what is going on? Any decisions ahead?
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