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  1. V

    Software development cost?

    Here's a good recent thread with quite a bit of good detail: http://www.elitetrader.com/vb/showthread.php?s=&threadid=130871&perpage=6&pagenumber=1
  2. V

    Courtesy of TradeStation Securities Inc - conducting unauthorized trading in your acc

    FWIW, my experience is that IB does not give you any warning. At some point I thought i could hold my ZN or ZB to the last trading day. IB liquidated me the day before (Their policy is clear on that) - no phone calls.
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    IB: Is there a way to prevent all orders to route to NYSE

    I agree. For me, it's at the point where I've begun looking at alternatives. I really want to be able to route to e.g. ARCA and cancel/replace without getting hit by huge fees. I probably cancel/replace 5-10 times per fill, so IB is simply not cost effective anymore. That's very disappointing...
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    IB: Is there a way to prevent all orders to route to NYSE

    Do you know what FWB and SWB means? Edit: I guess i finally found it. My assumption was that FWB meant "F*** you, We got you by the B****", aka SMART :D
  5. V

    Pinnacle Data

    I've used Pinnacle since the mid 90s. Good product. EOD only.
  6. V

    brokers allow 2 strategies

    The all do. It's up to you to keep the systems separate.
  7. V

    IB API Programmers

    The real challenge is not handling the core algorithm, it's handling all the things that can (and do) go wrong. One of trickiest aspect of automated trading is to figure out when your quotes are wrong, late or have stopped. Shreddog gave a good example of this: when the relationship between...
  8. V

    IB Rules To Strict?

    IB documents how/when they liquidate. There are even settings in TWS where you get to determine what to liquidate first. I like the fact that they work to ensure that margin calls don't spread beyond the accounts they happen in. If you don't like it, there are many other good brokers who...
  9. V

    SoCalif. Trader get together on Don

    If you plan anything for the central coast (Santa Barbara, San Luis Obispo etc), you can count me in. Might be time to cash in a free cup of coffee in return for referring my friend :)
  10. V

    what are jobs/ career paths that combine computer programming and finance/banking ?

    Get a masters or preferably PhD in mathematics, statistics, physics, Computer Science, or some other hard science (not that CS is one of the classic "hard sciences" but anyway). That's the best way into quant jobs at the top firms or hedge funds.
  11. V

    Profit factor for professional equity traders?

    I trade retail, so not at a "firm" but anyway: In simulation i want PF > 1.5, and I'm happy if i can keep it above 1.3 in live trading. These numbers are based on net, not gross.
  12. V

    IB API Programmers

    Thank you for your thoughtful response Bluegar3. If you insist that the developer coding your application must have a proven record of creating IB/TWS/API trading software and that the software must have been trading live for some time, they run $100/hour at least. Including spec time...
  13. V

    IB API Programmers

    Regarding "reasonable cost", my guess is you're looking at at least 10k to 20k for a basic custom implementation. If you can use AmiBroker, eSignal or equivalent, it should be significantly cheaper
  14. V

    IB API Order ID question

    sounds like you need to study the documentation :) placeOrder is a method if the EClientSocket class, which is the class making the connection with the clientID as one of it's parameters. You're safe.
  15. V

    IB API Order ID question

    My guess is that you don't need to worry about conflicting with manual TWS as TWS itself has clientID of 0 which is different that anything you have.
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    Jack Hershey PVT System Testing (moderated)

    I had committed to spending a hour a day deciphering, coding, and testing PVT as described by Jack. In stead I'm finding that I have to spend pretty much all the time editing this thread, removing insults, and handle a large number of PMs Thanks to Spyder and Trader666 for posting references...
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    Jack Hershey PVT System Testing (moderated)

    It's a pity that there is more interest in mudslinging that actually figuring out the details of PVT. I'm working on first attempt at codifying the simplest aspects of PVT as put forth at the start of this thread.
  18. V

    IB: Is there a way to prevent all orders to route to NYSE

    It's getting to be a big issue for me, too. In TWS 884 there is a new checkbox under Order Defaults called "Consider Cost when routing". The docs seem to indicate that it would enable more ECN routes, but i've not seen any improvement. Here are the docs: "If checked, Smart routing will...
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    Jack Hershey PVT System Testing (moderated)

    I'd like to ask both Trader666 and Jack to leave the past behind. Trader666 *has* produced solid tests of some of Jacks work; and should be recognized as such. When Trader666 is ready, and maybe when this project has been completed, I'd like to study his work. Contributions, such as...
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    Jack Hershey PVT System Testing (moderated)

    Maybe, but I'm a full time trader; not a full time poster or moderator.
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