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I am trying to format the globex intraday datafiles I have collected. http://www.cme.com/trading/dta/hist/ftp_gtimeandsales3098.html The files appear to be ascii with the data 'delimited' by it's column position. I had hoped to do all the work in Matlab, but I ran into problems. Matlab...

One way to look at it is from a risk-reward standpoint. What is the potential gain from daytrading your IRA vs the potential cost if you were audited and forced to pay penalties? Also take into consideration the probability of the "negative" event. I have never heard of anyone getting...

I contacted IB about this, and it sounds like they might still be deciding how to handle it. per IB chat: "you can use the sales proceeds to trade again" "to buy and sell over and over is still to be reviewed" I asked about the 90 day restriction if you sold a stock bought with...

Very true, NK. They can make the unbelievable a reality. Tradin' in the USSA... I mean USA.

Hopefullly someone from IB can give us the official story? It is really hard for me to believe they won't let you OUT of a position.

I haven't place a trade in that account since the turn of the century. :D It is an IRA, and I should consolidate it with my IB IRA, especially since the holding company is the same now for both. (or was, at least). My idea was to keep diversified accounts in case of trouble. I also...

I have a Preferredtrade account and got this email today. I have not used the account for years, but I would like to know something about whoever is going to be holding my money. Any opinions? Dear Client, I am pleased to announce that PreferredTrade, Inc. ("PreferredTrade") has...

Column 31 of the file layout is described as "cancel (X) or correction (C)". How exactly does this work and how do you deal with it when getting data ready for viewing and backtesting?

I have not used it myself, but there is a free matlab clone called Octave that is available. Supposedly you can run matlab m-files on it and the syntax is essentially the same. Maybe someone who knows could confirm this. It is lacking the toolboxes which are available with matlab, though...

For those who are interested, it looks like an IB-mathematica interface has been done before. http://www.wolfram.com/solutions/finance/datafeed.html One good thing about matlab is that you can "vectorize" your code to work in matrices and vectors and reduce the need for For loops. This...

HLB I am a long way from having a complete solution myself. I have thrown together a couple functions which allow me to import 15 second data, but I have not done much as far as backtesting, etc. Others are probably in a better position to advise you. My current plan is to avoid the...

Tell 'em they need to make the resolution of their "time-series objects" finer than one minute :-)

Wow, that will keep me busy Thanks a lot!

...I also included hooks to MatLab through another free API. Any resources you have regarding matlab would be greatly appreciated! Are you linking matlab to TWS or your platform? (BTW, There is a product which links matlab with tws, but it is fee based and that takes the fun out it.)...

Thanks for the info! Another question, I thought I read that you could set a maximum cumulative position size, so that folk of diminutive mental capacities like myself don't accidentally blow through their entire bankroll due to programming errors. Or maybe, while I take a coffee break, the...

I am finally getting around to programming a gamepad for executing trades with IB. (See Puffygums fine thread here: http://www.elitetrader.com/vb/showthread.php?s=&threadid=18655&highlight=gamepad Right now, I am setting it up to trade Globex futures and I have a few questions about my...

I also have a Canon s9000 inkjet that I bought recently, and I bought refill ink for it also. I have refilled the black once and it seems to work ok so far, but it is too soon to tell if it will work long term without wrecking cartidges or printheads. It is a little bit trickier, but still not...

I refill an old epson Action Laser 1000 and it has worked very well and has been very easy. I have done it for a few years now. I had two original cartriges and have refilled each a couple times. It saves a TON of money. I got the toner off e-bay for something like $10 per refill, and the...

Do you then save the array by serializing it? Is that the correct term? If the array gets too big will you break it into chunks? (I am woefully ignorant, oh yes)

Bungrider, What did you end up choosing as a method for storing data? I have been stuck on this for too long. I need to pick a direction and get started. At this rate it will only take me 200 years before I code anything useful. Using advice I only half understand from other threads...