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FWIW: I've been getting the "Invalid order" blocking pop-ups both today and friday. Very irritating as I submit a large number of OPG orders. The pop-ups also BLOCK TWS, so it's impossible to even use TWS while the popups keep coming. It pretty much locks up my system for the first 3 to 5...

I gave up on Quicken for my trading. I have used quicken for my personal finances since 93, so this was "hard" to do. If you do LONG-ONLY, I believe Quicken will work for you, as long as you take extreme care with any positions you sell on the same day you buy (make sure that the sale shows up...

Hi Brooks, There is a general misconception that it's possible to design highly profitable, highly accurate day trading or swing trading systems. While I'm sure they exit, for most of us, we have to settle for something a little less flashy. I suspect that the best you can do over an...

last time I tried, Quicken did not support intraday trades. Quiken would randomly reorder the trades on import, completely messing up what was long and short. I gave up

Dilbert got it right: "Consult" is what you get when combining "con" with "insult"

I think "Trade like a hedgefund" is a very good book. Lots of ideas and systems to look at and play with. I think it's unrealistic to expect that a $25 book will provide you with highly profitable, super robust systems. The value of the book is the concepts and (potentially) new ways of...

There is generally a rule against spamming. But MR is a paid sponsor of the site, so he naturally gets to promote his products and services. You can see that he's a paid sponsor by the fact that "TraderStudio" [his company name] appears below his name. Those are Baron's rules, so that's what...

Hope I didn't butcher the thread too much. Let's seperate the basket discussion from feedback on MR.

I'm going to split this thread into two: first one with the original subject, the 2nd one to discuss MR and his systems in general. Give me a few minutes and we'll be back.

I believe that I've had to delete a total of 3 posts from this thread. All deletions were related to keeping the thread focused on the subject. Random rants or unrelated complaints will generally be deleted, since I cannot move an individual message to chit chat.

Me clever; probably not :) Well, time for printf() I guess

Hoi, Thanks, that's interesting. What do you mean by "not a normal quote"? Is the passed in the bid-ask or somewhere else? Thanks,

On a related note: Have anyone gotten the net advancing issues to work? I can't - the quotes are just stuck at some number. Symbol AD-NYSE.

Since year 2000: Largest up +4.5k Largest down -6k. Most painful, however, was a multi day loss of about 15k. (lesson: thing are more correlated than one would suspect).

I think you're making it too complicated. Why is there any difference between holding 100 shares at $100 or 200 shares at $50 ? From a total account perspective it's identical. The only issue is how to calculate commission and slip, which always has to be done on the real prices or normalized to...

FWIW, the class of algorithms emulating ant behavior has proven surprisingly good at global optimization. In many cases they do better than manually designed algorithms and generally better than genetic algorithms. Fascinating subject.

I've found the anything beyond the simplest statistics to be meaningless when it comes to trading. The reason is that most statistical techniques have fairly strong assumptions about underlying distribution, which are often very difficult to confirm or measure reliably at all. I have found...

I have found that you need to handle stock splits the same way as futures contracts roll-over. You simply have to simulate with the prices the way they were at the time - there is no way around it. Back-adjusting futures or split-adjusting stocks will generally fool you, or at least...

Here's a good link with the story and the system; http://www.originalturtles.org/ It's very good reading.

I definitely had that problem at IB. I stopped looking at about 7 am, so the first 30 minutes on and off.