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Ahh... it seems im running on WIndows XP damn ! No start.exe. Like I said once I start twsdde on 2 separate excel.exe, only 1 instance can receive quotes. Maybe an upgrade would help me now heh.

syswizard, thanks for suggesting and helping out, appreciate it. In fact I had this problem few days back and I solved, budden I am stlll not utlizing my quad core CPU chip though. I am running multiple workbook of my code, linked to 1 instance of twsdde.xls. All of them fall under 1...

Yep... IB. btw Im from Singapore so US is a little bit far, and I've set the twsdde to update at 1000ms refresh and processing. Or perhaps the orders routing or running 5-6 open Excel Windows might hurt hehe.

well.. thats still an algo, just that it requires high speed and more in depth of details, and I am not quote staffing in anyway. And as fast as I wish for my algo, the lag between my excel generating a buy signal to the time my order gets executed is around +- 1-2 sec. So in fact, it...

Err well, dan. if I were you I'll have to prioritize the entire project and strategy, and spending effort to determine proper closing price, is it worth ? I think its not effective at all as there are more things to worry about. What about those with algos which sank deep into level 2...

Well since I think you had some knowledge, let me ask u for ohlc bars, its very applicable to Daily charts, since we have gap ups and down due to market open and closing. Hmm for 5 mins i m not sure, cos im running 30s bar charts, and I create the bars myself, with just O, and thats open...

Ahh good. I have finally seen a mate on the same boat. 1) Yes Dan I have face the same problem. I am on Excel VBA a separate spreadsheet, and needed real time ticks, so instead of activeX I use twsdde.xls If like someone suggested is truu that if I stayed on this workbook and data flows...

Well it was after markets hours, kinda of bored and markets are damn good these days for automated trading hehe.

Sry i don't liv ein US. A Car selling company trading prop ?

If you guys answered no, I did had an interview as a TA analyst. The job was at a brokerage firm in my country. Problem is in this trading and finance world, theres only buy or sell side. If you go to libraries and internet, you realize TA is just BS for retail traders. I dare challenge...

Why don't you give me our Bank account no. and I wire it to you ? $ 1 million is that enough ? It took me 5 years learning IT programming, 5 years as a developer, 5 years as a portfolio manager and trader, and some 15k losses. Now I have a well coded automated trading platform with...

Hi, I am currently downloading Stock quotes thru Finance Google and "reconstructing" my own OHLC data, in the form of maybe 30s or 1 min candlesticks. The problem is I don't see any difference in getting Open price vs Close price. From my understanding and looking at the candle sticks, for...

Heh... there's a huge huge difference, boy you miss that out. But I'll leave time to help you find out. =) Give you a hint. Try looking at sound waves or rays... things you find in Physics. Do they resemble daily charts more or tick charts ?

Hint: You haven't seen the use of AI computers to analyse market data, ticks by ticks, and when I meant strategy I dont mean SMA 20/140 or MACD 10,20 for 3 months charts, But rather the different use of at least 10-20 strategies acting on the same sets of data ticks coming in, and base in...

I would say its a combination of multiple strategies say 1000 ? and the system's ability to learn and recognize markets and which strategy will work or not, and thus, the morphing and adaption. btw, if anyone had the details to tell u might as well ask them to give you $10 million to your...

Yes its possible, if its inter-markets arbitraging where you systems will be the first to bid and ask on different markets, or basically market making.

And mizhael, this is pretty obvious from Mike805. Correlation of strategies and time frame are 2 different tracks. You can have all similar time frames strategies but have different correlations. But if all strats are short frames, the shorter they are, the lesser correlated they are...

Hi mizhael, after hearing others commenting that you work for a prop firm or some small cap fund, asking these qns, i wondered why u are hired ? I run a portfolio of strategies, but from the way you described it, it seems to be a portfolio of time-framed strategies, rather than strategies of...

Guys use your smart brains, pls. When I mention Coin flip or 50/50, you have to consider market risk, transact, clear fees etc. They are known as broker fees. In long run a coin flip is 50/50, but everyime you flip a coin you lose alittle. I would say in the long run your need at least...

For 1 thing I run my own quantitative system and I can say no computers can take into account Economic, Fundamentals and P/L and Credit rating cut Event driven news. You are have to read it, analyse and understand whats going to happen and predict. How else could you predict what the...