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You have read more about this than I've done, so I will not say against you. My assumption was more related in the direction of the "random" trading. If an index return 6% each year, then a 100% random trading system would be expected to give the same return when you run a large number of...

I have a professional programmer helping me, he says C# is better than C++. :-) Good luck! Kind regards Espen

Hehe, I think you missed the question he asked... It was not about astrology, but how to get ideas to write an automated trading system. I have problems seeing how astrology should help setting up a script that will automate trades. :-) As mentioned before, I think Quantitative Trading is a...

As always, one simple question lead to a bunch of derivatives that are pointing in all directions, the Indian was probably one of the most precise one. If you are trading at the speed of light, like HFT++, then you'll have more problems than just picking the right language. You'll have to get...

Hi I try to pull some data from TWS using ActiveX and I wonder how to get historical values: high, low, open and close? Kind regards Espen

Thanks hftvol, then I have some work to do :-) Kind regards Espen

Hello I cannot find how to pull the RSI value (14) from TWS, I've used another software called The Online Trader and there I just wrote rsi14 to pull the data... I see that TWS is a bit more powerful, and I cannot find the ActiveX code for this data. Kind regards Espen

Thank you all for tremendously response to my question, it's really awesome! I think we got a lot of stuff to start programming strategy monitoring now. Kind regards Espen

Hello Does anyone know of a complete list for all the codes used to pull data from TWS Interactive Brokers when programming in C#? I'm working Kind regards Espen

Of course.. I'll do that.. Thanks Espen

Hello Does anyone know of a complete list for all the codes used to pull data from TWS Interactive Brokers when programming in C#? I'm working Kind regards Espen

Hello I have a software called The Online Trader. I pull data from it into Excel. I wonder if anyone knows how I can make it such that for example a new days data will start in a new line? I guess the technique is basically the same as for other major brands, like TWS? Kind regards...

Thanks. I have worked out an excel-sheet that can update the SQL database directly, such that I can add all 205 sectors, and the stocks without typing them step by step. I'll PM you my email. Have a nice day :-)

Hi I have a software called PairTradeFinder, and I try to replicate the correlation value. I have an excel-sheet with exactly the same values as in PTF, and I use built-in formula for CORREL in Excel. I cannot get the same values as in PTF, does anyone know how this correlation is...

Thanks, very useful article!!

He's actually a Norwegian guy.... :-) http://www.youtube.com/watch?v=GS07u0cYk1Q&feature=related

Thanks for very useful information. I'm quitting slow analysis in VBA trying to check out something else, and was looking for C#, but then I got to read about all these other programs and languages. I'll stick with learing C#, even though I think it will be a steep learningcurve! Kind...

Great thread!! I find it very interesting to read, and PocketChanges reply was very useful! Thanks guys! Kind regards Espen :D

Hi tradelink I get message "FILE was not excpected now" when I run that line from kevin. Is this codeline made for a merged file to lookup its matching values and then pull the names? Or is it going to merge and pull filename all in one process? It's the 'all-in-one' option that I...

Hah, this was not as easy as I thought it might be.. I'm like a green vegtable when it comes to these command-boxes. I have installed cygiwn, and i opened the commandbox. But from there I don't know what to do. I have a folder/string on my desktop called...