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Anyone know if I limit my smart routed orders not to go to NYSE ARCA and AMEX, will the smart quoted price still include orders on those exchanges?

effecting the market (ie. eating liquidity) does not imply changing market trends or making significant market movements like large firms. thanks for your wonderful insights. but if you had any understanding of my original post which was actually on topic with this thread. the more people...

why would 25 new trades be placed against the direction that the market is moving? on market news the market swings one direction strictly because there are no new orders coming in the other direction. understanding that my orders add or remove liquidity from the market has nothing to do...

Mine. I charge one million-billion dollars! *pinky at mouth*

I dont see any logic behind this statement. If the bid size on a specific future is 20. and I sell 1 contract at that price. The bid size should be reduced to 19. how is this not 'HAVING ANY INFLUENCE WHAT-SO-EVER'? I dont understand why so many on ET are naive about market influence? You'd be...

Is it just me or is this the 2nd post iv seen from you about trading news events this weekend? :D I doubt anyone will reply to this saying they are doing this. the less people doing this. the better for the ones who are.

I agree with rob. CVS has saved my life on more than one occasion. frost. is it possible that your over estimating of slippage could cause the significant difference between backtest and live? If both backtest and live trade at the same opportunities / ticks. If they do then its a problem with...

again without explaination..... :confused: btw many people, including me do not open xls attachments due to virus risks. a jpg screenshot would be nice.

IBj. My base currency is currently in CAD. I do a lot of forex and forex futures trades. I noticed that for a 125K eur future contract my margin is about 4k. about the same for forex. would switching my base currency over to USD reduce my used margin down to 2K?

hypothetical. some US scientist announces he has perfected magnetic containment fusion reactor. US dependance on foreign oil can be reduced to phased out in the next 2-3 years. theres no such thing as 'no risk'

I have a question for this thread thats been on my mind for a while. Knowing what we know about the state of world affairs, climate change, oil peak and a general consensus that the economy is heading towards the toilet. Is now a really dumb time to be spending time designing an automated system...

From what I hear al qaeda / bin laden have or have access to significant amount of money. Not to give anyone any ideas but would it be possible for them to initiate an artificial crash but buidling up a large enough portfolio and pulling it out at a key point to try to make others get scared and...

thanks I'm sure well be better traders because of it :D

If every automated system got shut down because it hit a maximum historical drawdown day. Very few would be running right now. It has to happen sometime. and I can assure you that there will be a worse day sometime in the future. Let say you have 100 yrs worth of data from 2000 to 2100...

if only IB offered fee-less (or a very tiny commission for themselves) 'cross only' trades which sit at IB until another IB client wants the other side of it. I wonder if that goes against any rules. That would make my arb system a hell of a lot more profitable.

Hi. I recently started running my automated trading system while I sleep. I vaguely remember reading about fees for holding specific positions overnight but I cant remember where. Does anybody know if there are specific fees for holding forex, stocks or futures overnight (either long or short, i...

who wants to waste time at internet cafes or sitting on computers? (not to mention the implecations of logging onto your secure ATS servers from public PCs) carrying a blackberry around is the way Im going to go. monitoring only. if I need something done. ill call someone to do it. JJ whats...

Stocksniper. May I suggest get a blackberry and write your own Java app that lets you monitor your system remotely. Then vacation all you want :P

does anyone get the better tier rates for trading futures at IB? what would be the cheapest way of going about getting these rates?

Do you find that your losing trades are clustered together? This may signify that specific market conditions are getting the better of it. You might want to play around with the idea of having your system become more defensive (switch to method 2) when it gets a bad trade. and switches back to...