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piggy, try linking 1 symbol first see if it freezes. In addition, make sure you don t have huge amount of calculations in other worksheets which forces a recalc everytime any cell changes happen in the workbook.Also delete any columns you dont nee such as volume, open interest,etc d in the DDE...

Hi nitro, NT's website differentiates between ATI (auto trade interface) and ATM(m for management). Could you please clarify what you said about ATM being broken yet you trade tons of contracts using NT? Does it mean you bypass that ATI/ATM system and use ninjascript to fire off your bots? I...

That is a good workaround so if price comes in from DDE, it will not do a force recalc of all the cells, another way to do it would be to put the prices in cell X with a DDE call , let DDe bring in latest price, then do a cut and paste in another cell of just the value (ex. last price of IBM)...

got this by googling afl autotrade Thanks george!!! my bad. Description: Auto trade Buttons to send orders to IB paper account and send trade log to text file Buy, Sell, Short, Cover, Reversal, CloseAll Control Market Open and Market Close to place orders and Week End Formula...

First off, I dont know why ur so hostile. I can discern from your hostility that u have some skin in the game with AB vs. NT. I have AB and like it very much and am not good enough to know the diff between compile and the other stuff ur ranting about. Given a choice between spending $139 for...

IB auto trading module released June 2013 not portfolio testing wihch Ive been doing since 2010. Just to clarify George.

Hi y'all. I have been programming amibroker for 3 years doing mid-level stuff -writing custom instruments, custom indicators, portfolio level backtesting,etc and I was wondering if there are advantages in moving to Ninjatrader. I want to start backtesting futures spreads hopefully leading to...

Like I mentioned in another thread, I am seriously doubting the relevance of volume studies at least in the traditional sense i.e. volume spike signaling capitulation,etc. I think the presence of TWAP,VWAP algos past years which clouds intention has rendered these volume bars somewhat...

Do you guys think traditional volume studies have been rendered ineffective due to the presence of dark pools in equities? In addition, are there "dark pool"setups in the futures space like ags, e minis or is volume reported on commodities in CME, CBOT,NYBOT more "real" than the equities side...

Hi rwk,if you have some mid level programming knowlege you can use Amibroker to simulate option returns. It is the kinda programming used by pair traders to create a virtual stock comprised of two stocks. In the same vein, you could have your buy/sell triggers for the stock ex. 5day moving...

I meant short cdr by bring long mar and short apr ATM strike to take advantage of drift away from 50. Thanks

hi Atticus and all, If trader can predict drift from ATM strike by 1.5-2 sigmas inside of 10 days what spread would you suggest IF the expiration of front month is 10 days away? I was initially leaning towards short ATM calendar-xyz at 50, short mar50c long apr 50c if expiration > 10 days BUT...

Anyone have any recent experience trading these softs options. Always wonder if the locals on the floor just migrated their mkt making operations on the screen (like CRT, Cooper Neff,etc) or just totally left the business. I would think there is still some $ to be made posting bids/offers...

Other than reduced clearing fees, are there any advantages to being a member in an exchange such as cme and ice? Iow, are there any structural edges a member has order execution wise vs. A public customer firing off orders on IB? Thanks.

ICE closed ALL the pits late 2012 I think. MY question is can traders make markets on screen by opening an account with a member firm, leasing a seat and become a local on screen using ICE's order platform.

Just saw the film "The Pit" -interesting documentary detailing life at the NYBOT and its demise as of 2011. Back in the heydays of open outcry, a guy can go into the membership office with $50000 in capital, lease a seat in the options pit for $350 monthly and trade 5 lots. With the closing of...

I'd like to echo ktm's sentiment re: atticus' contribution here. Might have been overthinking this fly hedge -looking at juice ratios vs open pnl,etc when atticus's take "half the gain" seems efficient. Still don't know what tipping point to use to hedge vs. take off the position specially if...

I think I get it. The decision to half hedge vs. close the position and book profits depends on how close it is to short strike and how close to expiration? So if stock starts meandering up from 48 to 54 at about 7 DTE, you'd book pnl and take it off due to risk reward... BUT what if it drifts...

Thanks atticus. Regarding the averaging of the fly delta vs. half the gain hedge, does this mean that if pos delta of fly is +20 and the 50/55/60 fly has gain to neutral of $200 and it is now trading at 54, you would average 20 and 100 yielding 60 short shares as a hedge ratio? I noticed that...

Thanks for the help atticus and cdcaveman. I think I understand now that gains to neutrality would be the pnl at 55 at exp which would be max profit of a fly, I am a little confused regarding flat vs skewed vol when modelling the gains to neutrality. Atticus's prev post says use flat but...