Search results

Thanks Tommaso, In fact, my problem is not really code related. It's the same exact code as before and it was submitting orders fine , but now It just takes time to get "green". It seems that any order coming from the API stays "blue"( transmitted but not submitted ) really long. It must...

Hello, This system will never be finished...LOL. For the last 2 days i've been simulating my new system on TWS Papertrader, orders are sent to the exchange but not "submitted" until something like 20 seconds( it remains blue instead of green )... When I send one order manually, it is...

If the ES is the leading futures in the day session, it's not after hours. It just follows Asian and European Markets.

Yes of course. You need to learn the DDE syntax for excel in this guide:http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm Make your calculations in cells, program a macro that run every second, minute ... to identify when conditions are met and place the orders in dedicated...

LOL

Are MMs( as well as arbs ) not supposed to make good results in volatile times? I'm a scalper and I really make better dough in volatile times, and I heard some really insane stories in France's MONEP...Crazy profits for one of my institutional MM friend...The guy made in 1 month 3 x what he...

???

Yes I know Total Kheops that it's almost impossible to test a scalping strategy... So according to you, IB uses prints to simulate fills? In this case, I think they wait for a lower bid or higher ask to be filled in real time, right?

Hello, I am testing my new system and I was wondering how TWS papertrading account simulate fills. I read somewhere on the website that it was simulated "with the top of the book". Does it mean that your buy limit order has to be touched by the real time ask to be filled? I was...

"The ES is going to be too small for me soon." I am also facing this problem... Why are there no such thing as a liquid contract in this world? I have to remove 4 level of depth for my normal scalping size...Sometimes I 'm barely positive at the end of the day because of those tick losses...

Hello, Can you provide liquidity on those products or does the "house"( bucket shop) is the counterpart of every trade? Thanks.

Can you provide liquidity on CFDs?

I once tried to snort ET. Problem is I have a screen caught in my nostril now.

I agree that the repercussion would be harmful, but in this environment were no decision regarding markets make sense... Have you read the text of the proposal on the other thread? I'm afraid their assumption was right: Even with a drop of 50 % of volume, they would make more money and ...

Hello, Sorry to bring it back on the table, but it continues to scare me..... Do you guys heard new things about the transaction tax? Did Obama talked again about a mean to make Wall Street pay for the crisis? I haven't heard anything lately... Thanks a lot.

My father lives in Valais and I live in the Alps on the french side. I heard that for traders, best cantons were Fribourg, Zug and Valais( avoid Vaud and Geneva although they are nicer )

How do you know that? Cash and futures still move in unisson...

Thanks. In fact, I just made my system from "scratch" on excel so I don't use the IB spreadsheet. I don't really understand the DDE syntax for "acct" and "exec"... I will look at the example sheet from IB. I have a few ideas on what to do now. Thank you all.

Nice, jsmith. Even Simpler than what I was currently doing. Thanks a lot.

Thank you both for your help. Tradelink, I believe you're refering to java API when you talk about reqaccountupdates, PortfolioValue, ... right ? I don't know how do it with DDE... What I'm currently doing is the last option ( watching if status = filled but if I don't know the id... ). I...