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The easiest way is to open the black command prompt window and type "ping myfavouritewebsite.com -t". You will immediately see the output format changing when connection drops. (The output doesn't keep a timestamp. So, you need something m,ore sophisticated if you want to see when connection...

I know adding to a position plays important role in profitability of trend-following strategies. Typically, trend-following involves relatively low win percentage. By trading around the entry point it is possible to turn some clear loosers into break-even trades. However, still typical win rate...

Have you tried disabling Aero?

The perseption that life itself is ironic seems to never abandon you. From wikipedia: "Compost... At its most essential, the process of composting requires simply piling up waste outdoors and waiting a year or more."

Perhaps, the "angel investor" contracts locks the money in the fund for a specified period like 2 years. There might be a clause that lets the investor take money out in the case of extraordinary drawdown but 6.5% is painful but not extraordinary. For those who point out stocks were up on the...

It's not even accurate to build minute charts. Because it's a snapshot, 1-minute charts very often don't show the correct high or low. If you reload a chart (which involves requesting minute data from IB) highs and lows become correct. This problem occurs not only in 3rd party charting software...

By "institutional" standards it may even sound a beat on the cheap side... (sarcastic laugh) Did you have an opportunity to use TSL? Is it any good? I understand you would happily live without genetic optimisation and indicator precalculation if it was much cheaper.

Not true. If the price in a limit buy order is above the best ask at the time the order arrives at an exchange, the order is immediately executed against the best ask, which will result in price improvement. Just for a reference, CME doesn't have market orders. So, to emulte a market buy...

The limitation of this test is most of these symbols probably don't have a single trade on most days... CME has tons of futures, which are traded once a month or not traded at all. There also options on such futures... Do you also happen to track market depth (second, third best bid/ask etc)...

Let me give an example. Oracle database engine is not just a database but what they call "application server", that is you can develop and run complex code that will run inside the server and act as a part of database queries. The way to develop such a code is to install a full-blown Oracle...

That's the reason I specifically mentioned HFT. Just as benchmark of what is considered "low latency", from http://www.rithmic.com/home.html: To be fair, I don't think 0.25 milliseconds is where the OP is aiming... but it was worth mentioning.

It must hurt... Anyway, maybe using an earlier version can help...

A few more things to check... 1) Are you using the Web-based or installed version of TWS. The Web-based version is effectively a beta; 2) Have you tried downgrading to the previous TWS version from IB Web-site? 3) Do you have installer for the earlier TWS version that works on your other...

Try restarting TWS and ideally rebooting the PC. That might help.

Another approach is used in Windows event processing. Windows generates hundreads of different events. If each application and process had a handler for each of the events, it would have a potential to bring to it's knees most powerful PCs. Instead each application cheks if the current event is...

Hello, an interesting post. Is it gonna be an in-house platfrom or are you planning to sell it? If it is in-house, then it's very difficult to claim "unique features": you can't compare it to every algo-trading shop around as people keep their secrets. If it is for sale, let's go through the...

First, what you did is crazy. The fact that you could buy but could not sell suggests the bug was in the market connection, not the trading system logic. So, you should have started manually sending limit orders far enough from the market so that they don't get accidentally executed. Then you...

If a fair amount of alcohol improves your analytic ability, I envy you. Respect for being humble! P.S. This thread is starting to look like your personal journal. I hope you don't mind my occasional off-topic interventions.