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    NinjaTrader vs OpenQuant for automated trading

    I think NinjaTrader only connects to the brokers on the NinjaTrader list. There is no easy way to add support for different API/broker connection. SmartQuant may or may not be more flexible here. In addition, I would consider 1) a relative number of bugs in the software (any complex...
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    Employee personal trading guidelines

    You can send a PM to one of the moderators... Otherwise, remember that banks organise courses where employees study in detail liability in cases of insider trading, market manipulation etc. Basically, asking about this is considered OK.
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    Daily stop-loss and average daily profit

    Another way to look at it is how profitable a system should be compared to maximum loss in order to be worth trading...
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    Employee personal trading guidelines

    Interesting... further does the broker provides information about trades or all transactions in the accounts? For example, does it provide infor on cash deposits/withdrawals? If not, it may seem an easier solution to transfer the long position between the accounts so that it immediately offsets...
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    Celebrating NeoTicker 10th Anniversary!

    Congratulations! Neoticker is an excellet platform!
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    Daily stop-loss and average daily profit

    Thanks for quick reply! This is something I am taking into account to. For me the prupose of such a stop is largely to protect against me making a mistake. From "system" prospective, it is still very interesting what number (if any) in the poll works for others.
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    Daily stop-loss and average daily profit

    By analysing past trades I found out that the main detriment to my performance is "large-loss" days I have every few weeks. Typically, I aim come out with profit or flat on the day. However, Through occasional lapse in discipline I may allow more than a couple or loosing trades in a row and...
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    Employee personal trading guidelines

    I seem to totally miss the point of having 2 accounts. Can you explain? Are you going to show only one of the accounts to the employer? Or is it a way to run short-term short positions without actually being short (when accounts are aggregated)?
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    Employee personal trading guidelines

    Most of these rules are fairly standard for large finamcial institutions. Trades should be cleared through compliance so that the compliance can check that the employee is not in a possession or likely possession of insider information. For example, if an investment bank works on stock issue...
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    Do you price the options yourself or do you use black-scholes?

    The key input in the Black-Scholes formula is volatility. Tipically, options are quoted in terms of "implied volatility". Given a cash option price, the volatility value that would produce the current market cash price of an option is actually quoated and is called "implied" volatility. There...
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    Why are quants afraid of Mark Jurik?

    Myabe, other posters discuss the book and not the software sold separately. In a thread dedicated to a book it is quite reasonable to discuss what can be learned and used from the book and not the background of the author or any unsubstatiated marketing claims. (Read Dilbert comics regarding why...
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    Doomsday is Coming

    Halloween is this Sunday
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    Which free or low cost charting software?

    Medved QuoteTracker AmiBroker NinjaTrader
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    What is the Minimum amount to open an account with IB ?

    You can withdraw most of the sum right after you financed the account (though it will take a bit of time as, I suspect, there is a short lock-up period, on the scale of a few weeks). IB data is free if you generate $20 -$30 commission per month. There is a required minimnum for an accopunt if...
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    ib version 908

    Why not download the recommended TWS 906 from Ninjatrader Web-site? http://www.ninjatrader-support2.com/ninjatrader/TWS/tws40_install_906.exe You can always find a link to the TWS version recommended for use with NinjaTrader here
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    Brokers with Java APIs

    This is not exactly an answer to the question... but if a broker has C/C++ API you can always create a Java wrapper using JNI.
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    Bar based Autotrading

    walterjennings, if you use data from the end of teh last bar and assume execution on the same bar, it's looking into the future which makes any backtesting results completely unrealistic. If you are so concerned about execution levels, try using an aggressive limit order to enter on the next...
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    Automate a simple system

    If you set the entry and exit ratios manually (as opposed to some complex calculation inside the trading strategy) this is very straightforward. The tough part is dealing with situations when you get filled on Share A and price sharply moves aginst you on Share B etc. If you leave execution to...
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    i7-900s vs Xeon processors - identical?

    http://www.differencebetween.net/technology/difference-between-xeon-and-i7/
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    Automate a simple system

    If you trade relatively infrequently (say, you hld a position for over a minute) and always trade at market, automating a simple trading system is very straightforward. If you get a decent autotrading platform it will handle disconnects, position mismatch, partial fills and the like for you. So...
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