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Interesting, I had not seen that post. In fact I think I'm well on my way to being a middle of the road B trader. I have a website, not very active but it's there, I am a programmer and have written my own ATS and I'm up for the year. I should be a best darn snake oil salesman in no time...

I'm selling my collection of stock trading CDs. Good Luck and Happy Bidding! http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=280286683029&sspagename=STRK%3AMESELX%3AIT&viewitem=

I'm selling my collection of stock trading tapes, yes but some of us still have and actually use tapes. There are 33 separate tapes, 37 total but some are duplicates. That's over 50 hours of trading knowledge. Good Luck and Happy Bidding...

A lot of the performance in SQL is dependent on how the query is written and the table is indexed. You may also want to look at a computed column. My first guess would be the query can you post your code? You could also try posting it at www.sqlservercentral.com. Doug

Were are you located at?

IBController works great. I was using my own code with the send key fuction but ran into issues with remote desktop. When you are logged off the send key function does not work, not good. IBController does work and very well I might add. Source code is proved. Doug

I am using c# based on their C++ sample. The API will return data serially so yes you do want to get it onto your own thread. As for performance, I have a strategy that randomly buys and sells with a two tick stop and profit target. In the paper trading account I have traded this strategy...

Take your pick: Java, VB, C++, delphi, perl, ruby... http://www.interactivebrokers.com/en/control/apicontrol.php?ib_entity=llc OR http://finance.groups.yahoo.com/group/TWSAPI/files/ You will have to do some work on your own but any one of these will give you a good start.

Try their forum. There is quite a bit of sample code available. https://www.tradestation.com/Discussions/Main.aspx

We've had problems with imigrants ever since we got here. Yes, I know but it makes you think. :D Doug Worry bags not game

I agree that this may be a bit backwards but it seems to me that the only difference between back testing and running an ATS live is where the data comes from. My intention was to switch the data source from a market feed to my local copy of the data. Instead of the 5 minute bars being 5 minutes...

How do you analyze your back testing results with an automated trading system? I have working on my automated system and I would like to be able to run some analysis on the real and back tested trades. Have you created your own software, use Excel or some third party? I don’t really want to...

Ever wonder what it takes to be a “professional” trading system designer? Here is an article written for Dice.com by a system designer. For those of you who are not familiar with Dice.com they are a job board, similar to Monster.com...