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  1. V

    IB's Data feed

    There is no point to engage in any discussion on this forum. This will be my last post. I will just use Elite in read only mode.
  2. V

    IB's Data feed

    When I have time I will check this again. From the programming point of view the connection is between TWS instance running on local machine and client application. TWS itself is a client application of remote IB server. IB documentation always refers to TWS as server. IB server is not directly...
  3. V

    IB's Data feed

    You have to build time series yourself. We are talking about graphics package that will draw candles for you from time series you generate instead of you coding bitmaps yourself. This lets you concentrate on your data not the presentation. Real time bars are 5 sec only. Use your computer time...
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    IB's Data feed

    So what is the problem then? Does it work the same if "server" and local computer are in different time zones? Who uses Sierra Chart anyway, Why?
  5. V

    IB's Data feed

    Chart control will do everything for you, just set the time series, type of chart, legends and it's done. For consistency plot no data bars with the last available data to keep X axis running. Do not worry about IB data. For most applications it is sufficient. There is some misunderstanding what...
  6. V

    IB's Data feed

    What is your programming environment that you are using for accessing IB data? Each has different ways of accessing graphics either built in or third party. In general you draw it yourself using bitmap or provide time series to charting utility that does it for you.
  7. V

    Machine Learning Algo for Trading

    There are many books and articles published regarding NN applied to trading in the last 20 - 30 years, some with more concrete designs being shown together with "promising" results. None of them proved to be working but on the other hand no one is going to offer successful design to the masses...
  8. V

    Machine Learning Algo for Trading

    Do you have any handy references emphasizing data cleaning and preprocessing for NN? What NN does it replaces hundreds to millions of conditional statements with a grid of activation functions that converge to a single result which depends on having enough distance in statistical terms between...
  9. V

    Machine Learning Algo for Trading

    I am still new to this but my understanding is that CNN is in fact process that starts with data filtering, feature selection and data reduction in the process of convolution and pooling. Then the NN parts kicks in and does its magic. Is the first part on CNN really responsible for its better...
  10. V

    Machine Learning Algo for Trading

    Thank you for helpful information. When I asked about input data I was interested precisely in what you have posted here: general information not trade secrets. I still need more time to study deep learning and this discussion here is quite helpful. Since the input data is not limited to images...
  11. V

    Machine Learning Algo for Trading

    What are the input data for CNN? It is mainly used for image recognition. Are you feeding 2D charts into the network or parameters derived from time series?
  12. V

    Machine Learning Algo for Trading

    I did not expect any proof and I do not have any problem with it. I know that there is significant effort and money involved in this type of research but results are probably not that great. What I have programmed myself in one of my projects is not far from deep learning conceptually but the...
  13. V

    Machine Learning Algo for Trading

    My machine learning algo cannot distinguish your writings from those written by guy named volpunter. Do you have any idea why? Are you guys related? Back to the topic. ML has been applied to markets decades ago and the consensus then was that essentially money cannot be made using it. Now ML...
  14. V

    Machine Learning Algo for Trading

    Since we figured out that machine learning does not work for trading anybody has any idea why?
  15. V

    EU Financial transaction tax

    They print money which is the easiest form of stealing and if it does not work they resort to slave labor. Remember, you dealing with criminal element and as all criminals they are masters of disguise.
  16. V

    EU Financial transaction tax

    Common sense does not apply here. Socialists motto is "the worst it gets (economically) the better for us (gaining and maintaining power)". FTT is not an economic agenda. It s strictly political. Socialists do not need transparent and independent markets that can call on their ignorance and...
  17. V

    What actually controls stock prices?

    Supply is unlimited if you add short sales, naked shorts, secondary offerings, convertibles and all other possible tricks from financial engineering toolbox. However, supply can also be restricted by controlling the float and number of shares available for borrowing with the intent of short...
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    What is Technical Analysis? Why does it work?

    Random in the context of markets discussion usually means " I have no clue what is going on". The term random strictly speaking may not be applicable to markets. Random and randomness are very interesting phenomena that are carefully studied but rarely properly defined. Closely related term is...
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    are we going to run out of shares?

    Yes it is, Have you ever heard about stock broker saying "sorry we run out of shares for sale" ? Issuance of stock or any tradeable paper is much easier than you think. the only problem is to find buyer for this paper.
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