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There's no way to disable auto logoff.

Frosty, I have spent months looking into a strategy quite similar to yours. If you go with it all the way, you will find it to be not profitable. If I understand correctly, you have a position and a stop order as well as a profit order. Consider the following : Probability of stop...

I have hundreds (maybe thousands) of different simulations on US index futures. My findings were the following (some are expected): 1. Random orders placed at random times will net a total of 0 - the commissions payed for each trade. 2. It's nearly always better to guess the direction. For...

Walter, that means that there was something wrong with the order. Quick check list: incorrect price precision-tick rule, incorrect size/side, you did not have enough funds to cover the margin...

From what I understand, IB has a "VOL" type order. It will allow you to place orders based on greeks. Original orders would have to be entered manually.

The API gets all the info from TWS. If you are able to see the correct close using TWS, then you will see it through the API

they do.

Frost, I also use IB (Java API). May I ask what is your PnL for ER2 since you have began trading for real?

Hi, everyone. I'd like to backtest some of my MD ideas. Does anyone know of a vendor that has free tick-by-tick futures data available for download? GLOBEX posts T&S, but it only contains last prices and no bid ask (they do have occasianal bid/ask indicators). Thanks a lot in advance.

Salvar, I guess it depends what product(s) you trade. How about you personally? What do you trade?

What do you mean by "market delta"? I haven't read too much financial literature ...

Hi, all. I have spent months trying to create an automated trading system (mainly interested in index and currency futures, since they are quite volatile). I have: 1. months of intraday market data 2. a simulator, which I wrote in perl I have tested all kinds of strategies including...

Hi, all. I have been looking for some days for a broker (FX and/or FUT) that would allow a trailing stop to be a fully detached order (to open a new position). IB appears to be the only one. Does anyone know of other platforms (hopefully not browser based)? Thanks!

Is anyone using the JAVA API? When you do you have to poll a ticker to get prices or does a price change generate an event? Has anyone monitored several prices at ones (I guess through threads)? How easy/usefull did you find the JAVA API? I am considering coding in my trading strategy...