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That's "Sales Traders" and not "Sales & Traders". All they do is take & execute institutional orders.

Nobody mentioned this yet: "Evidence Based Technical Analysis" by David Aronson A must for systems traders. What I found most useful were his techniques for estimating randomness and data-mining bias observed during backtesting. If you've ever wondered why your systems which backtest...

Yes, I'm having market data problems as well with this new build. However, I don't use IB as my primary data provider and I'm tired of logging back in, so I'm leaving it as it is for now.

I'm just curious about this - If you are relying on ATL and WTL to speed up development, using COM/DCOM and implementing IThisInterface and IThatInterface, using ADO for DB access, etc., how much of the final code would really be portable to other operating systems? It seems that you might be...

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This would not be easy to do. There are many independent computer security companies and security consultants that, on an ongoing basis, analyze and reverse-engineer AV software updates, Microsoft security patches, etc. For example, if a new AV update is issued part of the analysis these...

The Parabolic SAR becomes pretty meaningless at the points of a chart that are preceeded by an extended trendless or choppy period. During this period, minute gyrations in price can randomly push the indicator to either side of the price, and when the next big trend begins there is no repeatable...

Did wealth exist before man walked the earth? If the answer is "No", then where did the wealth that we see around us today come from?

I suspect IB drops ticks for performance reasons. The gain in performance is very obvious during fast markets - eSignal will lag behind IB by several seconds while sending outdated ticks that have backlogged the pipeline. The drawback is that you cannot use tick charts with IB's data. I...

1. The ability to apply position sizing based on a partial-Kelly criteria with the parameters (%wins and W/L ratio) calculated off of the last N trades. 2. Integrated Monte Carlo simulator. 3. Apply indicators to one equity curve (already mentioned by another poster), and use the output to...

Although I feel that TWS has too many bells and whistles as it is, I would like to suggest 2 additional features: 1) Cancel All Pending/Open Orders - this should be done on the server-side and not on TWS. It should kill all orders even if they are "invisible" to TWS. 2) Flatten All...

It is 5 JPY per tick with a multiplier of 500. A move of 1 tick is equivalent to a 2,500 Yen move per contract in your position.

They merged into Wachovia Securities 3 years aog.

Just curious, do you run these servers locally or remotely? I could never put with the noise that the fans and drives make.

How much extra profits will this get you? By doing this you are creating a feedback system and given yourself at least an additional 2 parameters to optimize - the learning rate and the time lag of the new training data you feed it. If the learning rate is too high you could end up with an...

1 & 2 are within your control to a large extent. For myself, I trade through the internet so it is relatively cheap to have 2 colo severs - one in NY and the other in California. One is the primary trading system and the other is a hot-live backup. I have an automatic failover strategy where the...

Why don't you just run your system for a while using smaller position sizes and tell us about it? It sounds like you've taken care of the more comman gotcha's and it appears that there is sufficient headroom to accommodate for slippage and still be profitable. Once you have some real trade data...

eSignal IS a multi-threaded application therefore it very likely will benefit from 2 processors even though it wasn't specifically written for multiprocessing (whether in 2 separate CPUs or in a single dual-core CPU). If you don't believe this, open up Task Manager's Process List and enable...

Provide a DLL that acts as a proxy to your real logic implemented on a secure server somewhere. Use a secure protocol between the proxy DLL and the server to prevent casual sniffing. The DLL should do nothing more than forward the requests to the server and retrieve the responses. After 30 days...

Have you considered the possibility that one of your card readers might be bad and causing damage to the sticks?