Recent Content by fielman

  1. Genesis and JAVA (API, FIX and third party plugin)?

    From what I've heard Lime is quite good, but minimum monthly trade is quite high. www.limebrokerage.com
    Post by: fielman, Jan 28, 2011 in forum: Automated Trading

  2. IB and Amazon EC2 (Linux)

    I would typically take snapshot data every 5 secs for a maximum of 20 symbols. I agree with LeeD, I don't think the bandwidth (costs) will be a...
    Post by: fielman, Jan 27, 2011 in forum: Automated Trading

  3. IB and Amazon EC2 (Linux)

    Thanks brocklanders and Leed! Valuable advice indeed. Would you say that installing Ubuntu Desktop on Amazon EC2 is less efficient (resource...
    Post by: fielman, Jan 26, 2011 in forum: Automated Trading

  4. IB and Amazon EC2 (Linux)

    I am considering moving my automated trading system (using IB Java API) to Amazon EC2 to lower my latency and / or improve connectivity (I live in...
    Thread by: fielman, Jan 26, 2011, 19 replies, in forum: Automated Trading

  5. Define "Trend day"

    For me it is when ABS(Close - Open) / (High - Low) > 0.65 Lot's of formulas to use to classify a day as a "Trend day" i.e. you can use number...
    Post by: fielman, Aug 20, 2008 in forum: Trading

  6. Is this ES strategy sustainable?

    I have been trading this fading strategy for just over one year. Profits are very volatile since I don't use stop losses. The strategy...
    Thread by: fielman, Feb 28, 2008, 5 replies, in forum: Strategy Building

  7. Option volume and liquidity in smaller stocks

    Thanks a lot. That gives me a great idea. Is there any (free) useful website quoting implied vols, volume etc. ?
    Post by: fielman, Sep 14, 2007 in forum: Options

  8. Option volume and liquidity in smaller stocks

    Thanks for the advice guys. I will trade the 1 - 3 month options and close to the money options. Nazzdack, you are confusing position sizing...
    Post by: fielman, Sep 13, 2007 in forum: Options

  9. Option volume and liquidity in smaller stocks

    I have a profitable strategy on the DOW 30 stocks which is enhanced with the use of options. I believe that this strategy will be even more...
    Thread by: fielman, Sep 12, 2007, 7 replies, in forum: Options

  10. Downloading yahoo EOD prices

    Very handy tool! Do you perhaps know how to get the data and more specifically the Adj. Close field into Excel? Thanks
    Post by: fielman, Aug 10, 2007 in forum: Trading Software

  11. IB Good After Time (GAT) Order

    No, sorry it can't handle it if you do multiple trades during the day. You will have to program the API to do that. A simple strategy with...
    Post by: fielman, Aug 2, 2007 in forum: Interactive Brokers

  12. IB Good After Time (GAT) Order

    Even easier - If you have a LMT BUY order say at 1470 and you want to get out by 15:00 then put in a MARKET SELL order with the GAT field set to...
    Post by: fielman, Aug 2, 2007 in forum: Interactive Brokers