Recent Content by libertine

  1. How do you emulate slippage in a backtest?

    I daytrade stocks and enter at market. For simulations I use data from (a lot of) previous live trades. Slippage is a big deal for me, so I need...
    Post by: libertine, Aug 22, 2012 in forum: Automated Trading

  2. Interactive Brokers TWS Bug Thread

    Got another bulletin a few minutes ago saying the problem has been resolved (not that it makes any difference to me), maybe check your config...
    Post by: libertine, Jul 26, 2012 in forum: Trading Software

  3. Interactive Brokers TWS Bug Thread

    Same problem for me. All my API trades showing up initally showing up as Not Acknowledged. After a few minutes some seemed to be acknowledged, but...
    Post by: libertine, Jul 26, 2012 in forum: Trading Software

  4. IB App Multiple Log-In Problem

    Looking at Account Management again it looks like I can add a second username for my main account, which might do the trick. From the IB...
    Post by: libertine, Sep 26, 2011 in forum: Trading Software

  5. IB App Multiple Log-In Problem

    OK, so I've got IB's Android App on my smartphone. However, when I log in I am kicked out of the TWS session on my PC, and vice versa. This is...
    Thread by: libertine, Sep 26, 2011, 4 replies, in forum: Trading Software

  6. Online backtesting

    You may well be right, but I'm feeling frisky so in turn I'm willing to bet 1 (one) English Pound, roughly equivalent to 9 (nineteen) of your daft...
    Post by: libertine, Feb 26, 2010 in forum: Trading Software

  7. Online backtesting

    Thanks for the replies lads, I'll get cracking and probably have it finished some time in the next 20 years. If anyone has any brilliant ideas...
    Post by: libertine, Feb 26, 2010 in forum: Trading Software

  8. Online backtesting

    Soooooo.....I'm thinking of putting some of the PHP / MySQL code I use for backtesting/simulations into a nice pretty website and making it...
    Thread by: libertine, Feb 25, 2010, 12 replies, in forum: Trading Software

  9. IB/API No Data MSFT/INTC

    Looks like it's fixed. Good stuff IB.
    Post by: libertine, Dec 5, 2008 in forum: Data Sets and Feeds

  10. IB/API No Data MSFT/INTC

    Thing there is, if you're sending an order via the API then presumably it will only be routed to Island so no guarantee of best execution. Plus...
    Post by: libertine, Dec 5, 2008 in forum: Data Sets and Feeds

  11. IB/API No Data MSFT/INTC

    I spoke to IB about this earlier. I've found it is affecting INTC, MSFT and CSCO. There is a way round it : use a Primary Exchange (ie. Island)...
    Post by: libertine, Dec 4, 2008 in forum: Data Sets and Feeds

  12. IB Stop Execution failure - IB Rep??

    OK, sorry for not updating for a while, actually I got my latest reply back from IB on the 14th July which was just a few hours after I questioned...
    Post by: libertine, Jul 23, 2008 in forum: Order Execution

  13. IB Stop Execution failure - IB Rep??

    Well in that case you will be overjoyed to hear that, having contacted Def from IB via PM who must have delivered some kind of intercontinental...
    Post by: libertine, Jul 12, 2008 in forum: Order Execution