Because it's not really API you are installing, it's the gateway or TWS that the api connects to (unless you are using FIX). IB architecture is...
Hello Ben, If you are a programmer and not interested to build your own backtester (which I have done many times), it's worth looking at...
I'm actually using quite sophisticated neural network ensemble to predict "optimal" long/short portfolio, this is just the entry method I'm...
These are daily trades, each set of trades is triggered at approx ~5 min after market opening. Depending on the predictions of the system the...
Problem with stop limit is that it doesn't trigger if price goes to "right" direction. What I have been thinking is conditional peg to midtpoint...
Hello All, I have a working system that I use to trade faily liquid (>5M volume/day) NYSE/NASDAQ stocks. I use opening range breakout to enter...
Thank you Mark, it then looks like the data is indeed actual market data, not missing data.
Thank you very much if this is true! Could someone verify if their data has the similar prices at 2020-03-18 or at monday 2020-03-16 -tuesday...
Okay I ordered the dataset. Lots of the data seems to be okay (I don't have another high quality dataset so I can't cross-validate) but there are...
Algoseek is about $550 per 10 years of data for single symbol while firstratedata is 200 euros for 70 futures contracts since 2006. There is no...
Hello, I'm looking for 1 minute (second resolution would be even better) data set for futures strategy backtesting. Firstrate data seems like an...
I want to compare my results to "random" results to test null hypothesis. Because random methods rarely work at all because of commissions etc,...
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