Well, I store whatever I have to store. If sub-second is given I store sub-second, if I have 10 digits I store 10 digits. KISS
Market data from yahoo MAY already include corrections and filters for certain trade types. Refresh the IB chart if you have the recording from...
Absolutely echo this. Although I use MC for back-testing as it works well when offline. Just the live mode doesn't but when it comes to real...
I would then argue that any standard workstation machine with a redundant powerful internet connection could do if you prefer to have it in front...
I am not a HFT and I would be surprised if there is a retail HFT out there. If you aim to compete as retailer then point (a) outlined by you...
Please clarify throughput, (1) time for a order to be executed or (2) number of orders / sec? (1) around 250 ms from submission to fill,...
One more: MC has a free discretionary trader interface - if this is your style of trading I think you may be happy with it.
I tried Ninja as trial and have to say that the backtesting had some issues I was not willing to accept. I don't remember exactly what it was but...
The law of addition applies as the "events" are not mutually exclusive: P(X+Y) = P(X)+P(Y)-P(XY) X is the event of system one winning, Y the...
Not sure it has been mentioned but Tradelink is quite nice. You may have to patch a few things here and there but that is the nice part too, Open...
Have a Sony, new Lenovo and Macbook Pro. If you want reliability and stability go for a Macbook Pro if software permits. Otherwise I would...
Are you serious? HFT's, banks, funds, ... everybody who has enough money to break through some prices on the bid/ask.
No, he typically withdraws :)
Not as far as I know. If the orders are NOT just a few ticks away, you could create the orders but not submit them to the broker. Once price...
You should realize that having "no loss" is the way to profits - so you are basically asking for the same as the other 99 or whatever % of this forum.
Separate names with a comma.