Recent Content by sshakhshir

  1. Tradestation vs. Assent

    Hammer/Assent has an excellent API that I have programmed for a number of strategies. It is well documented and is stable. contact Omar...
    Post by: sshakhshir, Jan 15, 2004 in forum: Strategy Building

  2. Trailing Stops @ IB - Unreliable?

    I too have had numerous problems with this. I have reqested an audit but received no reply.
    Post by: sshakhshir, Oct 9, 2003 in forum: Interactive Brokers

  3. getting historical price data from eSignal into Excel

    If you know how to program, I have seen an Application Programming Interface that allows you to get historical info (intra and inter-day) into...
    Post by: sshakhshir, Apr 15, 2003 in forum: Data Sets and Feeds

  4. getting historical price data from eSignal into Excel

    I am working with the API that allows access to the historical data
    Post by: sshakhshir, Apr 15, 2003 in forum: Data Sets and Feeds

  5. Hammer Question

    I have been working with the API for about a month now. I am not a professional programmer but a decent one and I have a couple of working models...
    Post by: sshakhshir, Apr 10, 2003 in forum: Trading Software

  6. Fair Value

    http://www.allstocks.com/html/fair_value.html
    Post by: sshakhshir, Apr 8, 2003 in forum: Trading

  7. short strategies and short interest

    The source that I use for short interest is the Nasdaq site. For example, even for listed stocks, they have historical info:...
    Post by: sshakhshir, Mar 9, 2003 in forum: Strategy Building

  8. Why some people cry about their stops :)

    volatility and time-based trailing stops. the distance between the current price and the stop is positively correlated to the volatility and...
    Post by: sshakhshir, Mar 2, 2003 in forum: Strategy Building

  9. Testing Pairs for mean-reversion

    I have never known this as a tool to measure frequency or tendency towards mean reversion but I too focus on exactly this issue! If you guys...
    Post by: sshakhshir, Feb 13, 2003 in forum: Strategy Building

  10. Testing Pairs for mean-reversion

    Post by: sshakhshir, Feb 13, 2003 in forum: Strategy Building

  11. Don's Openings, Part 6 2003

    I calculate my own. Whereas I know some people grab a pre-calculated Beta from a website or alternative source. What do others do? For that...
    Post by: sshakhshir, Jan 27, 2003 in forum: Journals

  12. Don's Openings, Part 6 2003

    got filled on 20 using all high volume stocks made 1.375 I think the key is paying more scrutiny on a small set of stocks and really...
    Post by: sshakhshir, Jan 27, 2003 in forum: Journals

  13. Free DDE Server

    I have used a variety of different sources but prefer ILX the best for real-time and historical data into Excel. I am currently using AT...
    Post by: sshakhshir, Jan 25, 2003 in forum: Trading Software

  14. Don's Openings, Part 6 2003

    There are many variables to the success of this strategy. These include: 1) the stocks (high or low volume, SPU correlation, beta/volatility,...
    Post by: sshakhshir, Jan 25, 2003 in forum: Journals

  15. Don's Openings, Part 6 2003

    I made about 85 cents today using the algorithm I cited yesterday: If no news, then envelope of .7 If news, then envelope * 1.5 20 fills...
    Post by: sshakhshir, Jan 17, 2003 in forum: Journals