drag0nsheath, my primary algo uses nothing more than BEDMAS. I had a theory based on human emotion, found a pattern, run that pattern over and...
I figure it's time for another update after running live for two months. Progress has been slow now that we're back into golf season but I'm still...
Thug, the discrepancy was due to a bug in the software. I was using the wrong variable when calculating the price at which a MKT order would have...
EliteTraderNYC, yeah, I agree. I'm well aware of IB's data shortcomings and I will definitely be transitioning to another provider when the...
Craig & winnertakesall, you're right about the orderState messages and I should clarify. When I submit an order, I do get the orderState and...
GreedAndFear, do you have a way to quantify when it will be "good enough" to go live?
I've wanted to do an update for a couple of weeks now but life has been busy. I don't know how I had time to trade before the ATS :) So, there...
winnertakesall, congrats on launching your ATS! Can't say that I've encountered the problem you've described but how is your Internet connection...
wfeagin, my main strategy's average hold time is 2 hours and 10 minutes with approx 0.3 trades/day per equity. Another number you might be...
Haha, I appreciate the input. If you can believe, the last thing I did before going live was put together a unified logging system rather than...
I agree completely, I honestly have no excuse. In fact, I already have the table and code done from an earlier test project but never did...
My slippage model is incredibly simple and I can tell you it is most certainly not feature complete. If anything, it gives me an almost worst case...
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