Recent Content by xbaha

  1. HFT Myths

    among all the strategies you mentioned earlier, what would be the best HFT trading strategy that has never failed, and most new HFT comers trade?...
    Post by: xbaha, Dec 3, 2013 in forum: Automated Trading

  2. HFT Myths

    hi HFT, 2Qs: 1: do you have a strategy trades a single contract that has stopped working? how do you determine that it has failed after a...
    Post by: xbaha, Nov 22, 2013 in forum: Automated Trading

  3. HFT Myths

    hi hft, nice to hear from you, my questions is regarding globex: 1. what i meant by risk profile is, if your avg profit each trade is $x,...
    Post by: xbaha, Nov 7, 2013 in forum: Automated Trading

  4. HFT Myths

    Hello, Thanks HFT for the valuable information, i hope you are still around to answer my questions: 1. how long in a calm market it takes in...
    Post by: xbaha, Nov 2, 2013 in forum: Automated Trading

  5. IB Handling of Cancel Order, Does it make sense??

    yes, IB is fast and cheap! of course i cant relay on their quotes. what do you use???
    Post by: xbaha, Sep 15, 2012 in forum: Order Execution

  6. IB Handling of Cancel Order, Does it make sense??

    yes, see official ib reply: when you submit a cancel on any OCA (one cancels all) group (Child/parent orders would be considered an OCA...
    Post by: xbaha, Sep 15, 2012 in forum: Order Execution

  7. IB Handling of Cancel Order, Does it make sense??

    if you use large time frames (3min or more) chances you will never see what i am talking about. if you send orders and cancel them within 15...
    Post by: xbaha, Sep 14, 2012 in forum: Order Execution

  8. IB Handling of Cancel Order, Does it make sense??

    dude, CHILD orders reside on the IB servers, they are ONLY sent after you get a fill ! if they cancel the order on the exchange, your stop is...
    Post by: xbaha, Sep 14, 2012 in forum: Order Execution

  9. IB Handling of Cancel Order, Does it make sense??

    but if the stop order resides with my broker, isn't it more logical. and error free, that the broker should FIRST cancel the order in the...
    Post by: xbaha, Sep 14, 2012 in forum: Order Execution

  10. IB Handling of Cancel Order, Does it make sense??

    Hi I am trying to see what logic IB has for their OCA orders, and please let me know if this logic is correct or not .. when i create an OCA...
    Thread by: xbaha, Sep 13, 2012, 14 replies, in forum: Order Execution

  11. my 1 share execution

    it's obvious that low volume stocks can be manipulated, but dude, if you don't change the price, you wont be charged extra commission, keep your...
    Post by: xbaha, Sep 12, 2012 in forum: Order Execution

  12. my 1 share execution

    What is the average volume for these 30 stocks??
    Post by: xbaha, Sep 12, 2012 in forum: Order Execution

  13. Anyone coding in Assembler?

    if you're latency is less than 0.001ms then think about re-coding in ASM.. the loop written by a bad language running 1000 times would take...
    Post by: xbaha, Sep 8, 2012 in forum: App Development

  14. How do you emulate slippage in a backtest?

    of course below works only on high liquid stocks or futures. i use this, and my sim is near the real ones: for limit orders, take out 1 tick...
    Post by: xbaha, Sep 8, 2012 in forum: Automated Trading