About 3 months, although its been tweaked a bit over that period.
I should add the following: The system was built using data from 7/2/2008 to 12/31/2012. Results for Jan 2007 to Jun 2008 and Jan 2013 onwards...
I have been developing this system for some time. It trades ES futures on 1 min bars in Tradestation (or Multicharts). The system uses machine...
Here is an example, in using ActiveX with Vwap IB Algo. Dim m_ITagvaluelist As TWSLib.ITagValueList m_ITagvaluelist =...
Has anyone figured out the formatting of the order string for a VWAP or ArrivalPx algo order? Zero help so far from IB on this one.
Separate names with a comma.