Thanks for your thoughts Jonathan. As a pure algo trader I don't do any sort of visual information processing and so I'm not really fussed...
To be fair to Ninja, I have spoken to their support guys a lot and they have always been reasonably helpful. I get the impression that everyone at...
Yes, I'm using the Ninja API. I know that Ninja has serious UI performance issues due to their threading architecture...perhaps they also have...
Can't help you there I'm afraid. I pay almost no attention to the time dimension in my trading.
For the instruments I trade these are the market depths accessible through the NT API: CME currency futures (e.g. 6E, 6B etc) - 5 levels CME...
Well, given that the Zen Fire/Rithmic platform sells itself on providing unfiltered and unthrottled data I should be receiving everything that the...
Agreed. Jonathan (I think his handle is 'jjw') is a very helpful guy and certainly knows his stuff.
I have a question for those people that understand the nuts and bolts of market data streams. For reference, I'm using a Zen Fire feed and the...
"One problem with trend indicators is that a change in volatility may be interpreted as a trend which results in false indications." I disagree...
As far as I can tell (and I may be wrong here) this is just another averaging system. The use of 2 accounts is handy from an execution perspective...
Joe Obviously buying options offers absolute limitations to risk but be aware of the assumptions made by the Kelly derivation. If half Kelly...
2% doesn't refer to the funds in your trading account at the time. It refers to your total trading capital. Doesn't matter whether it's in your...
Joe Could you please explain what you mean when you say that your setups are binomial. Thanks
Kelly doesn't apply to the markets. It assumes binomial distribution (which is incorrect) and fixed odds (which is incorrect). Great for the...
Be aware also that the amount of leverage you employ must be taken into consideration. If you are highly leveraged a 2% bet has the capacity to...
Just out of interest (if you don't mind me asking) how are you handling the failover? Is the failover running in full synch with the primary or...
From my discussions with the exchanges, this varies from platform to platform. Some operate FIFO rules whereby each new clip goes to the back of...
The markets are the totally Darwinian in nature. You either evolve or die. It really is as simple as that. As in the real world, fairness has...
That's interesting. The fill report makes sense because you are the person posting the iceberg, you know the true depth of the order and only you...
No worries. BTW I wasn't being shitty with you, sorry if it came across that way. There's far too much mud slinging on this site already and I...
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