I'm not sure I understand your question, but I will guess. What I meant to communicate is that Esper, which is a component of algo-trader, is a...
Haven't tried it. Esper's a solid CEP system, though; have used it for other trading projects. Whether algo-trader is "good" or not is going to...
Let me guess: garachen is simulating fills for crossed quotes in his coalesced feed. :p
Lucias, I use IQFeed as well and I watch CL like a hawk. Check out the CME's contract spec page for CL:...
Interestingly enough, I was seeing the crash after each disconnect with the version of IQFeed I'm using and newer Wine versions. Strange stuff.
I've been running 4.7.2.0 on Wine 1.0 for the better part of a year. No stability issues.
bone, what are your thoughts on spreads trades like Corn vs. Denatured Fuel Ethanol? Chart attached.
Nice copypasta bro. <img src='http://i.imgur.com/3D8mt.jpg'></img>
What do you mean by "strategies with vast calculation"?
Hi Blotto, Have been writing some code here trying to replicate the system you described, and am wondering if you can clear up a couple of...
I think NoDoji was kidding around with this one, but if you like "having profitale trades over 95% of the time" give it a shot.
Was same, now stopped out. Ouch. Lots of range today.
Do you have quantifiable data that supports this or is it something you intuit? If you're measuring SPX's efficiency using FV as the statute...
Of course the answer to #1 has everything to do with how "FV" is defined. There is of course an immediate fair value that you can figure for SPX...
The acid test, of course, is whether or not you do end up making that one giant gain, and its size in relation to the sum of your losses.
I'm pretty sure nitro has stated numerous times that he doesn't have historical data and thus cannot backtest.
Not sure, depends on what that means. Can you point me to a provider that offers it?
Yes, that looks right. Unfortunately it will probably not be easy to determine whether that will work without trying it out -- but the ports it...
The ship's 'net gateway may be configured to only forward certain types of (known) traffic. Thus Skype and things like web traffic will get...
1305.5 looks way more support-ish than 1307.
Separate names with a comma.