Iv been doing a bit of research into figuring out if one order type has a bit of added value over the other. The tests are being done on a liquid...
Didnt the 500% SEC fee hike already kill most high frequency trading?
I'm curious why deviation for backtested performance wasn't an obstacle you couldn't overcome. I've been dealing with the same thing nowadays....
do you still backtest the system to see if it projects profitability over a long period of time? even though you are developing it 'as it goes'?
http://en.wikipedia.org/wiki/Mutually_assured_destruction That is what would stop Russia or China from attacking a NATO country, not so much...
There is an interesting documentary called "War made easy" which deals with this subject. Agreed that WWII would be one of the last 'legitimate'...
Can someone explain to my why this fee hike isn't going to nuke liquidity and volume? MMs and rebate traders already have to exist with razor thin...
[img] Twins???? Really???? Yes similarities in the bald, white, male, blue blazer genetic traits can be spotted miles away.
I think the whole 'horendiously[sic] long' wait time / poorer quality service myths about the Canadian system have been created to make US...
Hey guys. I'm trying to figure out a way to change how TS fills strategy limit orders on simulation. Right now I'm having issues with the long...
solved the issue. turned out to be desync'd system vs server time. fixed it by going to the NIST atomic clock website and setting my windows clock...
ya sendcompid etc are just censored account information.
Im thinking that the problem is the logon message Im sending. Attempts to get a working message example from Genesis hasn't turned up anything....
do you know what the standard reply should be after a logon request?
im getting no message back from genesis. there might be an issue with my connection to genesis resulting in them not getting the original logon...
The main reason I want to implement FIX is so that it is easier to switch my application between brokerages in the future. And since I am not...
Also should it be possible to log onto a FIX server with telnet be able to test everything by hand? Iv read some threads about people doing that...
Hey. I was wondering if anyone here has managed to get QuickFix to work with Genesis Securities' FIX server? I'm having an issue where I can...
So strategies created with tradestation which average less than 0.01 per volume most likely wont translate into a profitable system when live? I...
Hey guys. Im having trouble creating and accurately backtesting strategies using trade station. I believe the main problem is that when putting...
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