re: RS = SUM_GAINS / SUM_LOSSES How about RS = average of net UP closing changes for a selected no. of days / average of net DOWN closing...
43.50?
No problem was seen after deliberately disconnecting/reconnecting TWS and IB. I am thinking that when an order is placed, it may be necessary...
Don't NDAs prevent disclosure to a 3rd party?
Solaris (free, too) even has a realtime scheduler. Designed for that and SMP, from day one. Realtime Java is coming, too.
Thanks for the info, nonlinear. Both times when the order was "lost," there was a TWS disconnect/reconnect that happened before any order was...
Those "bad ticks" may represent actual trades. Some markets, like nasdaq, allow people to pay thru the market. So, if somone fatfingers 27.50...
Yesterday, there was a TWS<->IB disconnection and when TWS tried to log back into IB a dialog box announcing a new version appeared and waited...
Preparing to find out what can be done about a "lost order." It looks as though the API doc. on IB's website may be out of date: there is no...
"public class InteractiveBrokers implements com.ib.client.EWrapper, IBroker, IDataFeed" Thanks. That's close to triple-inheritance.
Oh, I see. "class IB" cannot extend 'Broker' and 'DataProvider'. It would have to be something like: "class BrokerIB extends Broker implements...
Thanks for the idea, dcraig. With IB, which is a broker and data-vendor, it would be necessary to be careful about instantiating the broker and...
For the OS rebooting unexpectedly, you'd have to plant something in the OS startup sequence to alert you. For the ATS crashing, you could have a...
"Head First Design Patterns" has some entertainment value, plus Java code. "Effective Java" has strong, positive reviews at Amazon -- will the...
Retry the attachment. Last time was click on the file, then 'open'. This time I'll try a double-click.
I read "Design Patterns" once. Maybe it didn't sink in. I learn experientially; I had to try abstracting IB. I got far with: class IB...
In 'OneAndOnly', 'placeOrder' would wait for the API to return the status. The consequence of that is that 'OneAndOnly' and 'Trader' would block...
I was reading about XML -- chapter 27 of van der Linden's book. He writes about the wisdom of parsing XML without knowing anything about the...
It might come from thinking, "it's the market's money."
Thanks for the xml and cli pointers. It looks useful and my Java book has an intro. xml chapter. While looking into data feeds, I have run...
Separate names with a comma.