you can do this with IB's api. for multileg option trades use a bag order
http://www.youtube.com/watch?v=1mC4tu1NhUA
http://www.bloomberg.com/quote/MOGLDB85:IND
use the python API. its so much faster to develop in and if you're worried about speed dont use IB. from sys import argv from time import...
doesnt your KCBT wheat cancel out? you're long mgex, short cbot :eek:
you dont know how to create a resume? as long as you're not seat of the pants then you can easily quantify what you do. where did you go to...
what do you consider traditional algos for market prediction
you made something simple into something complex. no one is going to compile a little c++ formula to get answer. They wont compile anything....
create your own bars from the tick data.
my guess is go to redundancy and have lower volumes. I think whats happening today is the same thing that happened when the chicago river flooded...
:confused:
it might be easier to ask Which trading platforms do not allow a strategy to receive data feed for multiple securities? much smaller list
i am curious too. anyway, by stating that 80% fail you are already biased
R has packages that do this. its free. fPortfolio performanceAnalytics portfolio
PM me. not free
used to be automated. but the whole number one is just the first time it crosses... trying to get stops. I dont run either anymore. Do you...
for oil. if the price goes through a whole number (ie. 86.00) fade it for a few cents i used to monitor for one lot best bid/offer orders and...
the OG post was for Fdax and CL. You're prior post was a blanket statement saying tick data was only for last trade (which its not). I dont now...
you're in over your head. You DONT create the APIs. API means application programming interface. They are provided for you. For realtime...
what more do you want? If you have bloomberg and ib you also have the APIs to create the auto trades.
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