So let's say you trade a 3 min time frame. You have a trigger, and it took me, with Excel, 1000 ms or 1 second to send an order in via IB TWS...
I'll say its not easy to code a complete system, form taking in data, to setting parameters and stuff, and cutting/trail stops. I do have this...
i lol at your story. charts are made up of OHLC, its just that we use charts to draw them out. So I rephrase, you just want data right ? There...
Which means at the course of Intra-Day action, you are hands-off, unless you are semi-automated. There's no way for you to stop buy/sell, make...
Yes the answers are very simple. Just by clicking a few buttons. a 3 years old can do better. I don't need you to answer me. Answer to your...
if you are a trader, and had traded markets you wouldn't make this statement at all :p. if you've designed Algorithms, you realize there isn't...
The top few firms in Chicago, have touched milliseconds realm, employing $x Millions worth of Technology. Any kind of Arbs you can think of, most...
They are all bull sh1t. Im sure most of the traders here are unsuccessful. To TS, and the rest. Try watching Bloomberg TV for 3 years, everyday...
I agree with you. Backtesting = curve fitting, and doesn't work that well. I program my algos on the go, intra-day. I just wish my AI so strong...
Yes. i dun give a fxxking sh1t how much time u took to "develop" your whatever strategy, or yada yada. Like I said good luck with your Holy...
Good luck with your holy grail !
Heh, I run my own automated trading, with several algos. One of the algo is similar to what you have, Time weighted and time specific....
you believe in alot of things ya. Write your strategy here let's discuss. Arbs ? I hv a good system that can already automate most stuff, with...
Do you guys even picked up books to read ? Or actually have the priviledge to walk into an actual Hedge Fund Desk, or a HFT desk ? HFT...
Are you angry and jealous of your limited capabilities ? What about taking the time you took to type, to learn something new, and adding value to...
Im actually crapping to see the response here on ET hehe. Seems like the indeed 80% of the total NYSE volume is run by Algorithms, but less than...
- VWAP runs on Limit Order books. - You started it. Go on, challenge more. Simple, like others idiots on ET, (there seems to be alot here...
To save my breath. I run: 10 monte carlos with 2x core. 1000 runs at 50 mins. 10 m.c at 4x. 1000 = 30 mins. 10 m.c at 8 x core = ? I need...
WHat's your spec ? Have your tried with a Quad core, 4GB ram ? Im on a 945 AMD. and with 30 workbook (I was playing games even!) I didn't hit...
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