His setup looked remarkably similar to R.G. Niederhoffer https://harvardmagazine.com/2008/09-images/0908-18-002-500.jpg I tried Maestro’s Stealth...
Investing in the Modern Age by William T. Ziemba
The TWS API is simple, but it is missing a lot of pieces for a fully automated system. You need to write your own trade and position management,...
Take a look at Log-Periodic Power Law (LPPL) / Sornette.
If anyone is interested to run this system against their own IB paper trading account, I can share the compiled trading engine JAR (restricted to...
What is the contract? I can give you sample Java code.
I wrote it in Java. There are 3 components - market data server, analytics engine, and trading engine. The components communicate through a...
Thanks for the comments. I have traded/developed live and the drawdowns (sometimes exceeding -$10k) combined with a relatively unproven system...
Some background: I posted on ET 10+ years ago under a different moniker. In 2011, I handed all of my accounts to UBS due to lack of time, but...
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