I've been thinking about it, but have concern that it will reveal how I enter and exit the market. The main purpose of this thread is to...
Wednesday, 03/25/2009 Security: ESM9 Session PNL: $562.50 USD To-Date PNL: $2,900.00 USD
Tuesday, 03/24/2009 Security: ESM9 Session PNL: $825.00 USD To-Date PNL: $2,337.50 USD
I will start the log by recording this week's action to date. Monday, 03/23/2009 Security: ESM9 Session PNL: $1,512.50 USD To-Date PNL:...
My priority in trend trading is to catch the bias of the market with as few rules as humanly possible. At this point in my trading, I use a...
Let's talk about method in a very general sense. Some of you might remember that I started a journal some time ago attempting to mechanize the...
Hello, I've decided to start a journal to record the daily results of my e-mini trading. My trading method is strictly mechanical, and...
I'm not sure why it's important... Taking my approach a little further in explanation, every time a position has been closed, I set the order...
In general, I find the best way to deal with an issue like this is to use a date and time stamp as part of the ID. To provide unique IDs to my...
ok, it looks like the void tickPrice() method is used to obtain prices. IB's API documentation is really confusing though... It says: "This...
I consider myself a pretty technical guy, but this is way over my head.... But thanks for the input! rt
I also forgot to ask, is there a built-in API method to receive these tick events? rt
The 5-second bar method is a newer method in the API, as far as I'm aware... The question is, do the update times of each bar remain...
I've been browsing through max's method of connecting to TWS via ActiveX. Seems to be much cleaner than using a java or C++ socket. I think...
That sounds good, count me in
err, sorry, the comments about activex are directed to max. rt
I've used matlab for about 12 years, mostly in engineering. It's definitely a really great prototyping tool, just slow. But the built-in...
why matlab in particular? Among interpreted languages, matlab is known to be one of the most sluggish and resource-hogging. What can be done...
adaptive filters are used primarily as equalizers (matched filters) to provide the detector with optimal signal to noise ratio. The tap weights...
Estimation and signal detection in the presence of noise works well with the underlying assumption that the channel is STATIONARY. That is, the...
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