Yes, but they are different and you still need to pick one thing to optimize for. There are a number of other risk adjusted measurments as well,...
One performance trick to working with any language, C++, Java, C# is to avoid object creation. It's not the cost of allocation or GC, its the...
My backtests and live trading had the same results. The flash crash is a good example of how even long term investors can get hurt badly...
Everytime I tried to optimize the fixed fractional based on a risk adjusted fitness function, I got a result much less than kelly as expected...
I completly agree. I had problems with TS poping "Are you sure?" messages, or "Order failed Ok?", then freezing all processing for all symbols...
I looked at this a couple of years ago. The NSDQ tool is interactive so it cant be easily automated. I wasnt able to find a good data feed or...
I think he is using TradeStations chart automation. I also trade using TS as well as IB, but avoid the TS automation. I prefer the lower...
Read about "Walk forward testing" 1 month of in sample is way to short. At least for my systems, I need at least 6 months to a year of data...
Thanks for the reply, brown. I will take another look at lime.
brownegg: Why lime rather than IB?
Do you know if EDGA, EDGX still flash quotes? Last that I heard, the others stopped, but they still did.
How does a order get filled inside the spread? If a limit order is used, then that would move up the bid/ask and close the spread. If a market...
3 boxes seems like a lot. You might be better off with one box or even one process in one box. Moving bits around is often the slowest part....
You might want to consider using tradelink, openquant or one of the others. It would save you a lot of time and trial and error. There is...
Hmmm. Thanks. I dont use trade link, but I will try that...
Purchase power != cash. You should post your question on the TS support form. These are simple questions that will most likely get a prompt...
How can I update a stop price of a order using IB's Java API? I currently cancel the order, then replace it with the new stop price. It works...
Yep. That was the first thing I tried. Each morning, 1 minute before the bell, I issue a order for a bogus symbol. It gets rejected as...
Is there a performance advantage to using the IB Gateway rather than TWS for IB API orders? I see a lot of order latency at the open using IB....
It is not uncommon for the opening print to be missreported. Not sure why. Seems like it wouldnt be hard to pick out the correct print.
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