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  1. Forward test with odd lots?

    Most brokers allow odd lots, but I have found that the fills you get are not as good as you will get if you trade > 100 shares. You will not...
    Post by: dloyer, Dec 11, 2009 in forum: Automated Trading

  2. AmiBroker 25x times faster than...

    No. It still only uses one core. The author is funny about it and has resisted suggestions that it might be a good idea. Some of the...
    Post by: dloyer, Dec 4, 2009 in forum: Strategy Building

  3. Sell at market executed at below bid/ask?

    Google "NASDAQ Market Replay" There is a free tool that will display the detailed trade data along with the order book for the given point in...
    Post by: dloyer, Nov 7, 2009 in forum: Order Execution

  4. GPU accelerated high-frequency trading

    I did some work with CUDA to speed up my backtests. It reduced my backtest time from 15s/pass to 5ms/pass for 1 year of 5 minute bars over 800...
    Post by: dloyer, Oct 13, 2009 in forum: Automated Trading

  5. Please recommend an APC UPS battery

    APC are good UPS's. Much better than any of the others we have tried. They have long duration models that allow extra battery's to be added...
    Post by: dloyer, Oct 10, 2009 in forum: Networking and Security

  6. Backtesting question

    Even then, that does not account for the latency between whatever triggered your order and the order hitting the exchange. Also, you will not...
    Post by: dloyer, Oct 3, 2009 in forum: Strategy Building

  7. My stop was 1 cent below day-low

    I belive that lots less then 100 shares are not reported on the T&S and dont move the daily low or move the national bid/ask.
    Post by: dloyer, Apr 23, 2009 in forum: Order Execution
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