Best of luck. You need it! Careful with the anti-martingale... T ---------------------- G-Bot - Automated Day Trading System Project...
I personally do not know what is the exact mechanism to determine ticks and how they are generated. (Actually I would like to know these details.)...
I can provide an example of the price ticks that are arriving. (this is a record of the very first chunk of price ticks for a stock when you just...
No, not at all. I may not have expressed myself clearly. Simply, since your future actions are based on past ticks, it's clear that a lower...
oops look like I probably did a gaffe. I hope not. Didn't I? :-) [ Actually you might even be an author! :-)) ] In any case absolutely no...
Engle and Russel seem to be talking (in "the analysis of high frequency financia data" paper) about transaction rate, although they also talk...
PCs nowadays have no problem doing that kind of job and you can do a lot of processing between a tick and the following. Yes I found that tick...
This an interesting remark, as the kind of volatility we need for successful trading is not that necessarily represented by the variance, as a...
Thank you very much, Wayne and rwk. Very helpful. T
I have a couple of questions. Any reference or code example (any language) would be very helpful. 1. Is there a property that tell us if a...
I agree with that. I currently believe that any kind of "predictive approach" (after all you are kind of assuming a sort of "inertial effect", so...
If you wish to explore this direction, where you use auxiliary paper trading accounts to identify favourable conditions... i think that you can...
Pleeease, tell me ! :-))) Cheers
Why don't you begin to put down some ideas. I would have a few ideas about the first 3 you mention, but I am especially curious about the...
Thank you very much, that is what I was looking for. T
Hmm. Thank you. Can you explain better what you mean? The limit increase is dependent on some fee to be payed? Do you have a reference...
Do you know whether the 100-ticker limit can be changed and in case how? Thank you. Tommaso
If the order is cancelled this is reflected in its status. Other possibilities are a preliminary rejection, where you reach the inactive status....
Lately I had a similar problem with some symbol, and it went away changing the primary market. Don't know if this can apply to your case (but...
You are providing little information to help you. why not to post the code where define orders. What primary market are you using? T
Separate names with a comma.