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  1. API Automated trading with IB's TWS : ASK/BID freeze - Negative Spread

    I happen to be working on this area right now so I will confirm this later, but it appears IB is watching the live data and when it sees a trade...
    Post by: mikesmithv, Mar 5, 2008 in forum: Automated Trading

  2. API Automated trading with IB's TWS : ASK/BID freeze - Negative Spread

    Tommaso, Are you using SMART for downloading market data? If so try using ISLAND or some other high volume ECN instead. That might also cure...
    Post by: mikesmithv, Mar 5, 2008 in forum: Automated Trading

  3. ib: what is the order below?

    Some exchanges do not have native support for stop orders so IB simulates them. Is the order with "IB" placed on a different exchange? If so the...
    Post by: mikesmithv, Mar 5, 2008 in forum: Interactive Brokers

  4. API Automated trading with IB's TWS : ASK/BID freeze - Negative Spread

    You might have more luck with that question in IB's TWS API forum located here: (registration required)...
    Post by: mikesmithv, Mar 5, 2008 in forum: Automated Trading

  5. hosting

    There was a post here by SideShowBob earlier this month about hosting his ATS on http://vpsland.com. He was using http://www.1and1.com but was...
    Post by: mikesmithv, Jan 31, 2008 in forum: Automated Trading

  6. Backtesting.

    I continually read these posts telling me how bad IB's data is and that is not my experience at all. The realtime data from IB although not...
    Post by: mikesmithv, Jan 30, 2008 in forum: Automated Trading

  7. Backtesting.

    I think you're on the right track. My backtesting framework is written using IB's api and my approach is to save IB's market data exactly as it...
    Post by: mikesmithv, Jan 29, 2008 in forum: Automated Trading

  8. So I just switched to Firefox from IE7

    Sorry I missed that. Must have been my bad character encoding. :)
    Post by: mikesmithv, Dec 4, 2007 in forum: Trading Software

  9. So I just switched to Firefox from IE7

    I found a fix in case anyone else is having this problem with FireFox on ET. Under the menu item "Tools" select "Auto Select" for Character...
    Post by: mikesmithv, Dec 4, 2007 in forum: Trading Software

  10. So I just switched to Firefox from IE7

    Thank, I guess there is something bogus with my machine. I'll try the FireFox site.
    Post by: mikesmithv, Dec 3, 2007 in forum: Trading Software

  11. So I just switched to Firefox from IE7

    My only beef with FireFox is that it doe not show certain characters on some web sites, ET included. What do you see in the lower right side of...
    Post by: mikesmithv, Dec 3, 2007 in forum: Trading Software

  12. Simulated orders with IB market data

    What framework are you using if you don't mind me asking? Does it allow you to use the same exact data for real trading as for backtesting? In...
    Post by: mikesmithv, Aug 25, 2007 in forum: Data Sets and Feeds

  13. Simulated orders with IB market data

    Unlike most systems I am downloading ALL the data including ask/bid. This is for an ATS I am writing from the ground up, I probably should have...
    Post by: mikesmithv, Aug 25, 2007 in forum: Data Sets and Feeds

  14. Simulated orders with IB market data

    I agree. I am moving to futures. It might be nice to test what effect the underlying index or stock price movement has in relation to a future....
    Post by: mikesmithv, Aug 24, 2007 in forum: Data Sets and Feeds

  15. Simulated orders with IB market data

    Here are some more results since my last post focusing on IWM. Rather than using SMART for the exchange I monitored each exchange individually....
    Post by: mikesmithv, Aug 24, 2007 in forum: Data Sets and Feeds

  16. Simulated orders with IB market data

    Are you saying I only look at bid/ask crossing my limit price without taking into account the price and size of actual trades? That might work OK...
    Post by: mikesmithv, Aug 12, 2007 in forum: Data Sets and Feeds

  17. Simulated orders with IB market data

    With limit orders the question is would you really have been filled at that price. That depends on how many were before you in the queue when you...
    Post by: mikesmithv, Aug 8, 2007 in forum: Data Sets and Feeds

  18. Simulated orders with IB market data

    IB's market data stream contains ask, bid and last price plus volume info so there should enough data to make backtesting a good approximations of...
    Thread by: mikesmithv, Aug 8, 2007, 11 replies, in forum: Data Sets and Feeds

  19. How is this possible

    So are you implying smart fund managers leave to make their own personal fortunes and the managers left behind are the under-performers? It seems...
    Post by: mikesmithv, Jul 1, 2007 in forum: Strategy Building

  20. How is this possible

    Change your simulation to use a billion or two as starting equity and see what your positions sizes would have to be. Generally, what works for...
    Post by: mikesmithv, Jun 30, 2007 in forum: Strategy Building
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