I think COM DLLs are compiled so you won't easily be able to view the source. If you're worried about it sending your code back to the server...
Perhaps you could set a time limit based on the amount of volitility, e.g. a longer time to expire on securities that have higher volitilities...
Yes you can, you should use the position size variable. Negative values represent percentages while positive values represent dollar values. Try...
Do you use MyISAM or InnoDB? Is there a performance benefit of one over the other? Thanks. -- Paccc
Thanks segv for your helpful replies and for keeping the discussion on topic. Although I don't plan on making markets, I am interested in how...
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I have read that, but he focuses mainly on market makers in the derivative markets. I found his explanation to be very interesting, but it seems...
Thanks all for your helpful responses. Usually we think of MMs making money by taking the spread, but it seems that this would hardly be much...
If a market maker got filled at the bid 50 times in a row, he would have a pretty large long bias in the market. Since market makers are not...
The best way to scale in depends on your strategy. For example, if you had a reversal system, you might want to buy 25% of your position...
An Order Management System is responsible for a number of things. First, it has to allow firms to input orders to the system for routing to the...
Why not sell half, or a portion of your position at 1 1/2 points if you're unsure, and set a stop for the second half at breakeven? That way if...
I'm using IB's .NET API. -- Paccc
Designing a successful system usually depends more on wether the system fits your personal trading style rather than the quality of the indicators...
http://www.elitetrader.com/vb/showthread.php?s=&postid=980714#post980714 hth -- Paccc
I am under 21 also and I faced the same problems. However, I found a way to circumvent this problem. I noticed that if you create an Advisor...
volente_00, According to your first link, the SPX Mar '06 Max-Pain Point was 1275. Doesn't your method dictate that SPX would close nearer...
I've seen 25,000 on GOOG when it was @ 350. -- Paccc
I'm 19 and have been trading for about 5 years now. I started out not knowing what the hell I was doing, but I've definitely learned a lot since...
I'm sure many offer an IB plugin .dll with thier software. The only one I'm familiar with is Amibroker. -- Paccc
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