heh, which they don't, btw. if you have made some fractional cent executions during the reporting period, chances are that the numbers won't add...
whoa.. sounds like somebody has finally made a move to close the gaping hole between IB and the second best broker out there.. 'twas about time i...
yes, but stops are never 100% guaranteed. if a stock halts for news pending, then i'd be definitely more nervous with a short position than with...
correct, but i assumed turok's multiplier (about 1.45, according to him), as your suggestion was targeted towards improving his system. anyhow, i...
that does not make any difference, because after 11 flips your loss is several orders of magnitude greater than your target profit. in other...
turok, interesting analysis! however, it seems to me that you have a mistake in your "Profit" calculation formula in cell K351: there you...
yup, i'd use it for execution & account info only -- i use TAL/realtick for quotes. re FIX being not for quotes: that's quite surpising to me....
correct. the problem, however, arises when you need to differentiate between "trade @ new price but with same size than previous trade" and "trade...
no, i don't think it has (i'm using separate quotes provider myself). you're right. the fact of life is that TWS API is rather poorly designed....
*very* good point. i've seen quite a few traders (and not only traders!) to think there's a correlation between events X and Y, whereas the...
yeah, just kidding.. :) - jaan
working for a brokerage, eh? - jaan
yes, according to def: http://www.elitetrader.com/vb/showthread.php?s=&postid=401757#post401757 - jaan
you do? hmm.. the corresponding columns seem rather similar to me (after discounting the variance). of course, the proper way to analyse that...
that's an interesting observation, but would you expect to see different numbers in your table if the underlying series followed a random walk?...
each row of those files is a FIX message in the form of fixTag-value pairs separated by ascii(1) symbol. you can get the meaning of fixTag-s from...
perhaps you still have the msgIn.t and msgOut.t files in your TWS folder (nb! they are cleared when you restart TWS). they contain actual log of...
so? that doesn't change anything. what i'm arguing against was your assertion: yes it can! only, instead of falling in price, it will fall in...
nice try, but no cigar. even if you would find an exchange that would allow such IPO price (which you won't), what would basically happen is...
post those picks in your chatroom and sell subscriptions of course... :cool: - jaan
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