I trade pairs. I will probably send 300 trades once a day and each trades have $180,000 amount. Therefore, for a $20 stock, I trade 9000 shares;...
I have a stock trading system that backtested very well. Now I am gonna put it into a real automated system and I am worried about the slippage,...
What is the web address for CMS?
Thanks. But when i try to get 1994 file, it is not available.
Hi, I am doing a back testing of my TA strategy. I need the list of stocks traded in the past, from 1994 to 2000 because many stocks were in and...
We are selecting our sources right now. Our broker is Bear Stearns, but we don't know if they provide quote source.
I like to build a stock price system which can save price from real-time quote vendor and provide prices to the client. How to design such a system?
Our model development has almost finished. However, we are concerned about the execution. Since our margin for each trade is very thin, the...
We will probably trade 1 mil shares a month. They offer $0.03 per share for limit order, but 0.004 per share for market order. Our system trades...
The broker is Bear Stearns. They do support limit order, but the commission for the limit order will be substantially higher than market order....
Suppose my broker only takes market orders sent by my program, how will that affect?
I'm developing an automatic trading system. I am concerned about the uptick rule in short selling. Will I always have an unfavorable price? What...
How to expand the limit from registry?
I am running Tradestation on a double CPU Xeon 2.2, 1G memory computer. When I add more than 200 charts in the TradeStation, the system crashed....
Lundy, From your attachment, I found several trades are made before 9:30 AM. Which exchange allows to do that?
I have a question in my mind. How do investment banks manage their clients money? Those BB banks often claim that they have hundreds of billions...
Can you guys recommend some sources of Excel programming for trading? Thank you.
If you open the log.txt you can find which server you are using. gw1.ibllc.com, gw2.ibllc.com or gw3.ibllc.com My problem is not only the...
Def: how about options? Can that rule apply to options trading?
Any elliot wave theorists here? I wonder if you can recommend a book to me. I remember a guy in "Market Wizards" mentioned two books, but I cannot...
Separate names with a comma.