You just need a period object to represent your time period and make this a key of a list, like a hashtable or arraylist then as the 5sec bars...
I've built this strategy trader version 1.1 complete http://www.youtube.com/watch?v=MvrpfGrHFSA Historical data on any TWS supported time...
Well I have constructed 5min and 1min bars this weekend for 600+ stocks and found that I have a 97% match between IB TWS bars and those provided...
http://www.youtube.com/watch?v=nOglE3wZjGo I do back test and yes the message que at IB TWS is throttled the values that work are 50 different...
I would go java performance not an issue these days unless u need milli second req/responce and even then you would have to pay to have your...
Uses IB API http://www.youtube.com/watch?v=nOglE3wZjGo I have it 90% complete now just testing and cleaning up a few things. Would be a good...
Please read the post first b4 comenting and you will see its an UPDATE to the previous one. And at least it has some facts unlike most of the...
I have back test 564 gapping stocks (most gaps were after earnings/guidance) from 2/7 thru 6/24 with a simple 5min bar strategy. So the first...
I have back test 560 gapping stocks (most gaps were after earnings/guidance) from 2/7 thru 6/17 with a simple 5min bar strategy and the stats show...
Why dont you just run the demo app that comes with the TWS API that will get you up and running.
This looks interesting. functionality nearly there just need a user friendly interface for writing strategies. Real back testing data....
Very true I have a guy at Stanford Research Institute working on the AI/ML and probability statics model. But I wanted to start of with something...
Update to the development of my blackbox for intra day trading of candlestick charts. http://www.youtube.com/watch?v=FXvcz2mHXOA James
Interesting App that connects to IB TWS for intr day trading candle charts http://www.youtube.com/watch?v=FXvcz2mHXOA James :)
I have 20yrs experience in IT and I trade full time, gave up IT 3yrs ago once I was making more $$ trading 2hrs a day than working 55hrs a week in...
I dont see reqMktDataEx() in the java API doc do u mean reqMktData() ?
I have the code if you need it.I do the same thing in my Black box create a dataset collection that is all the 5min bars with a listener on the...
Separate names with a comma.