Thanks, good point. I agree. Not at all worried about the system, just don't want to leave anything to chance, no matter how trivial, as I have...
Good morning/afternoon/evening I am going crazy as this is the one issue that I still need to figure out before I can go on to make my millions.....
i do understand I am getting snapshots, of course. as far as i can remember they come in at a rate of one every 300 milliseconds or something like...
thanks for the replies "nettecture", I have plenty of stored data but only up to the close of the previous day. I was talking about "today"'s...
i am currently coding my strategy using the interactive brokers API. All of my backtesting has been done using historical data. as a result my...
thank you for your reply Pete I am talking about the smallest resolution (1 second). If you zoom into a line chart until you hit 1 second...
I would be very grateful if someone who knows about this could clear a couple of things up regarding IB's line charts. I have always used their...
thought experiment. this is a serious question. all signs are pointing to my making several million dollars over the next 5-10 years or so...
i see, thanks for clearing that up. yes, 1 second intervals are sufficient for me.
thanks nobias, well i used to zoom in on any given day in the past and get the bid, ask and "last" for any second of my choosing, using "line"...
... and all of the checks i need to do using this data can be completed in a few hours, it's not even as if i need to use this service for a whole...
actually thinking about it, i only really need this data for a short list of a few stocks, and for each of these, i only need the data for a...
for backtesting purposes what i need is the bid, the ask, and the "last" price for every second of every day for US stocks for the last 1 or 2...
right then. had a chat with my father; in the event that he is not able to live up to expectations.. if anybody could give me any information at...
ok thanks for the replies. we'll have a look at ninjatrader and multicharts for starters and i'll let you know if any progress is made!
thank you for your replies, particularly to gmst. i will say a few more things about this then, if you have time. please reply in your own time...
what i would really like to know is firstly whether or not it is possible, in principle that a computer could trade my strategy for me.. and...
oh really? well that's just about cleared that up then. great news. good luck
right that's good to hear and i'm almost convinced. however... don't you reckon as few as 20 shares would be filled instantly under any...
I see, you're using limit orders. I'm supposing that using an "immediate or cancelled" market order and resubmitting it for the remaining unfilled...
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