From what I've heard Lime is quite good, but minimum monthly trade is quite high. www.limebrokerage.com
I would typically take snapshot data every 5 secs for a maximum of 20 symbols. I agree with LeeD, I don't think the bandwidth (costs) will be a...
Thanks brocklanders and Leed! Valuable advice indeed. Would you say that installing Ubuntu Desktop on Amazon EC2 is less efficient (resource...
I am considering moving my automated trading system (using IB Java API) to Amazon EC2 to lower my latency and / or improve connectivity (I live in...
For me it is when ABS(Close - Open) / (High - Low) > 0.65 Lot's of formulas to use to classify a day as a "Trend day" i.e. you can use number...
I have been trading this fading strategy for just over one year. Profits are very volatile since I don't use stop losses. The strategy...
Thanks a lot. That gives me a great idea. Is there any (free) useful website quoting implied vols, volume etc. ?
Thanks for the advice guys. I will trade the 1 - 3 month options and close to the money options. Nazzdack, you are confusing position sizing...
I have a profitable strategy on the DOW 30 stocks which is enhanced with the use of options. I believe that this strategy will be even more...
Very handy tool! Do you perhaps know how to get the data and more specifically the Adj. Close field into Excel? Thanks
No, sorry it can't handle it if you do multiple trades during the day. You will have to program the API to do that. A simple strategy with...
Even easier - If you have a LMT BUY order say at 1470 and you want to get out by 15:00 then put in a MARKET SELL order with the GAT field set to...
I'll try my best - hope the solution is suited to your trading style - you will submit two GAT MARKET orders one to sell and one to buy. Then in...
I have used it before. If you want to trade the ES at close i.e. buy at close if the market is higher than 1480 say. Then use a GAT MARKET BUY...
I'm not saying I have a superior vol model - just playing with ideas. Let's give you an example - the three columns below are the movements of an...
nitro - if you go long a put and short call at the same strike you have a short future - and you miss the point because you are not long or short...
If you have perfect foresight of the volatility (of a certain time-frime) of a particular market, say the S&P 500, is it possible to trade in a...
Thanks sys I guess all three are very much similar. I will go with your recommendation because of price, availability, written by"Mr...
I want to take my VBA skills to the next level (I have a basic knowledge). Which one of the following three books are preferred / recommended?...
Thanks guys For the moment I have gone the conditional market order route. A bit more hassle to set it up, but it works. The only downfall is...
Separate names with a comma.