I'm running into a strange issue with the Sterling API where it seems it decides to stop sending...
Hey, I've recently stumbled upon a system while hacking around in TradeStation. To me it seems fairly good (great?), but I have no background to...
Hey guys, I'm trying to apply seen slippage to historical equity curves using live trade slippage values and I'm not sure if I'm doing it...
I'm interested in breaking up my trading strategies into long and short baskets to help increase and balance diversification. I was wondering if...
I am looking to use PEG orders on BATSONLY to obtain a specific functionality. Basically what I am attempting to do is place a BUY PEG-Midpoint...
I've noticed many bad ticks (ticks which spike far outside of the bid ask spread, don't trigger limit order fills) do not ever get removed from...
I'm trying to decide which ECN I should place my limit orders on. I am thinking the ECN with the highest internal volume which will give me the...
I've been using historical OHLC bars to design and build trading systems for quite some time. The downside of using bars is that in order to back...
Hey. I'm trying to find more information about methods to insure add liquidity on orders. Currently I use BATSALIQ, but I find for many equities,...
I was looking at the historical levels the SEC fee. Apparently the period of 0.000025~ wasn't too bad compared to some of the rates pre 2005....
Iv been doing a bit of research into figuring out if one order type has a bit of added value over the other. The tests are being done on a liquid...
Hey guys. I'm trying to figure out a way to change how TS fills strategy limit orders on simulation. Right now I'm having issues with the long...
Hey. I was wondering if anyone here has managed to get QuickFix to work with Genesis Securities' FIX server? I'm having an issue where I can...
Hey guys. Im having trouble creating and accurately backtesting strategies using trade station. I believe the main problem is that when putting...
Hey. Im trying to program a c++ interface from TS using the built in Email Notification system. Unfortunately I have had little luck finding any...
Hello, I am currently doing research into generating profitable strategies using an ML system. I was hoping to start a discussion here on ET to...
hey guys. i was wondering if anyone here has some experience using built up IB historical data for backtesting automated systems. i want to start...
hey guys. i again have another overly technical trade problem i am hoping someone on ET has some insight into. basically i have an automated...
Hey. Iv recently run into an unhandled exception / access violation in TwsSocketClient.dll. The exception occurs during a call to reqMktData....
Hi. Im trying to track down the cause of a heap corruption break while running IB's TWS API. I was wondering if anyone had any experience with...
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