J-TRADER vs. TWS

Discussion in 'Index Futures' started by larrybf, May 26, 2002.

  1. redzuk

    redzuk

     
    #21     Jun 4, 2002
  2. stevet

    stevet

    thereuare

    if you planned to use the data on the IB TWS - which is purely a feed from Globex which is supplied in numerical form - on what methodology did you plan to base your trading decisions
     
    #22     Jun 7, 2002
  3. SteveT,

    There are a variety of systematic trading methods that require data but not charts.

    Not a strategy that i'm employing, but as an example:

    Let's say you believe that most 1% moves begin with a .25% move within a 5 minute period. You could get the numerical data to feed into a spreadsheet, create a macro that constantly checks for .25% moves on a rolling 5 minute basis, and signals an "alarm" when it does. This alarm could be your signal to enter an order.

    My approach involves doing a variety of calculations on data, so rather than look at charts, i prefer to link the data directly into a spreadsheet which performs the calculations.
     
    #23     Jun 7, 2002
  4. IB´s Globex quotes are pretty reliable and fast. Sometimes there are problems with ARCA or ISLAND and more often with NYSE. No correlation between futures quotes and equity quotes.
     
    #24     Jun 7, 2002
  5. stevet

    stevet

    thereuare

    i actually use a methodology in essence similar to the one you describe - based on calculations on data - but i feed it with one than one data feed - especially as i have a reasonable understanding of data feed issues

    and i would never have been able to get to this level of how to use such a system without having watched and traded markets for a considerable time with charts

    are you assuming you can come up with a methodology based on a theoretical non-traded system?
     
    #25     Jun 7, 2002
  6. flamethrower

    Sorry, I missed your question. Yes, you can have J-Trader write to Excel.

    Craig
     
    #26     Jun 12, 2002
  7. Please explain how you can link JTRADER with XL ?

    Can you give us a url where we can find further info.

    Thanks
     
    #27     Jun 12, 2002
  8. Sorry, it is something we offer only to clients.

    Craig
     
    #28     Jun 12, 2002
  9. stevet

    stevet

    you need the access formulation to enter commands and receive the data in and from excel and some progamming knowledge

    and with jtrader you can only get the information from your broker, but if you have jtrader, the broker should give the information to you - but it is complex if you are not used to the concept of programming
     
    #29     Jun 12, 2002
  10. DDE functionality is only enabled upon request.
    API programming needs approval by ISV and broker.
    See also: www.patsystems.com/content/api/index.cfm
     
    #30     Jun 12, 2002