The response is never random but you just never know what will be from all the possible outcomes (on the short term). Here is one example: I can very easily predict that oil will go up in the long term (10+ years) but I have no idea how it will ...

Stating The Obvious and The Quest For Wisdom

Mostly yes, I'm not aware of any chart pattern that would have good significance. Price action itself is just a way of reading what's happening and without it we wouldn't be talking about option levels, stop levels etc here. There are few very well ...

Stating The Obvious and The Quest For Wisdom

I'm not looking for reasons, I'm looking for reoccuring themes and the search landscape is so vast that you really need threads like this to reduce the size of the search. And this is even when I'm able to use some more advanced methods that most ...

Stating The Obvious and The Quest For Wisdom

TWS hangs totally. If it wouldn't be because of memory leak (which it most probably is), the VM would recover but in my cases it didn't.

Systematic trading

This all can be quantified if you have the will to do that. For me and I guess most of the other people stuff in threads like this is important because after you have read comments from players who have been doing this for a long time (that's why ...

Stating The Obvious and The Quest For Wisdom

That's maximum heap. Don't try using charts or executed orders with 256.. At least that's where my tws crashed (as it did with some options stuff). This might have something to do with the fact that I upgraded from old version and there might be ...

Systematic trading

I installed a new version of TWS to my computer and almost at every fcking moment it runs out of memory even if I allocate a GB for it. Just a note to be a little cautious for that new version especially if you leave it autotrade alone.

Systematic trading

Looks like broco is in quite a bit trouble.. url

Systematic trading

There are some services that allow you to see retail stops. Oanda for example publishes the stop levels they have. I don't need to be cryptic so here are few links url url edit: Oh I read the post incorrectly - this was about when a stop level ...

Stating The Obvious and The Quest For Wisdom

If you are talking about aggregators/pools/big ecn's then yes there are some services but I personally would prefer futures data.

Stating The Obvious and The Quest For Wisdom

Futures.

Stating The Obvious and The Quest For Wisdom

That paper is much more about fat tails and where they might come from - I'm not sure if this is kind of order flow you are talking here but it's something I trade a lot.

Stating The Obvious and The Quest For Wisdom

Have you read this? (Osler has written a lot of really good stuff) url

Stating The Obvious and The Quest For Wisdom

Craig, Do you know if the issues you had with MBT fix gw were related to you using your own fix implementation or something else (I would most likely use quickfix/j myself)? Any other people using MBTs fix gw?

Systematic trading

That's true, the minimum trade size is also an issue if you want to trade a lot of separate systems at the same time (as I do) - that was why I was looking at the MBT but it seems they have a lot of issues. The fees are on the url interface ...

Systematic trading

Is there some reason why you want to use DTN instead of IB data? At least it looks like the IBGateway software (didn't see this before) gives out market data as now so you don't need to have TWS running. I'm going to take a look at this later today.. ...

Systematic trading

I just had to get a screenshot from this.. Note the ** part

Systematic trading

I think this has very much to do with stop (including tp) placements which is at least for me very important aspect. EURUSD cumulates more stops (some people might call it order flow) to certain levels so randomity on those levels is less than it ...

Systematic trading

For some reason EURUSD is (in my testing) by far the easiest pair to optimize to. That's one of the reasons why I find it very important to optimize to multiple pairs simultaneously (I usually use 4-6 pairs). That also helps a lot with curve fitting ...

Systematic trading

I think that's enough of broker talk, all in all, takef is totally correct on this one - and bucketshops are a lot worse than ECNs like idealpro and it seems even idealpro seems to allow frontrunning in some cases. Read all about the recent flash ...

Systematic trading