Recent content by mythseason

I am going to explore scalping now. Previously I was, (or I still am), a position day trader, used to trade 3-5 times a day to capture the trend. But now I have just quit by job to become full time speculator, but I found that as a position day trader, I can't find enough money to support my...

When doing algo trading, refresh rate of the streaming data is an important factor, however, I found that the IB DDE refresh rate is pretty slow, after googling, the rate is defaulted at 3/sec. which leads to a low resolution when the market is moving fast, can any one advise how to override the...

I found that the IB DDE refresh rate is pretty slow, after a googling, the rate is defaulted at 3/sec. which leads to a low resolution when the market is moving fast, can any one advise how to override the 3/sec default rate? Thx :clap:

In IB data feed, what is the frequency of the feed per second? For my recently using DDE data feed, the max tick per second is 7, but normally, it is arround 3, it seems a bit slow for execution and the resolution will be not high enough.

you mean I need to keep 10k USD in there even if I don't do any transactions?

OK, thx, then next question is, I know that i have to transfer 10k USD into IB, can I transfer out right after the a/c is openned? since I don't need to do transactions before my api is developed.

Thx, I wonder did they have direct connection with HKEX such that they don't need to route back to US and then back again to HK for execution.

Actually, what I am think of is, can we have a quantitative measurement of trend such that we can put it into the program. As many of you said about trendlines, I wonder how trendlines can clearly show the trend? By difinition, trendline is the connection between two abitrary point across...

OK, then is the execution speed good if using API? I mean, normally how long will it take after the order was placed.

Someone on the net said, trend is the surprice of the market, which in my understanding, is the fat tail of the distribution.

Thx nine, chart is OK for me since I don't use it much. What my concern is slippage. You said using limit order, but how? I don't know about limit order, since I always use market order now, and sometimes I found that the slippage can be as high as 20 pts. This is very large for I am in HK, I...

Thx dc, seems IB is good for me to start, but I found someone said on the net that IB C++ API doesn't have many support, unlike excel VBA, so if I am going to develop the C++ API program, is it easy to do?

Hi, I am an algo trader from HK trades HSI Future, is IB ok for doing algo trades? Is it's API good and easy to develop? Is it's slippage large if I place market order? Is it's system steady if I just turn on my PC for a month without resetting it and re-open it's TWS? So many questions...

Hi all, I am looking for the 1Min data for HK HSI Future, do you guys have it? I am using it to do statistics for a algo trading platform. Thank you a lot.

Seems you are with me :cheesy: But I am not going to use MA since this contains "Period" issue which I am tring to get through it. With Period, you will found that the period of the market always change and I am going to find the universal truth of the market, that's why I keep asking the stupid...