Tams

Hi xioxxio: Would you have a current table for ES 5 min? TIA

see post #11...........

can't help you if you have to use a piece of code written by TS in OO. for tasks beyond what EL offers, I would rather go to PowerBasic, or FreeBasic, etc., not OO.

When OO came on the popular computing scene ~25 yr ago (largely due to the availability of personal computer to the general public), it was all hype and hoopla, it was the best thing invented since sliced bread. It was the "future" of programming. 25 years later, I am surprised to see TS taking it on as a trading language. My personal take (only personal 2 cents' worth) -- it is a waste of otherwise useful and productive time for the non-programmers (especially traders) trying to learn and implement any serious and extensive OO programming project. OO programming is a craft, not a skill. It requires dedication and discipline to learn. It requires total immersion to learn it well. (object thinking is a paradigm shift) It requires practice practice and practice (ie. getting paid to do it professionally on the boss' dime). If you have not touched a piece of EasyLanguage code for 3 months, you can pick it up and understand the operation immediately. If you have not touched a piece of OO code for 3 months, it might take you a day(s) to understand the heads and tails of things (unless it is a very short code). OO is great for big and complicated projects. (eg. a comprehensive autotrade) EasyLanguage is good for small to medium sized indicators and simple autotrades. For the full time trader and amateur programmer, my advice is to stick to EasyLanguage and spend your precious time trading and making money, and if you have extra time, go and have fun doing things with the money you earned. Again, don't mean to discourage anybody taking it on... this is only my 2 cents' worth of gut feelings. YMMV.

if you are an option trader, the TOS platform is peerless.

not about trading... but a good reflection on mentors and our learning methods... The mediocre teacher tells. The good teacher explains. The superior teacher demonstrates. The great teacher inspires. ~~ William Arthur Ward ~~

Please tell us, what exactly you are selling, and how much does it cost?

since when did you become a shill?

How to become profitable in trading...

Everything is fine... Go back to your shopping...

Ben Bernanke Speaks 1:15 PM ET Description Federal Reserve Chairman Ben Bernanke speech to Boston Fed Bank conference on the long term effects of the great recession.

not exactly a joke... but couldn't find any place to post this. enjoy.

just for fun... here's the whole day of YMZ11 ps. no guarantee to accuracy or completeness. ymz11 20110114-TICK.zip

I think there is a misunderstanding of terminology here. When I first read about your "pause" theory, I thought you meant there were no trading, thus the pause. but you meant the trading was going on, but the price did not change. ie they were trading at the same price. so yes, the price did not change between 15:04:30 and 15:04:36. There were 6 trades during that time, they were all consummated at 11534. Maybe they were traded at bid price, ,maybe they were traded at ask price, but they were traded at the same price.

There were no price updates, don't know if the price paused.

here's my data from IB (in ET time) enjoy ymz11 20110114-1500a.txt

there is only one prerequisite in trading --- don't argue with the market.

China sees Wenzhou lending crisis snowball China sees Wenzhou lending crisis snowball - Caixin Online - MarketWatch

ninja program is free, you have to get your own datafeed, either through your broker, or sign up with a dedicated dataprovider. the paid version of ninja allows you to autotrade.

I am not saying there is a problem, or the will be a problem. When you first try tracert, you reported everything is ok. Of course things are ok. Why wouldn't it? On your above test, you reported that the esignal and IB feed are the same. Of course they are they same, why wouldn't they? What you have observed is of very little value. Let me explain. Please take a look at the tracert report again. How many hops are there? Mine has 14 hops. Only the first 3 hops belong to my ISP. ie. even though I have paid premium to subscribe to a fast internet, the extent of my influence is only 3 hops !!! the rest of the hops belong to other ISPs along the route. If one of them has a hiccup, you are affected. I am not saying someone will have a hiccup. I am not saying internet is not reliable, and I am definitely not saying your strategy is not workable because someone somewhere during the next one hundred years will have a 100 millisecond hiccup. What I am saying is, you have to look at all the variables, and see if you can control/depend on those variables. Let's go back the the observation you made in the previous post. Of course the esignal and IB data are the same... if they go through the same hops, they will have the same latency -- ie. same results. Next, you have to look at your current average latency, and then divide that into your "Pause" Strategy threshold. ie. you have to take samples of your tracert... to see how stable is your latency. I have a 122 ms latency right now. It might be 60 ms tomorrow, or 250 ms in the next second. You have to find out if you have a dependable varaible. If the pause you are working on is 1 second, and take my example, my latency is 122 ms (I will round it up to 200 ms, because you always round up), then I would assume my expected error will be 20%. (200 ms of 1 second) I don't know if it would work for you, maybe, maybe not. If it is acceptable, then by all means continue with the hypothesis. Otherwise even if it is a good theory, you are limited by our current technology. Hope it makes sense.

ninja is free, and is programmable. lots of tutorial and examples on their website. multicharts has 2 versions. the free one is not programmable. the paid one can be programmed using easylanguage.

You need to look at the number of hops. the more hops between you and the broker, the more chances for error. when you are designing a strategy, you have to take into account all the variables, including those that are beyond your control.

how to use tracert http://www.interactivebrokers.com/en/general/education/faqs/technical.php#trace_route