Recent content by Maksim79

The message about currency is misleading. Since the ES FOPs expire bi-weekly you have to specify the correct expiration date. I use JAVA, not C++, but that should give you an idea of what needs to be defined: Contract myContract = new Contract() ; myContract.m_symbol = "ES" ...

Thanks for your reply. I think coding is the easy part compared to creating a strategy. I'm interested in trading futures intra-day, for now I have been experimenting with ER2 and DAX. In my opinion, there are several reasons to trade: 1. Based on valuation (price outside of...

Hello, everyone. Is there anyone who is building an automated trading system? I understand that most people are hesitant to discuss their findings. Perhaps we could share without giving away too much.

Where do i start ... ;) I had multiple theories. Here's one: if you place limit order on both sides of the market (like market makers), and have stops on both sides, X * spread, the probability of both limits executing (thus pocketing the spread) is higher than executing a limit order on one...

Mike, I'm not saying it was easy - I'm saying it's doable. As for my experience, I have supported electronic trading for for about 5 years now. All trades had to be entered through an API and the decissions about trading had to be made by an algorithm. I love the concept of arbitrage...

Hi, all. IB's trading Olympiad inspired me. I have opened an account and coded a few strategies using the Java API. I found it to be extremely difficult to create a winning trading strategy. I understand how financial instruments work and have programming experience with perl/java. I have...