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Hi,
Thank you. Right now I am mostly into stocks, but do you think futures or options are a better deal? I'd like to hear about the differences between options, futures and stocks for High-frequency trades.
Thanks,
Louis
2008/6/23 cstrader < cstrader232@xxxxxxxxxxxx>:
Hi,
Well, I'm not really sure but it seems that
one-minute bars have so many trades (assuming your contract is at least somewhat
liquid) that these errors should pretty much cancel out and stop being a
problem.
----- Original Message -----
Sent: Monday, June 23, 2008 9:40 AM
Subject: Re: [amibroker] Re: Questions
for people using automatic transactions with IB
Hi,
I wonder if the problems with HFAT can happen in «
normal » trading. I mean: if I trade with 1-minute bars, I will build a
system with data that has been revised at the end of the day. E.g. the data
errors will not be there anymore. However, in real-time trading,
those errors will be there.. So how can one deal with this, even without
automatic trading?
Louis
2008/6/23 reinsley < reinsley@xxxxxxxx>:
thank you, I discovered the use of static var on that occasion and
now
this point is much better.
Too many things are missing in my
formula, I can't ask help as it
could seem that i'am asking for a
ready-made solution. I have to keep
my cards when I'll be trapped.
I
need to scambled for the archive
first.
Regards
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