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This DSP book is written so well even I could
understand what the authors is trying to explain.
http://ccrma.stanford.edu/~jos/filters/
I asked to order this for our library in a hardcopy.
Sergey Efremov
--- omega-digest-request@xxxxxxxxxx wrote:
> ATTACHMENT part 1 message/rfc822
>
> omega-digest Digest Volume 2004 : Issue 181
>
> Today's Topics:
> Re: More Fun With Filters [ Alex
> Matulich <alex@xxxxxxxxxxxxxx> ]
> Re: More Fun With Filters [ Sergey
> Efremov <svefremov@xxxxxxxxx ]
> what did they mean by this definitio [ Sergey
> Efremov <svefremov@xxxxxxxxx ]
> Re: More Fun With Filters [ Sergey
> Efremov <svefremov@xxxxxxxxx ]
> RE: URGENT HELP RE INTERNET DATAFEED [ "etrader"
> <etrader@xxxxxxxxxx> ]
> Re: More Fun With Filters [ DH
> <catapult@xxxxxxxxxxxxxxxxxx> ]
> Re: More Fun With Filters [ Sergey
> Efremov <svefremov@xxxxxxxxx ]
> which Firewall / Security [
> <ralf.bohnet@xxxxxxxxx> ]
> which firewall / security [
> <ralf.bohnet@xxxxxxxxx> ]
> Re: URGENT HELP RE INTERNET DATAFEED [
> "indextrader" <indextrader@xxxxxxxx ]
> Re: URGENT HELP RE INTERNET DATAFEED [
> "indextrader" <indextrader@xxxxxxxx ]
> 2000i data from IB [ tom
> <tebrun@xxxxxxx> ]
> Re: 2000i data from IB [
> "TickTrader" <ticktrader@xxxxxxxxxx ]
> Re: 2000i data from IB [ Michael
> Watkins <mw@xxxxxxxxxxxx> ]
> Re: 2000i data from IB [ Abhijit
> Dey <omegalist@xxxxxxxxxx> ]
> Re: 2000i data from IB [
> "TickTrader" <ticktrader@xxxxxxxxxx ]
> RE: 2000i data from IB [ "Hinton
> Clabaugh" <clabaugh@xxxxxxx ]
> DTN Realtime to TS2000i Was Re: 2000 [ Michael
> Watkins <mw@xxxxxxxxxxxx> ]
> Re: 2000i data from IB [ "Lists"
> <lists@xxxxxxxxxxxxxxx> ]
> Re: 2000i data from IB [
> "TickTrader" <ticktrader@xxxxxxxxxx ]
> Re: which Firewall / Security [ ztrader
> <ztrader@xxxxxxxxx> ]
> RE: 2000i data from IB [ "Hinton
> Clabaugh" <clabaugh@xxxxxxx ]
> Re: 2000i data from IB [ "Lists"
> <lists@xxxxxxxxxxxxxxx> ]
> RE: 2000i data from IB [ "Hinton
> Clabaugh" <clabaugh@xxxxxxx ]
> Re: 2000i data from IB [ "Jim
> Booner" <jim_booner@xxxxxxx> ]
> Re: 2000i data from IB [ Abhijit
> Dey <omegalist@xxxxxxxxxx> ]
> Re: 2000i data from IB [ Abhijit
> Dey <omegalist@xxxxxxxxxx> ]
> CME / GLOBEX trade bust news availab [ Abhijit
> Dey <omegalist@xxxxxxxxxx> ]
> Re: CME / GLOBEX trade bust news ava [
> "indextrader" <indextrader@xxxxxxxx ]
> RE: 2000i data from IB [ "Rod
> Wheeler" <yukonspirit@xxxxxxxx ]
> Re: CME / GLOBEX trade bust news ava [ Abhijit
> Dey <omegalist@xxxxxxxxxx> ]
> Re: Forex Data [ Kirk
> Walker <traderkirk7@xxxxxxxxx> ]
> Re: 2000i data from IB [ tom
> <tebrun@xxxxxxx> ]
> Re:emailometer indicator [ Jimmy
> <jhsnowden@xxxxxxxxxxxxx> ]
> Re: 2000i data from IB [ "Alex
> Matulich" <alex@xxxxxxxxxxxxx ]
> Re: 2000i data from IB [ "Alex
> Matulich" <alex@xxxxxxxxxxxxx ]
> Re: 2000i data from IB [ "Alex
> Matulich" <alex@xxxxxxxxxxxxx ]
> Re:emailometer indicator [ "Alex
> Matulich" <alex@xxxxxxxxxxxxx ]
> Options Backtesting [ "Mike
> Barna" <tsda@xxxxxxxxxxxxx> ]
>
> ATTACHMENT part 2 message/rfc822
> Date: Wed, 7 Jul 2004 20:41:08 -0700 (PDT)
> From: Alex Matulich <alex@xxxxxxxxxxxxxx>
> To: omega-list@xxxxxxxxxx
> Subject: Re: More Fun With Filters
>
> >My understanding is that Bessel filter best
> preserves
> >the waveform and has little ringing and overshoot.
> It
> >is interesting what one gets if he cascades Bessel
> >filters... T3 is cascaded EMA's, but EMA is 1-st
> order
> >Bessel filter. What about higher order?
>
> What you get is more lag, and you still don't get a
> flat passband
> with a Bessel. The nice thing about this
> critically-damped
> Butterworth is that it doesn't have a lot of lag,
> has a flat
> passband, and decent attenuation of high
> frequencies.
>
> -Alex
>
> ATTACHMENT part 3 message/rfc822
> Date: Wed, 7 Jul 2004 16:45:27 -0700 (PDT)
> From: Sergey Efremov <svefremov@xxxxxxxxx>
> To: omega-list@xxxxxxxxxx
> CC: clydelee@xxxxxxxxxxxx, bfulks@xxxxxxxxxxxx
> Subject: Re: More Fun With Filters
>
> There is a BESSEL filter generator in Matlab.
>
> Looks like an exponential moving average for the
> 1-st
> order. The B vector has all components equal to zero
> except for the last one for Bessel filter.
>
> My understanding is that Bessel filter best
> preserves
> the waveform and has little ringing and overshoot.
> It
> is interesting what one gets if he cascades Bessel
> filters... T3 is cascaded EMA's, but EMA is 1-st
> order
> Bessel filter. What about higher order?
>
> Sergey Efremov
>
>
> help besself
>
> BESSELF Bessel analog filter design.
> [B,A] = BESSELF(N,Wn) designs an N'th order
> lowpass analog
> Bessel filter and returns the filter
> coefficients
> in length
> N+1 vectors B and A. The cut-off frequency Wn
> must be
> greater than 0.
>
> If Wn is a two-element vector, Wn = [W1 W2],
> BESSELF returns an
> order 2N bandpass filter with passband W1 < W <
> W2.
> [B,A] = BESSELF(N,Wn,'high') designs a highpass
> filter.
> [B,A] = BESSELF(N,Wn,'stop') is a bandstop
> filter
> if Wn = [W1 W2].
>
> When used with three left-hand arguments, as in
> [Z,P,K] = BESSELF(...), the zeros and poles are
> returned in
> length N column vectors Z and P, and the gain in
> scalar K.
>
> When used with four left-hand arguments, as in
> [A,B,C,D] = BESSELF(...), state-space matrices
> are
> returned.
>
> See also BESSELAP, BUTTER, CHEBY1, CHEBY2, FREQZ
> and FILTER.
>
> help filter
>
> FILTER One-dimensional digital filter.
> Y = FILTER(B,A,X) filters the data in vector X
> with the
> filter described by vectors A and B to create
> the
> filtered
> data Y. The filter is a "Direct Form II
> Transposed"
> implementation of the standard difference
> equation:
>
> a(1)*y(n) = b(1)*x(n) + b(2)*x(n-1) + ... +
> b(nb+1)*x(n-nb)
> - a(2)*y(n-1) - ... -
> a(na+1)*y(n-na)
>
> If a(1) is not equal to 1, FILTER normalizes the
> filter
> coefficients by a(1).
>
> When X is a matrix, FILTER operates on the
> columns
> of X. When X
> is an N-D array, FILTER operates along the first
> non-singleton
> dimension.
>
> [Y,Zf] = FILTER(B,A,X,Zi) gives access to
> initial
> and final
> conditions, Zi and Zf, of the delays. Zi is a
> vector of length
> MAX(LENGTH(A),LENGTH(B))-1 or an array of such
> vectors, one for
> each column of X.
>
> FILTER(B,A,X,[],DIM) or FILTER(B,A,X,Zi,DIM)
> operates along the
> dimension DIM.
>
> See also FILTER2, FILTFILT (in the Signal
> Processing Toolbox).
>
> ATTACHMENT part 4 message/rfc822
> Date: Wed, 7 Jul 2004 21:15:34 -0700 (PDT)
> From: Sergey Efremov <svefremov@xxxxxxxxx>
> To: omega-list@xxxxxxxxxx
> Subject: what did they mean by this definition of
> the filter?
>
> [b,a]=besself(1,0.1)
>
> b =
>
> 0 0.1000
>
>
> a =
>
> 1.0000 0.1000
>
> help filter
>
> FILTER One-dimensional digital filter.
> Y = FILTER(B,A,X) filters the data in vector X
> with the
> filter described by vectors A and B to create
> the
> filtered
> data Y. The filter is a "Direct Form II
> Transposed"
> implementation of the standard difference
> equation:
>
> a(1)*y(n) = b(1)*x(n) + b(2)*x(n-1) + ... +
> b(nb+1)*x(n-nb)
> - a(2)*y(n-1) - ... -
> a(na+1)*y(n-na)
>
> If a(1) is not equal to 1, FILTER normalizes the
> filter
> coefficients by a(1).
>
> When X is a matrix, FILTER operates on the
> columns
> of X. When X
> is an N-D array, FILTER operates along the first
> non-singleton
> dimension.
>
> [Y,Zf] = FILTER(B,A,X,Zi) gives access to
> initial
> and final
> conditions, Zi and Zf, of the delays. Zi is a
> vector of length
> MAX(LENGTH(A),LENGTH(B))-1 or an array of such
> vectors, one for
> each column of X.
>
> FILTER(B,A,X,[],DIM) or FILTER(B,A,X,Zi,DIM)
> operates along the
> dimension DIM.
>
> See also FILTER2, FILTFILT (in the Signal
> Processing Toolbox).
>
=========================================================================
>
> does anyone understand what is wrong with this
> description of the filter?
>
> If I substitute coefficients for Bessel filter of
> 1-st
> order with cut-off Wn=0.1 of Nyquist frequency
> I get
>
> y=0.1*x[1]-0.1*y[1];
>
> This obviously would not converge to the y...
>
> Sergey Efremov
>
> --- omega-digest-request@xxxxxxxxxx wrote:
>
>
> > ATTACHMENT part 1 message/rfc822
> >
> > omega-digest Digest Volume 2004 : Issue 180
> >
> > Today's Topics:
> > Re: More Fun With Filters [ Sergey
> > Efremov <svefremov@xxxxxxxxx ]
> >
>
> > ATTACHMENT part 2 message/rfc822
> > Date: Wed, 7 Jul 2004 18:22:44 -0700
> > From: Sergey Efremov <svefremov@xxxxxxxxx>
> > To: omega-list@xxxxxxxxxx
> > Subject: Re: More Fun With Filters
> >
> > 3-D ORDER Bessel filter coefficients.
> >
> > A3 andf A4 can not be fit by power or polynomials
> as
> > functions of the cut-off frequency.
> >
> > Sergey
> >
>
> > ATTACHMENT part 2.2 image/gif name=JUNK.gif
>
> ATTACHMENT part 5 message/rfc822
> Date: Wed, 7 Jul 2004 19:48:28 -0700 (PDT)
> From: Sergey Efremov <svefremov@xxxxxxxxx>
> To: omega-list@xxxxxxxxxx
> Subject: Re: More Fun With Filters
>
> another link on filters:
>
>
http://www.forexnet.lv/EditModule.aspx?tabid=589&mid=1041&def=News%20Article%20View&ItemId=512
>
> ATTACHMENT part 6 message/rfc822
> Date: Thu, 8 Jul 2004 00:16:42 -0400
> From: "etrader" <etrader@xxxxxxxxxx>
> To: "'Colin Henry'" <cjbh_79@xxxxxxxxxxx>,
> <omega-list@xxxxxxxxxx>
> Subject: RE: URGENT HELP RE INTERNET DATAFEED
>
> Hi Colin
>
> 56k modem is too slow for the liquidity level of
> the emini's, esp. when there is a fast market. I
> use to trade HangSeng futures using S&PComstock as
> my datafeed but they never told me that they were
> feeding my charts at speeds of 56kbps; my charts
> would fall behind my broker's datafeed
>
> Hope this helps,
> Good trading
> Bing
>
> >-----Original Message-----
> >From: Colin Henry [mailto:cjbh_79@xxxxxxxxxxx]
> >Sent: Wednesday July 7, 2004 3:47 AM
> >To: omega-list@xxxxxxxxxx
> >Subject: URGENT HELP RE INTERNET DATAFEED
> >
> >Omega list subscriber email address is
> >ColHenry@xxxxxxx
> >
> >DOES ANYONE KNOW IF A STANDARD 56K MODEM PHONE
> >LINE CONNECTION
> >(PARTICULARILY IN THE U.K.)IS ADEQUATE TO TRADE
> >THE E-MINI
> >REALTIME? PLEASE REPLY DIRECTLY TO
> >ColHenry@xxxxxxx
>
> ATTACHMENT part 7 message/rfc822
> Date: Wed, 07 Jul 2004 22:55:33 -0700
> From: DH <catapult@xxxxxxxxxxxxxxxxxx>
> To: Omega List <omega-list@xxxxxxxxxx>
> Subject: Re: More Fun With Filters
>
> Here's a link to the original source of the DSP book
> Sergey referenced.
> It's a free download and highly recommended.
>
> The Scientist and Engineer's Guide to Digital Signal
> Processing
> by Steven W. Smith, Ph.D.
>
> http://www.dspguide.com/pdfbook.htm
>
> --
> Dennis
>
> ATTACHMENT part 8 message/rfc822
> Date: Wed, 7 Jul 2004 19:57:47 -0700 (PDT)
> From: Sergey Efremov <svefremov@xxxxxxxxx>
> To: omega-list@xxxxxxxxxx
> Subject: Re: More Fun With Filters
>
> filter design software
>
>
http://ccs.vstu.edu.ru/sprav/Microchip/10/tools/analog/flab/index.htm
>
> ATTACHMENT part 9 message/rfc822
> Date: Thu, 8 Jul 2004 08:59:07 +0200
> From: <ralf.bohnet@xxxxxxxxx>
> To: "Omegalist" <omega-list@xxxxxxxxxx>
> Subject: which Firewall / Security
>
> a cheap and excellent router solution is
>
>
http://www.smc.com/index.cfm?sec=Products&pg=Product-Details&prod=290&site=c
>
> is tested in German-Chip Magazin and have the
> highest Security off all
> tested
>
> it has NAT and SPI Firewall included and the
> Wireless component offers WPA
> which has a better security than only 128Bit
>
> works also with IPphones and you can open ports, set
> DMZ and so on... if
> needed also included is a software firewall
>
> xxxxxxxxx
>
> But if you have Wireless components Attention: all
> wireless cards must
> support WPA
>
> if you use Win2000 you need a 3rd party addon to get
> WPA work
>
>
http://www.wirelesssecuritycorp.com/wsc/public/index.jsp
>
> here is the only freeware (WPAAssistant) I found to
> do this job
>
> xxxxxxxxx
>
> a good starting point to check the security of your
> network/firewall should
> be
>
> http://www.sygatetech.com/
>
> there you can scan your PC different security leaks
>
> xxxxxxxxx
>
> good software to protect your computer yourself (I
> use all of them on my PC
> without any problems) against Spyware and Trojans
>
>
http://www.safer-networking.org/index.php?lang=de&page=download
>
> http://www.lavasoftusa.com/support/download/
>
> http://www.javacoolsoftware.com/spywareblaster.html
>
> xxxxxxxxx
>
> and of course you need a good antivirus program for
> your PC
>
> http://www.f-secure.com/index.shtml - should be the
> best at the moment
> (don't know - I haven't tested it yet myself)
>
> I use
> http://www.v-com.com/product/SystemSuite_Home.html
> and I'm happy with
> it
> (there you get Firewall/Antivirus and System tools
> in one package - and it
> works even better than the well kown Norton tools)
>
> xxxxxxxxx
>
> and don't trust one antivirus program - I do weekly
> tests with a online
> virus scanner
>
>
http://www.pandasoftware.com/activescan/com/activescan_principal.htm
>
> xxxxxxxxx
>
> and at last don't use Microsoft products to surf the
> web/look at your emails
>
> use Mozilla Firebird http://www.mozilla.org/ or a
> other browsers
>
> Hackers pay more attention to IE products than to
> other browser cause of its
> high circulation
>
> xxxxxxxxx
>
> and hold your PC up to date with the MS security
> fixes
>
> xxxxxxxxx
>
> I don't think you can find one product to do all
> security job - all of them
> has pro and cons but
> a mix of them should do the job
>
>
> Hope you can understand my bungler english and it
> helps for your decision
>
> Bye and good trades
>
> Ralf
>
> ATTACHMENT part 10 message/rfc822
> Date: Thu, 8 Jul 2004 09:05:21 +0200
> From: <ralf.bohnet@xxxxxxxxx>
> To: "Omegalist" <omega-list@xxxxxxxxxx>
> Subject: which firewall / security
>
> I forgot SMC included the ZoneAlarmPro software
> firewall with the router..
>
> xxxxxx
>
> a good site to test your email security is
>
> http://www.heise.de/security/dienste/emailcheck/
>
> or browser security is
>
> http://www.heise.de/security/dienste/browsercheck/
>
> don't know if there are a english equivalent
>
> There you get several demonstrations of known
> leaks/bugs of your software
>
> Bye
>
> Ralf
>
> ATTACHMENT part 11 message/rfc822
> Date: Thu, 8 Jul 2004 06:08:44 -0700
> From: "indextrader" <indextrader@xxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re: URGENT HELP RE INTERNET DATAFEED
>
> I collected real-time data in Europe last year for 3
> mos. on 900 symbols,
> using a 36kbps pots line. Go figure.
>
> ATTACHMENT part 12 message/rfc822
> Date: Thu, 8 Jul 2004 06:38:09 -0700
> From: "indextrader" <indextrader@xxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re: URGENT HELP RE INTERNET DATAFEED
>
> What if I told you I did over 200 trades a day on
> the *same* line?
> Is it easy? No
> Risky? Yes
>
> ATTACHMENT part 13 message/rfc822
> Date: Thu, 08 Jul 2004 12:20:58 -0400
> From: tom <tebrun@xxxxxxx>
> To: omega-list@xxxxxxxxxx
> Subject: 2000i data from IB
>
> Hello,
> Has anyone has successfully got data into 2000i from
> IB?
> If so, I'd appreciate any guidance in accomplishing
> that task.
> Regards,
> Tom
>
> ATTACHMENT part 14 message/rfc822
> Date: Thu, 8 Jul 2004 12:34:32 -0400
> From: "TickTrader" <ticktrader@xxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re: 2000i data from IB
>
> Yes, I've switched ages ago from verrry expensive
> Bloomberg to Interactive
> Brokers data feed with Dynastore. It feeds two
> computers with Omega2k in my
> office.
> See it here: www.dynastoresoftware.com/IB
>
> TT
>
>
> ----- Original Message -----
> From: "tom" <tebrun@xxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Thursday, July 08, 2004 12:20 PM
> Subject: 2000i data from IB
>
>
> > Hello,
> > Has anyone has successfully got data into 2000i
> from IB?
> > If so, I'd appreciate any guidance in
> accomplishing that task.
> > Regards,
> > Tom
> >
> >
> >
> >
>
> ATTACHMENT part 15 message/rfc822
> Date: Thu, 08 Jul 2004 09:53:52 -0700
> From: Michael Watkins <mw@xxxxxxxxxxxx>
> To: TickTrader <ticktrader@xxxxxxxxxxxx>
> CC: omega-list@xxxxxxxxxx
> Subject: Re: 2000i data from IB
>
> Yes, but will DB at Dynastore respond to any
> request? Twice in the last
> month I've emailed him regarding access to one of
> his other products
> (I've bought and/or subscribed to more than one
> Dynastore family product
> in the past) -- and still no answer. Yet I've seen
> the odd posting from
> him on his forum.
>
> Very curious.
>
> Maybe the items I was interested in (Dynastore for
> DTN Realtime for one)
> he is no longer interest in. Either way, a response
> is better than
> silence.
>
> On Thu, 2004-07-08 at 09:34, TickTrader wrote:
>
> ATTACHMENT part 16 message/rfc822
> Date: Thu, 08 Jul 2004 12:04:18 -0500
> From: Abhijit Dey <omegalist@xxxxxxxxxx>
> To: tom <tebrun@xxxxxxx>
> CC: omega-list@xxxxxxxxxx
> Subject: Re: 2000i data from IB
>
> Look at http://www.hypertrader.it/hserverl.shtml
>
> * Works great; auto reconnection to TWS & all
> * I have been using them for last 6 months or so -
> flawless.
> * Can't beat price - FREE
> * As Jimmy Snowden noted in this list, they have
> been known to reply
> within 2-3 hours, on a sunday, independence day.
> (They being in Italy
> helps, I am sure)
>
> Abhijit <== Happy customer
>
>
> tom wrote:
>
> >Hello,
> >Has anyone has successfully got data into 2000i
> from IB?
> >If so, I'd appreciate any guidance in accomplishing
> that task.
> >Regards,
> >Tom
> >
> >
> >
> >
> >
>
> ATTACHMENT part 17 message/rfc822
> Date: Thu, 8 Jul 2004 13:06:05 -0400
> From: "TickTrader" <ticktrader@xxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re: 2000i data from IB
>
> Michael,
>
> He was at my office last Friday (we have some mutual
> project to finish). As
> far as I know he communicates with the users at
> www.dynastore.info Web site.
>
> TT
>
> ATTACHMENT part 18 message/rfc822
> Date: Thu, 8 Jul 2004 12:11:10 -0500
> From: "Hinton Clabaugh" <clabaugh@xxxxxxxxx>
> To: "'omega list'" <omega-list@xxxxxxxxxx>
> Subject: RE: 2000i data from IB
>
> Does HyperTrader Lite automatically reconnect to TWS
> after the nightly down
> period? I use MetaServer RT and have not found a
> convenient way to do that.
>
>
> Look at http://www.hypertrader.it/hserverl.shtml
>
> * Works great; auto reconnection to TWS & all
> * I have been using them for last 6 months or so -
> flawless.
> * Can't beat price - FREE
> * As Jimmy Snowden noted in this list, they have
> been known to reply
> within 2-3 hours, on a sunday, independence day.
> (They being in Italy
> helps, I am sure)
>
> Abhijit <== Happy customer
>
> ATTACHMENT part 19 message/rfc822
> Date: Thu, 08 Jul 2004 10:13:44 -0700
> From: Michael Watkins <mw@xxxxxxxxxxxx>
> To: omega-list@xxxxxxxxxx
> Subject: DTN Realtime to TS2000i Was Re: 2000i data
> from IB
>
> TT: I've supported and promoted DB in the past; and
> in the past he was
> generally quite responsive which is why I'm a little
> surprised. I
> suspect like most of us that wear multiple hats,
> he's just swamped.
>
> While I'm cluttering up the thread, is there any
> alternative to
> Dynastore for Tradestation users who want to use the
> DTN 8080 box via
> Ethernet?
>
> On Thu, 2004-07-08 at 10:06, TickTrader wrote:
>
> ATTACHMENT part 20 message/rfc822
> Date: Thu, 8 Jul 2004 21:28:02 +0400
> From: "Lists" <lists@xxxxxxxxxxxxxxx>
> To: "Hinton Clabaugh" <clabaugh@xxxxxxxxx>
> CC: <omega-list@xxxxxxxxxx>
> Subject: Re: 2000i data from IB
>
> The latest version of MetaServer does it. We sent
> notification to all clients few weeks ago. The
> problem ware related with TWS API,
> but they made changes in the latest version 8.x and
> not applications could handle automatical
> reconnection.
>
> Of course it is not so cheap as HyperLite Server:)
>
> Best regards,
> Andrew Nazarov
> ----- Original Message -----
> From: "Hinton Clabaugh" <clabaugh@xxxxxxxxx>
> To: "'omega list'" <omega-list@xxxxxxxxxx>
> Sent: Thursday, July 08, 2004 9:11 PM
> Subject: RE: 2000i data from IB
>
>
> > Does HyperTrader Lite automatically reconnect to
> TWS after the nightly down
> > period? I use MetaServer RT and have not found a
> convenient way to do that.
> >
> >
> >
> > Look at http://www.hypertrader.it/hserverl.shtml
> >
> > * Works great; auto reconnection to TWS & all
> > * I have been using them for last 6 months or so -
> flawless.
> > * Can't beat price - FREE
> > * As Jimmy Snowden noted in this list, they have
> been known to reply
> > within 2-3 hours, on a sunday, independence day.
> (They being in Italy
> > helps, I am sure)
> >
> > Abhijit <== Happy customer
> >
> >
> >
> >
> >
> >
> >
>
> ATTACHMENT part 21 message/rfc822
> Date: Thu, 8 Jul 2004 13:13:50 -0400
> From: "TickTrader" <ticktrader@xxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re: 2000i data from IB
>
> Yes, this price won't be beat :) but I prefer the
> good ol' things:
>
> - Never had a problem with a support (like Michael
> did). Actually I did not
> need any support for this program, as it simple as
> pair of socks;
> - Can feed two (or more, if I need that) computers
> with one IB account;
> - Works great with Dynaorder;
>
> TT
>
> ATTACHMENT part 22 message/rfc822
> Date: Thu, 8 Jul 2004 10:10:59 -0700
> From: ztrader <ztrader@xxxxxxxxx>
> To: Omegalist <omega-list@xxxxxxxxxx>
> Subject: Re: which Firewall / Security
>
> On Wednesday, July 7, 2004, 11:59:07 PM,
> ralf.bohnet@xxxxxxxxx wrote:
>
> Thanks for the excellent summary of security
> suggestions!
>
> rbqdd> and at last don't use Microsoft products to
> surf the web/look
> rbqdd> at your emails
>
> I'd put this at the TOP of the list. If you don't
> use any Microsoft
> products at all, you will avoid 99.9% of ALL the
> problems you mention.
>
> If you MUST run Windows to run something like
> Tradestation, put it on
> a separate box behind a router/firewall, and DON'T
> use it for anything
> else. If you have other boxes on a local net,
> isolate them from the
> Windows box. Windows is like smallpox - you don't
> want to be near it
> if possible. :-))
>
> ztrader
>
> ATTACHMENT part 23 message/rfc822
> Date: Thu, 8 Jul 2004 12:43:13 -0500
> From: "Hinton Clabaugh" <clabaugh@xxxxxxxxx>
> To: "'Lists'" <lists@xxxxxxxxxxxxxxx>, "'omega
> list'" <omega-list@xxxxxxxxxx>
> Subject: RE: 2000i data from IB
>
> Thanks Andrew. I must have overlooked the
> announcement.
>
> How do I proceed to upgrade? Is there a charge for
> registered users of
> earlier versions? I like the program and have had no
> problems with it.
>
> Regards,
> Hinton
>
>
> The latest version of MetaServer does it. We sent
> notification to all
> clients few weeks ago. The problem ware related with
> TWS API,
> but they made changes in the latest version 8.x and
> not applications could
> handle automatical reconnection.
>
> Of course it is not so cheap as HyperLite Server:)
>
> Best regards,
> Andrew Nazarov
> ----- Original Message -----
>
>
> > Does HyperTrader Lite automatically reconnect to
> TWS after the nightly
> down
> > period? I use MetaServer RT and have not found a
> convenient way to do
> that.
> >
>
> ATTACHMENT part 24 message/rfc822
> Date: Thu, 8 Jul 2004 21:44:53 +0400
> From: "Lists" <lists@xxxxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re: 2000i data from IB
>
> No charges as usualy. I sent the notification to you
> privately.
>
> Andrew
>
> ATTACHMENT part 25 message/rfc822
> Date: Thu, 8 Jul 2004 12:50:54 -0500
> From: "Hinton Clabaugh" <clabaugh@xxxxxxxxx>
> To: "'Lists'" <lists@xxxxxxxxxxxxxxx>, "'omega
> list'" <omega-list@xxxxxxxxxx>
> Subject: RE: 2000i data from IB
>
> Thanks for the prompt service, one of the reasons I
> like MetaServer.
>
>
> No charges as usualy. I sent the notification to you
> privately.
>
> Andrew
>
> ATTACHMENT part 26 message/rfc822
> Date: Thu, 8 Jul 2004 19:54:27 +0200
> From: "Jim Booner" <jim_booner@xxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re: 2000i data from IB
>
> i guess here comes a very naive question from an eod
> trader but from where
> will you get the data if you are not the whole
> session online?
> can you get from IB the missing data after the day?
>
> i assume that neither dynaorder or hypertrader will
> collect the missing data
> after you go online again. or if you are some days
> out of the office, how
> will the data gaps be closed?
>
> thanks for enlighten me <g>
> jim
>
> ATTACHMENT part 27 message/rfc822
> Date: Thu, 08 Jul 2004 13:04:44 -0500
> From: Abhijit Dey <omegalist@xxxxxxxxxx>
> To: Jim Booner <jim_booner@xxxxxxx>
> CC: omega-list@xxxxxxxxxx
> Subject: Re: 2000i data from IB
>
> No historical data with IB. If you haven't collected
> it, you don't have
> it. You have to make different arrangements to close
> the gap, using data
> from some other sources.
>
> Abhijit
>
>
> Jim Booner wrote:
>
> ATTACHMENT part 28 message/rfc822
> Date: Thu, 08 Jul 2004 12:15:26 -0500
> From: Abhijit Dey <omegalist@xxxxxxxxxx>
> To: Hinton Clabaugh <clabaugh@xxxxxxxxx>
> CC: "'omega list'" <omega-list@xxxxxxxxxx>
> Subject: Re: 2000i data from IB
>
> Yes, It does.
>
> Hinton Clabaugh wrote:
>
> >Does HyperTrader Lite automatically reconnect to
> TWS after the nightly down
> >period? I use MetaServer RT and have not found a
> convenient way to do that.
> >
> >
> >
> >Look at http://www.hypertrader.it/hserverl.shtml
> >
> >* Works great; auto reconnection to TWS & all
> >* I have been using them for last 6 months or so -
> flawless.
> >* Can't beat price - FREE
> >* As Jimmy Snowden noted in this list, they have
> been known to reply
> >within 2-3 hours, on a sunday, independence day.
> (They being in Italy
> >helps, I am sure)
> >
> >Abhijit <== Happy customer
> >
> >
> >
> >
> >
> >
> >
> >
>
> ATTACHMENT part 29 message/rfc822
> Date: Thu, 08 Jul 2004 13:21:04 -0500
> From: Abhijit Dey <omegalist@xxxxxxxxxx>
> To: "'omega list'" <omega-list@xxxxxxxxxx>
> Subject: CME / GLOBEX trade bust news available
> somewhere?
>
> ER2 just had a spike a while ago. I usually check
> this against the
> GLOBEX time & sales file, but is there someplace I
> can look at to see if
> any trade busts are involved? Like right now?
>
> Thanks,
>
> Abhijit
>
> ATTACHMENT part 30 message/rfc822
> Date: Thu, 8 Jul 2004 11:41:19 -0700
> From: "indextrader" <indextrader@xxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re: CME / GLOBEX trade bust news available
> somewhere?
>
> For those relying too much on past russell 2000
> trading behavior, this is an
> example of an index undergoing deep changes. With
> volatility drying up
> everywhere, everybody and their cousin is going to
> the last decent trending
> index available. Problem is, it too will soon become
> trendless/unreliable
> and different from the past.
>
>
> ----- Original Message -----
> From: "Abhijit Dey" <omegalist@xxxxxxxxxx>
> To: "'omega list'" <omega-list@xxxxxxxxxx>
> Sent: Thursday, July 08, 2004 11:21 AM
> Subject: CME / GLOBEX trade bust news available
> somewhere?
>
>
> > ER2 just had a spike a while ago. I usually check
> this against the
> > GLOBEX time & sales file, but is there someplace I
> can look at to see if
> > any trade busts are involved? Like right now?
> >
> > Thanks,
> >
> > Abhijit
> >
> >
>
> ATTACHMENT part 31 message/rfc822
> Date: Thu, 8 Jul 2004 09:41:19 -0700
> From: "Rod Wheeler" <yukonspirit@xxxxxxxxx>
> To: "Omega-list" <Omega-list@xxxxxxxxxx>
> Subject: RE: 2000i data from IB
>
> Hiya Tom,
> Yep, Metaserver RT 3.0 for TWS. I have been an
> interday user for 6 months.
> It isn't free but it's not an arm and a leg either.
> There may be others
> ways to feed TS 2000 with the IB feed as well.
>
> One caveat, the IB feed is a time slice of the
> market, every .35 seconds or
> so I think. If you use short-term tic charts, there
> may be some challenges
> to getting your indicators and systems 'tuned' to
> the different way of
> looking at the markets.
>
> No affiliation, blah, blah, your mileage may vary.
>
> Hope this helps
> Rod
>
>
> -----Original Message-----
> From: tom [mailto:tebrun@xxxxxxx]
> Sent: Thursday, July 08, 2004 9:21 AM
> To: omega-list@xxxxxxxxxx
> Subject: 2000i data from IB
>
>
> Hello,
> Has anyone has successfully got data into 2000i from
> IB?
> If so, I'd appreciate any guidance in accomplishing
> that task.
> Regards,
> Tom
>
> ATTACHMENT part 32 message/rfc822
> Date: Thu, 08 Jul 2004 14:03:30 -0500
> From: Abhijit Dey <omegalist@xxxxxxxxxx>
> To: indextrader <indextrader@xxxxxxxxxxxxx>
> CC: omega-list@xxxxxxxxxx
> Subject: Re: CME / GLOBEX trade bust news available
> somewhere?
>
> Sure, we would then go trade something else 8D...
> selecting a decent
> market to trade is part of the traders job.
>
> EMD (S&P Midcap 400) looks very much like ER2 did
> about an year ago..
> need some more liquidity. Currency futures doing
> great. As futures
> trading is only a minuscule portion of cash forex,
> overtrading isn't
> likely to become an issue anytime soon in FX futures
> (just my HO).
>
> Oh well.. we would see when doomsday comes and
> everything in sight is
> arbed to death.
>
> indextrader wrote:
>
> ATTACHMENT part 33 message/rfc822
> Date: Thu, 8 Jul 2004 12:31:52 -0700 (PDT)
> From: Kirk Walker <traderkirk7@xxxxxxxxx>
> To: Ross.Bond@xxxxxxxxxx
> CC: Omega <omega-list@xxxxxxxxxx>
> Subject: Re: Forex Data
>
> Ross,
>
> I have tried several sources, but the easiest I have
> found for daily or recent historical data (20+ years
> of daily, about a month of 5 min intraday or a week
> of
> 1 min data) is through MetaTrader. It is free
> software and the demo account to use it is free
> also.
> Just sign up for a demo account (I used
> http://www.alpari-idc.com/ but I think there are
> several others that provide MT for free), then load
> the chart. From there you can go into the Tools
> menu
> and select "History Center". It will list all of
> the
> data resolutions you have pulled into a chart and
> from
> there you can export the data in ASCII format. This
> data can also be used to feed TS2k using free tools
> like the stuff at Hypertrader.
>
> Another source is a web based broker that will
> compile
> an ASCII file for you to download. It is also free.
>
> The site is:
> http://www.fin-rus.com/analysis/export/default.asp
>
> Hope this helps. I am on the digest so I apologize
> ahead of time if someone has already posted this
> info.
>
> Kirk
>
>
>
>
> ATTACHMENT part 34 message/rfc822
> Date: Thu, 08 Jul 2004 15:33:11 -0400
> From: tom <tebrun@xxxxxxx>
> To: omega-list@xxxxxxxxxx
> CC: TickTrader <ticktrader@xxxxxxxxxxxx>,
> omega-list@xxxxxxxxxx
> Subject: Re: 2000i data from IB
>
> Thanks everyone for all of the info. Most helpful!
>
>
> > Regards,
>
> Tom
>
> ATTACHMENT part 35 message/rfc822
> Date: Thu, 8 Jul 2004 14:45:11 -0500
> From: Jimmy <jhsnowden@xxxxxxxxxxxxx>
> To: Omega-List <omega-list@xxxxxxxxxx>
> Subject: Re:emailometer indicator
>
> This indicator is not something I will share but I
> will mention how it
> works. I have a meter on my Omega list email. If
> traffic is below a
> certain level then certain systems are working
> really well so I use
> a system for that type of market. If the email
> traffic is above that
> certain level then I use the Summer Doldrums systems
> to trade.
> Performance results are astounding, but as you might
> notice when the
> emailometer indicator is very low or very high I
> rarely post to the
> list. I just can't because my systems are just
> running wild in the
> market making tons trades. So if your systems are
> not giving you much
> action you might consider a emailometer of you own.
>
>
> --
> Best regards,
> Jimmy
> mailto:jhsnowden@xxxxxxxxxxxxx
>
> ATTACHMENT part 36 message/rfc822
> Date: Thu, 8 Jul 2004 13:39:18 -0700 (PDT)
> From: "Alex Matulich" <alex@xxxxxxxxxxxxxx>
> To: <tebrun@xxxxxxx>
> CC: <omega-list@xxxxxxxxxx>
> Subject: Re: 2000i data from IB
>
> > Hello,
> > Has anyone has successfully got data into 2000i
> from IB?
> > If so, I'd appreciate any guidance in
> accomplishing that task.
>
> I have a page on my web site that explains how to do
> this:
>
> http://unicorn.us.com/trading/IBTSfeed.html
>
> -Alex
>
> ATTACHMENT part 37 message/rfc822
> Date: Thu, 8 Jul 2004 13:49:36 -0700 (PDT)
> From: "Alex Matulich" <alex@xxxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re: 2000i data from IB
>
> I haven't tried the lastest version, but the times I
> have tried
> HyperServer Lite in the past (about 6 months ago was
> the last time), I had
> to give it up in frustration. The reason is that it
> disables or loses the
> symbol dictionary, and you have to fiddle or tweak
> it or change a setting
> to get it to recognize anything in the dictionary --
> but then the feed
> won't work. When it was active, the symbol
> dictionary was unavailable.
>
> MetaServer, on the other hand, was totally
> transparent. I could use any
> symbol in the dictionary, and it would connect to
> TWS and get a feed.
>
> Maybe HyperServer has changed. I'll try it again,
> but my last two trials
> didn't end well.
>
> -Alex
>
>
> > Look at http://www.hypertrader.it/hserverl.shtml
> >
> > * Works great; auto reconnection to TWS & all
> > * I have been using them for last 6 months or so -
> flawless.
> > * Can't beat price - FREE
> > * As Jimmy Snowden noted in this list, they have
> been known to reply
> > within 2-3 hours, on a sunday, independence day.
> (They being in Italy
> > helps, I am sure)
>
> ATTACHMENT part 38 message/rfc822
> Date: Thu, 8 Jul 2004 13:54:07 -0700 (PDT)
> From: "Alex Matulich" <alex@xxxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re: 2000i data from IB
>
> > i guess here comes a very naive question from an
> eod trader but from
> > where will you get the data if you are not the
> whole session online?
> > can you get from IB the missing data after the
> day?
>
> EOD data is best obtained from EOD sources. I get
> realtime data from
> Interactive Brokers, but I get my EOD data from
> Pinnacle.
>
> > i assume that neither dynaorder or hypertrader
> will collect the missing
> > data after you go online again. or if you are some
> days out of the
> > office, how will the data gaps be closed?
>
> They aren't. Interactive Brokers does not offer a
> historical feed, only a
> realtime feed.
>
> -Alex
>
> ATTACHMENT part 39 message/rfc822
> Date: Thu, 8 Jul 2004 13:57:09 -0700 (PDT)
> From: "Alex Matulich" <alex@xxxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Re:emailometer indicator
>
> > This indicator is not something I will share but I
> will mention how it
> > works. I have a meter on my Omega list email. If
> traffic is below a
> > certain level then certain systems are working
> really well so I use a
> > system for that type of market. If the email
> traffic is above that
> > certain level then I use the Summer Doldrums
> systems to trade.
> > Performance results are astounding, but as you
> might notice when the
> > emailometer indicator is very low or very high I
> rarely post to the
> > list. I just can't because my systems are just
> running wild in the
> > market making tons trades.
>
> So... if you want to have more trading activity, you
> could post a flurry
> of messages to the list to cause the emailometer to
> indicate a high
> reading.
>
> -Alex
>
> ATTACHMENT part 40 message/rfc822
> Date: Thu, 8 Jul 2004 14:55:11 -0700
> From: "Mike Barna" <tsda@xxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: Options Backtesting
>
> The equity curve generation options backtest engine
> with configurable
> combinations, entry/exit strategies and volatility
> plays is complete using
> a theoretical options price engine using binomial,
> BS and Bjerk-Stens.
> The alpha "options data base look up engine" has
> been developed.
> It has been very interesting to actually "test" some
> strategies extolled
> by individuals. (I have not done a dispersion engine
> yet)
> As expected, the theoretical pricing models need
> layered distributions
> and skews to adequately correlate to reality. There
> is a lack of literature
> on correlating models to actual data (amazing to me)
> and all the options
> modelers
> I've talked to acknowledge that the models don't
> reflect reality well at all
> and have
> looked to me to calibrate them with embedded
> distributions I empirically
> generate.
>
> This is a project in itself so I am asking the
> community if anybody (for
> sale) has a calibrated
> Binomial (100 layers) or Bjerk-Stens model that
> reflects reality verified by
> error metrics
> (SPX, OEX and S&P futures to start)
> OR
> Is anybody interested in a "paid" project to
> complete this?
> Thanks,Mike
>
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