Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

Search the Community

Showing results for tags 'tws'.



More search options

  • Search By Tags

    Type tags separated by commas.
  • Search By Author

Content Type


Forums

  • Welcome to Traders Laboratory
    • Beginners Forum
    • General Trading
    • Traders Log
    • General Discussion
    • Announcements and Support
  • The Markets
    • Market News & Analysis
    • E-mini Futures
    • Forex
    • Futures
    • Stocks
    • Options
    • Spread Betting & CFDs
  • Technical Topics
    • Technical Analysis
    • Automated Trading
    • Coding Forum
    • Swing Trading and Position Trading
    • Market Profile
    • The Wyckoff Forum
    • Volume Spread Analysis
    • The Candlestick Corner
    • Market Internals
    • Day Trading and Scalping
    • Risk & Money Management
    • Trading Psychology
  • Trading Resources
    • Trading Indicators
    • Brokers and Data Feeds
    • Trading Products and Services
    • Tools of the Trade
    • The Marketplace
    • Commercial Content
    • Listings and Reviews
    • Trading Dictionary
    • Trading Articles

Calendars

There are no results to display.


Find results in...

Find results that contain...


Date Created

  • Start

    End


Last Updated

  • Start

    End


Filter by number of...

Joined

  • Start

    End


Group


First Name


Last Name


Phone


City


Country


Gender


Occupation


Biography


Interests


LinkedIn


How did you find out about TradersLaboratory?


Vendor


Favorite Markets


Trading Years


Trading Platform


Broker

Found 2 results

  1. DOM -- Excel / IB Author: mikeytrader 1. This DOM uses IB feed through standard IB DDE connection. 2. Data is replaced instantly in each cell. -- The performance is good because there is no excessive calculations. 3. Left most section shows the DOM Ladder, 3 columns, price, size, accumulated size. I colored the ask side with green and the bid side with red, but only colored to the largest size in each level. This allows you to see the wall easily. The yellow color is used to show which side has the largest accumulated size. 4. Middle section, For each of the 5 levels of the DOM a Horizontal bar expands or contracts base on the corresponding size. 5. Right section, Similar to the DOM ladder on the left side, this only shows the biggest wall amongst the 5 levels of each side, plus the immediate inner pair. Instructions: 1. Save xls to hardrive 2. Launch IB 3. Make sure IB under configure>>api>>enable dde and enable active-x are turned on 4. Open xls; when prompted to "update" just say no 5. type in your IB user id in cell B47 and make sure B48 is the current contract and hit enter 6. save the xls 7. click on the setup button 8. ib data should start to update. The next time you open the xls you can chose "update". p.s. 1. you will need a basic knowledge of Microsoft Excel to use this. 2. this worksheet is a few years old, you will need to update the symbol to the current contract. (see #5 above) . domib.xls
  2. After paper trading (again) for some time, I'm evaluating brokers/platforms. Using the TWS feed for the first time (with ZeroLine trader front end) it looked like WWIII had broken out on the YM contract. 1m bars were ranging 100 ticks. My buy stop netted 400 ticks in 5 minutes! Woohoo! Sadly, not only was the range offset from reality by ~ 1000 ticks, the volume of each bar was almost identical, a la constant range/volume bars. As far as I know demo data is delayed, but the YM September contract had the correct time stamp on the T&S. Are they using fantasy data? I made a movie this morning of TOS vs. IB Dom and T&S. I'd appreciate a nudge in the right direction if I've completely missed the boat on this. It's difficult to make a meaningful eval under these conditions. http://www.screencast.com/users/Brookwood/folders/Jing/media/58abed6a-5d6a-4f47-a04f-786ac75fce50
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.