• Currently, the SMTP process runs on 2 PC's using MS Excel 2010.

 

• 12 seperate files are in active use during market hours

 

1. 7x SMTP Excel 2010 macro-enabled spreadsheets (>50MB each)

2. Quote import and Quotes data transfer spreadsheets.

3. Excel Dynamic Data Exchange file (DDE)

4. Medved Quotetracker

5. Interactive Broker Trader Workstation (TWS)

 

• Application programming interface (API) is configured to enable communication between DDE and TWS.  Trades are pre-formatted in the SMTP Excel file to match DDE configuration - once copied to DDE, a macro executes transmission to TWS and the trade is placed.

 

• Real-time quote data is copied from Quotetracker to SMTP using a Fetched Page in .csv format.

 

• The entire process is timed to repeat at 7-15 minute intervals throughout market opening hours.  Among the benefits of this automation are avoidance of "fat-fingered" trades.

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• The "Performance" section of this website conveys the daily trading activity.  It is manually updated approx 1 hour after market open, though it is intended to provide more frequent automatic updates in the future.

 

• The modular design of the trading software means that multiple algorithms can be evaluated simultaneously with the 2 trading algorithms.  Currently, 800+ variations are being tested, but this will increase as PCs are upgraded.

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• Note that the SMTP file nor its associated files are available to distribute right now.  Any business proposal is currently based on the trading results only, which is updated daily in the Performance section of this website.

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