Recent content by Asterix

Bit late to the thread... If you have not read it yet, I strongly suggest the following book to anyone dealing with depression: I Don't Want to Talk About It: Overcoming the Secret Legacy of Male Depression

for example: The Quant Meltdown August 2007 https://www.researchgate.net/publication/273768849_The_Quant_Meltdown_August_2007_The_Quant_Meltdown_of_August_2007

If the pnl of n trades is below -2 sigma (based on stats I have), then I start looking in more depth what has changed or if anything went wrong. Process control.... For example:

You mean this fifo rule or in general? I have been using it with wine forever. I found some youtube tutorial how to set it up for development and debugging AT code. Can share it you if you need it...

What I am doing, and works for me, is to keep a 20 day moving average of green days profits, and use that as a cutoff max loss for the day. So I know if I hit the max loss, then the next day I have a good chance to make it back. Of course, if you have more algorithmic entries, then it is not a...

First I did not understand what are you doing in the micros with small account with such a good hit rate and edge.... What happens to your overall results if you put in a daily max loss limit ? Would it help?

I also recommend SierraCharts. You can set it up as you wish. If it is not implemented, you can implement it as a custom indicator. But I quickly checked and you can adjust it to Last In First Out fill matching for open position average price. Also, I use SierraCharts in Linux, so Mac should not...

Are you a profitable manual / discretionary trader?

Did you write your own python application or you went with one of the existing ones (zipline , backtrader, etc) ? It seems neither zipline or backtrader supports volume based charts / data.

"The dean is presiding over a faculty meeting when a genie appears and offers him one (and only one) of three wishes – Money, Fame, or Wisdom. The dean replies “That’s easy; I’m a scholar; I’ll take wisdom”. The genie waves his hand and vanishes in a puff of smoke. The smoke clears to reveal...

If we are at it: How will they do the big reset?

You are right. I was "speed reading". Sorry about that... Anyway, it will be an interesting period to watch and trade.

C'mon. You changed your view? ;-) We had this discussion once...

Good that you found Mark's version working for you. For me the 922.6 build worked with IBController out of the box and did not have to do any update or modification. I guess it is the same for others since there was not much bug reports here. May be your java version is not up to date...

Nice call. But Why short squeeze and not trend cont.? If just a squeeze we should fall back below 86.00, shouldn't we?