Recent content by JoeAnonymous

I traded ES (well, MES) on IB's paper trading platform using their API. For testing of algorithms, I went with market orders. The spread is very small most of the time (like 1 tick) if liquidity is high enough. ES is very liquid a lot of the time, I believe. Or if you are going long, you could...

I have the HK trading permissions on my IB account, but I do not use them. Last week I think, I got an update requiring me to re-certify my location (not in US), before I could continue to keep this permission. So perhaps this restriction only applies to US citizens or people based in US? I am...

Hello Guys, That quantstrat strategy rode for a year or more at which point I decided I could not reconcile live behavior with backtesting. I did not lose or gain much, market did well during that time. Since then I have used other tools, Zipline locally and Quantopian online, tried...

Alright I am still trading on this, but not much movement. I am up like 700USD or something since I started.

Alright so a while ago I entered market at about 22K USD. I was not seeing much movement because any upward momentum was being negated by transaction costs, so I went in at about half the capital I am planning to invest which is 22K USD (out of 42K USD starting capital). The brexit caused some...

No updates really.......... this is getting boring. I am like plus 20USD. Of course if I disregard transaction costs (50+ transactions) I am up by 70-80USD or more. On 4k that is not bad, 1.5-2% return in a couple of weeks. I am just thinking this is too slow and I need to increase to maybe...

Hm that is interesting. I found this as well: http://www2.deloitte.com/content/dam/Deloitte/global/Documents/Tax/dttl-tax-taiwanhighlights-2016.pdf It seems to suggest I will not be taxed in Taiwan and not have any deductions either. I read about the W8 and W8-BEN forms. Since I am a resident...

Well, I am more confused than most here about tax haha! I just started trading some stock this year and I have a broker in the US. I wired money into their account and commissions come out of that. I am thinking next year I may have to print out all the tax related documents and reports I can...

So.. I am Dutch maybe I should move back to Holland? I live in Taiwan and I pay tax in Taiwan. I just started trading some stock this year. How does Taiwan tax trading? I know I should do my own due diligence, but I found all the information I found confusing. It looks like Taiwan just decided...

IB pointed me to a video about how to create a bracket order using an OCA group and that works, except when submitting the SELL LMT part of it I get a message my account has not been enabled for going SHORT. Need to wait what they say. In the meantime I have a SELL LMT and TRAIL STOP on some of...

C# is for Windows mostly somebody correct me if I am wrong. But take Interactive Brokers for example. They have a slew of programming languages that you can use with their API some of them pretty exotic and others hard to get into such as C++ and C#. You can also use Python though, by using...

Wow so much stuff going on I feel. I managed to get my backtesting software in sync by manually entering trades as they occured in real life. That way I can follow along and correct discrepancies as they pop up and enter trades manually where they were different. I did notice one difference...

Hello I am sorry to revive a dead thread, but how would one go about this if one were unable to "short" stock ? My account hasn't been enabled to short stock. I can create bracket orders when I buy. The other day I attached a bracket profit taking GTC SELL LMT and DAY TRAIL STP. The DAY TRAIL...

Well let's make some assumptions: 1. There is a superior system called system X with high annual results low drawdowns, good sharpe ratio and presumably future resistant 2. The owner of the system has no capital and no means to get capital 3. The owner wants to sell it because they have no other...

I used IB paper trading previously. However I found when doing LMT buys I was always being filled at the LMT on the demo account, no matter how low or high I chose it. Sometimes my very high sell LMT was being hit randomly, with actual data not matching. But I think once you have an actual live...