Recent content by kauflaune

I am with IB since 2008 and had no such issues for more than 3 years. When the re-challenge popup happened to me for the first time, I opened a ticket on the same day January 26, 2012 and was a few days later advised by IB to opt out the security device just for TWS. Even though I set up an IP...

I got re-challenged on Thursday and on Friday again. Very frustrating. Saved a screen shot and all the log files. I'll pm kostia00 with the ticket number, hope that helps.

The point is to improve gain to pain ratios, like Sharpe ratio. Or net profit / max drawdown. Gain to pain ratios are improved by adding the losing anti-correlated strategy. A*2 has much larger drawdown of course. Same gain to pain as A alone.

In the picture, Equity A is winning. Equity B is losing but anti-correlated. The drawdown of the combination A+B is so low that this portfolio can be traded with higher leverage, therefore has a higher return and at the same time, a lower drawdown than A alone. In practice, a losing counter...

Best thread on the topic I know of: Blending noncorrelated (or anti-correlated) equity curves http://www.tradingblox.com/forum/viewtopic.php?t=8342

Predictions by themselves are useless. What counts is acting on predictions and making actual trades. Even an objective and falsifiable prediction, like ES will go up 5 points before it declines 5 points, is not a trade as there are numerous ways to act on that. Would you buy market now, enter...

Yeah I remember that's a TS feature, the composite symbol BO.C which is pit and electronic copied together. With an average trade of around $60, your system seems tradable, considering the small BO tick size of $6. Not bad, I never thought of trading the more exotic markets.

Your SSD needs the same BIOS setting that it had before. If it was AHCI and you change this, it will no longer boot. I'd say just try and see what happens. There's also migration software to avoid re-install when upgrading like Paragon Drive Copy.

Just to clear up, BO is soybean oil? You're obviously using the pit traded contract starting 1972. Is the pit contract identical to Globex? I mean do you get the same backtest in recent years? What's your average trade in ticks?