Recent content by ratan961

My systems got killed this past February (Jan. 30th through Feb. 9th specifically) - losses exceeded my previously-backtested expectations. I've spent some trying to come up with a technical indicator or something that would have flagged and caused me to stop trading during this time period. But...

I'm loading the data into a database currently. And I'm trying to avoid Windows entirely to keep things simple, so using a VM doesn't help a lot there.

I don't want to have to write my own API code to pull the entire US market down. I'd like a prepackaged solution to download to something like CSV. Are there any tools to go along with those?

Currently using CSI on a Windows machine, but trying to switch over to just Linux. I'm having trouble even finding a software option for non-Windows OS. Are there any out there? TIA! Joel

I have in my head a metric that captures how well my real trading follows backtested results - but I don't know what to call it. Is there an official name for this concept? Thanks! Joel

I also submit a bunch of LOC orders that rarely get filled. Have you found a workaround for this? Did you ever try contacting IB Customer Service?

You're still not understanding the responses from the previous posters. The fills you see published on sites like Yahoo Finance or from data vendors are probably the first fills from the NMS. These are not the official opening prints from the NYSE, which is the price you're going to get with an...

Can anyone tell me how I can have a better attempt at trading at the "consoliated" prices instead of the official NYSE open? I use IB, so is there any order type or routing I could use? I'm still seeing the official NYSE opening prices varying widely (>1%) from the consolidated prices and it's...

Can any please describe to me the difference between the FIFO P&L and MTM P&L on my IB (yearly) statements? The FIFO amount makes sense to me, it's basically the proceeds - cost, but I can't figure out the MTM values. I know IB has a statement out saying that their "cost basis" calculations are...

Hi Don, maybe I've missed this in previous explanations of the strategy, but are you only trading on the NYSE? Does this strategy also work with Nasdaq stocks, or do you feel the presence of a Specialist is an integral part of the strategy's succes? Thanks!

I'd also like to know if there a better, free, source for the official opening price. But even though I know Yahoo Finance doesn't have the most accurate data, it used to be pretty close where as now it is not.