Recent content by savagemp5

Yes i agree TS. With some good profits on my trading style im makin money in almost any conditions, based on what you said, no attached emotions, cut losses quick, change and think quickly. Oh yeah, i actually get bored with things fast and so fast... Developing profitable strategies is always...

im no longer running it though on my IB TWS. Sold my shares and bought a house LOL

If your not living in US = Singapore, pls dont throw my face... The questions you've asked are quite stupid, after going thru the entire thread here. Here you are asking abt stat arb and there you are wondering about currency risk or comms trade or backtest platform questions. Pls read up on...

So u are talking about a $0.10 options becoming $5 or $0.20 becoming $10 hence the 5000%. #1 Problem is would u have bet everything on that 10 or 20c options ? Chances are you wouldn't maybe u took 5-10% of ue entire pot to bet on it. So its more of like a 50x ur 10% pot, which means u only...

yada yada yada.... no wonder the IB support staff gave u funny answers, cos u asked alot of funny questions. I've no problem with trading different markets at different times, Mind u im From Singapore and I have to adjust my code twice every yr all thanks to US daylight saving, and the...

I've been in ur shoes, few yrs back, i know this feeling. You basically hv an atuomated trading and its fun to watch the no. of trades + the open and close prices.... Heres 1 way, though i wont tell u how. Sit in front of your computer and watch ur trades, watch it for 3, 6 months. Everytime...

If you are that smart, developing algos on ib tws, then you realize that the executing/order time is based on your computer settings, not the application or market's time, because it simply doesnt know. Say im in Singapore and I trade US stocks, I have to adjust 12 hrs, Japan asian trading is...

There is always a slight chance your system will hit 5 times of the 2% - lose 100 times bet in a row. After that you get strike out ?

i only had a few successful trades for box spreads... usually u can't fill all 4 legs at 1 time, but u could try to pread out the order separately, but quickly (eg saved orders first) or use 2 different platform. Its unlikely the market makers will fill ur spread box in 1 order, becos tat...

hint: Like I kow humans have to eat somewhere between 11:30am - 1:30pm :)

U do realize that there's alot of ppl, who've replied you, are way above your level now. U shld be the one to stop telling ppl you've made 30-40% on backdated data. Like I said, lets start with your own money, like a $100,000 (dont talk to me with $5,000 and it runs up to $10,000 and you've...

doesn't really matter if you post it up here or not. Forward data means u can anticipate and act accordingly, either stopping further losses, and capturing more Alpha. End of day u dun answer to elite traders forum. U answer to ur own acct. I've been doing this forward testing for 2-3...

I think need forward testing. No point huggin to all the backdated data and applying a simply buy and hold algo and claim u are making 30% / yr.

i do have the same sentiment, lazy method of using (b + a) /2. But options wise i might need to do another algo just to filter those b/d spreads that are too wide like a/(a-b) must be < x%. Well thx ill play around with those values

hi 2rosy, thanks for ur input. Because taking in 1 data is easier than taking in 2 data and then comparing them, hence didnt wanna program in b/a. What about the options pricing. Any solutions with that to make it easier on automation ?