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    TOS Changes Clearing Firm

    I got my email on that today. Subject "The final step in your transition to TD Ameritrade", so I pinged the trade desk. Here's what they told me Forex accounts will stay wherever they. Futures will stay with Pension. I've a portfolio margin account (options/stocks), that one will move to TD...
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    Weekly results of a wanna B algo trader - 2011

    Let's get the crap out of the way. I blew 5 grand this week. I've got hit by a major gambling urge yesterday and blew 7k5 in a single day (S1 and S81 show the results). Averaging into losers and just being a complete trading rookie. Not sure why this happened, obviously not the first time it...
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    TOS Changes Clearing Firm

    How did you figure out there may be a clearing firm change, did you get an email? Does this impact the tax tools that TOS had (I think they were actually Pension's)? I like Pension, I think Lightspeed also clears through them.
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    60 Minutes: HFT

    Fully agree with your post. 1. I think HFTs have a legal competitive advantage because of speed (and they obviously have to pay quite a bit of money for that) 2. I don't think they make or brake a trader's success if the trader has a successful strategy. 3. I am fully convinced some are...
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    TWS API Help: Day's Opening Price

    It is 14. I've had some issues with that in the past as well. I don't think it ever shows up on the simulator (edemo/demouser) It does show up in the paper trading account and in the live account. Also make sure you restart TWS daily, I've used IBController in the past and that also...
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    Backtesting with Interactive Brokers

    I'm not sure but you may be right. IB for sure doesn't have a continuous futures contract but you may be able to get historical pricing on individual contracts and roll over during the expiration week (and adjust the spread obviously). For sure not as easy as some of the other platforms, if...
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    Backtesting with Interactive Brokers

    IB's data is available a year back and is available in 1 second, 5 second and 15 second bars (ohlc). It's obviously also available in longer timeframes. http://www.interactivebrokers.com/php/apiguide/interoperability/dde_excel/tabhistorical.htm It is correct that they throttle the...
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    Weekly results of a wanna B algo trader - 2011

    One more thing before I'm shutting down for this week. Watch the last minute of this video http://www.babelgum.com/channels/180638/clips/5003509 (Actually if you've never seen it watch the entire floored documentary, it's pretty good). That's how I felt this week as well. Two weeks ago S81...
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    Weekly results of a wanna B algo trader - 2011

    Not a great week but an awesome Friday (Made 3 grand today and got the week to a green close). Made 1k6 for this week and eliminated last week's losses. Pretty good considering the S&P 500 sucked big time this week. Earnings season is finally here and S2 is finding trades again; it's in google...
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    Gambler vs Trader

    Chances are that you're used to a higher level of income/life style and that higher income provided you the chance to pay off your home/car/debt. 60k/year (you'll still have to pay taxes on that money) and more time on your hands is probably not going to cut it. Now if you make 60k a year on 50k...
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    Gambler vs Trader

    That's actually my blog ;) http://theclosetgambler.com I'm definitely not denying the gambling aspect of it ;)
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    Anyone live in Denver?

    I live southwest (roxborough). Don't know if there's much of a community though, invesco has some presence downtown and there are some independent folks in boulder.
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    Weekly results of a wanna B algo trader - 2011

    Correct, all strategies (but S2) are mean reverting. Position sizing is based on a % of the overall account value. Some of the delta neutral strategies also include a VIX component. If VIX > 18 then standard position sizing is done. If VIX 16-18 half of the position sizing is done If VIX is...
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    Weekly results of a wanna B algo trader - 2011

    Another down week (Down 1k6) but got somewhat lucky on Friday. Overall my systems have hit a rough spot right now and S21 gave up way more than I thought it would absent a market crash. I guess it never works perfect even when you think it does. I'm still happy we sold off today, it was a much...
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    Weekly results of a wanna B algo trader - 2011

    jd, thanks for your support, I truly appreciate it. It just sucks when you've had a bad week (like last week) and then things don't look any better the following week, but you're right I should be happy with my results this year so far. I'm still on track to achieve my yearly goals.
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    Test Poll: Which system would you want to trade

    thanks for the unsolicited English lesson. If you'd put more time into researching how you can automate these activities you'd spend less time acquiring daily price data, preparing order sheets, reconciling statements or placing new orders. I trade automated and after I've researched how to...
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    Weekly results of a wanna B algo trader - 2011

    Another shitty trading week so far. I've uploaded my current results and comparison to the S&P. I've created an online poll, blue is my trading performance, red is if I'd just buy SPY and let it ride. Considering the effort I'm putting into my trading it doesn't seem to pay :(...
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    Test Poll: Which system would you want to trade

    Would you trade the blue system if you'd have to spend two hours per day on research compared to 0 research and just buying and holding the red system (S&P 500 SPY)? Uploaded with ImageShack.us
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    300% Annual Return -- Fully Automated

    Same here frosty, keep the dream alive !!!!
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    300% Annual Return -- Fully Automated

    Sorry to hear that Frosty; Once you've retrained, can you post another ES equity curve using out of sample data. thx engine
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