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That's all nice an well, i am a short term trader myself, but with FX the big banks that exchange money on behalf of the general public will be under pressure from these longer trends much more sustainably. It's simply statistics. So, in my view, and that's just my opinion, it might pay off for...

maybe if you try 9 to 1 risk/reward you can get 90% ? not sure just sayin' good luck btw, the USDCAD has a long downward trend. FX keeps it's megatrends really well. i'd only do short trades on that, so again, good luck. i'd put a target at 0.9930...

To get accurate slippage you need to simulate the order book. That is almost impossible because of so many unknowns, as well as how/when/why the MMs will give you a price vs when they won't participate. In many of my strategies I have to use stop orders (for entries) which convert to Market...

Insider buying means anything? 2012-07-24 Gates Richard J. Purchase 5,000 shares at 13.48 value 67,400

Good point, it's true that, it's just that it's fully automated and my options trading modules have only been tested for the very basic functionalities. I'll get to that in a few months.

I have about 20 excellent systems for each of the scanned 930 stocks, approximately 19000. They are autogenerated, and in total, my CPUs have produced well close to a billion strategies by now. I run only 14 (up to 20) on real money because of the correlations (ie diversification) and capital...

I'm working on my backtester and I'd like to be sure I'm simulating stop triggers with full accuracy, using Interactive Brokers. I think I know what each of the trigger methods is supposed to do, but I'm seeing slight differences compared to the last/bid/ask in my feed vs when they really get...

That's right, IB to my knowledge doesn't provide real tick data. If you want to use what others have recommended here, you will run into a lot of walls. I strongly recommend you get a data feed separately, and only use IB for execution. They have always had very weak data, they're practically...

By which criteria is SIRI doing well, i'm interested? We have no idea what kind of trading you are talking about: buy and hold, investing, systems or what? The lower $ stocks are generally more volatile than the $100+ in real terms. You'd probably sleep better with the higher up ones btw...

I downloaded the historical COT data, and was planning on making it an external indicator for my daily trading systems. I still haven't tested it out, but it's an interesting indicator. Actually, even calling it an "indicator" feels wrong, since this is real info, not some derivation. It only...

Oh, I see. Like the poster before me said, it's probably in the execution reply you get. http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/activex/execdetails.htm Check out the cExchange or eExchange fields of that reply. I've had similar problems before. It would help a lot...

According to the docs, if you specify the "exchange" field of the IContract, you can route it using that. http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/activex/icontract.htm Try giving the exchange field a string such as "BATS" or whatever, and see where it goes. If you...

What's there to think about? We know all that. Of course there's no risk for inflation, they are hoping for it in fact, like the report mentions because the deflationary risks are much worse for their economy. If my knowledge of history isn't too far off, I'd say this is the most forceful...

I call ~18.00 or 21.50 in 3 months.

One common thread in all these interviews is that all of these great traders had at least 3 or 4 moments when they couldve been wiped out, but didnt due mostly to luck. If they werent so lucky perhaps we wouldnt be reading about them.

Markets being an extension of a natural ecosystem and the evolutionary processes contained therein, it would be unnatural to feel guilt, or anything similar.

The demo account is all probably bogus and fake data. Don't pay attention to that.

If you want to test and manually develop strategies, Ninjatrader could be enough for you. However, if you ever need to run more than 3 or 4 automated strategies, Ninja will be very slow since it is single-threaded and you may run into difficulties. Also eSignal has a backtesting capability, via...

If you are short SSF that means you are short EFP, it's always the same, meaning you should sell at the highest bid rate. In IBs TWS you can set to show the bid column as annualized intrest for EFP contracts. Most of the highest bids are around 1.5% annualized, but i'm not sure how they...

Good posts so far, I had similar questions. Some of your questions seemed fairly obvious to me though, I read their website and materials for a while. As I understand it, OneChicago basically only charges the service of bringing the counterparties together (the fees he linked to), while...