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Gaps backtest amazingly well but they are hard to trade outside of major indexes. Even if you screen premarket for bid/ask being way above or below the previous day close and you enter a moo order there may not be a gap or you may enter the wrong direction (eg bid ask is above previous close but...

Good luck as well Your link on the API page is pointing to https://www.emx.com/terms-of-service instead of https://www.emx.com/en/terms-of-service/

The problem with triplets is the curve fitting. There's some commonly known/related ones like the relationship between GDX/GLD/USO but those are very rare. All the other ones seem to be force fitted into an arbitrary relationship that may or may not hold. I found all the ones that take interest...

I'm not sure speaking at a promotion tour makes her accounting legit. Seems like she got caught with alternative ways to perform basic accounting - I'd stay away from being associated with that https://www.sec.gov/litigation/litreleases/2018/lr24285.htm

How much is 163 naked ES positions in margin? > 500k? Somehow is doesn't make sense why expanding volatility and a semi crash market would be good for option sellers, aren't most sellers delta neutral,slightly negative deltas ? Seems like negative deltas are eliminated after one major down...

Lol - not quite (yet). Went to Mexico the week b4 Thanksgiving and when I got back I couldn't consistently produce profits on the simulator so I put this on hold. Then I got some backtesting gear upgrades (memory and new solid state drive) on cyber Monday. Then last week was the whole Bush...

Who's your broker? I have code that does the same thing for Interactive Brokers (sits on the bid/ask and if one gets hit it triggers the other side) but I know ThinkOrSwim allows to do this natively (at market rather than trying to pick up the pennies)?

Mostly to get to larger size or kill the system faster. If it performs well doubling up will shorten the time for the system to contribute to my overall P&L in a significant way. If it performs crappy doubling down will shorten the life span and let me focus on other items. I don't want to give...

Rough week in general but slightly better week for my discretionary trading. Done for trading for this week - going to the beach Week 11/12-11/16 Starting Capital: 14k (fully leveraged as part of a larger PM account) P&L: 11/12: 589 11/13: 872 Weekly P&L: 1461 Double weekly P&L: 2922 Starting...

This "experiment" started with 18.000 which is the capital allocation for ONE mini sized system. If I lose the 10.000 that's less than 1% of my trading account. I'm surviving ok, what i do want is to maximize my return on capital. I don't care about "number of wins" (within reason), if I want a...

For my algorithms time and accuracy have an inverse relationship. The further you go out from now the less accurate they become. The same is true for longer timeframes.

3k9 ~ 3900 (or in this case it is exactly 3972) My algos still run and trade the majority of my capital. The discretionary trading looks at price action/patterns and tries to capitalize on them. By doubling the weekly P&L and incorporating it into next week's position size this will either...

Overall Higher return on Capital. One of my algo challenges is that the systems that have a high return on capital have a size limit, you can't easily scale them up.

S&P 500 and other highly liquid Stocks

I've been algo trading for quite a while but over the last year I've tried to focus more on discretionary trading. I started live trading a new trend following system this week with the hope to get to 100k within two years or blow out that account. "Backtests" on the "simulator" have shown...

It's days like today where I value having multiple brokerage accounts. Not sure what happened but for half an hour I couldn't open trades or close them, through the web UI, through the mobile interface or through the desktop client. I obviously wasn't alone although based on the limited number...

See if this python code helps. The XXXX is assigned when you get your TD API ID (unique to you I think), obviously myloginname and mypassword is specific to you as well. The login function returns the login response as well as the session object. That session object has to be passed into the...

IB has better execution for me. I've had countless examples where the same trade is sent to both (it is always sent to ToS first) and canceled if one of them fills (or partially fills), sometimes both fill, sometimes ToS fills first but for the most part IB fills first.

I use both. The TD/TOS api is able to send a simple http post and get a reply back without it being asynchronous. At it's most basic level you can do a curl to execute a trade or get a current price. The other benefit is that some of the calls return richer information within a single call (I...

I use a service called vpsdime - no idea where the servers are but it's somewhat fast (23 ms to the IB connect node), it's reliable and it's super cheap