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If you read more carefully, early on 31st they were still looking for assets to transfer into seg accounts. It wasn't entirely clear if it can or cannot be done. Also the information being passed around was unclear, as is commonly the case with accounting emergencies. Yet IB bailed before they...

I just read what Nick wrote and assumed he knows what he's talking about and that it's true. Then I would assume all others (including) TD Ameritrade would also be affected. It's just an assumption and I'd like it to be corrected if it's wrong. It would be good to know which brokers have...

I suspect the SIPC simply told them to do it the very same day and they had to comply, as did others. Let's see the official statement from IB and then we'll know what's up.

Yep, I noticed the same. I havent traded at all since last wednsday and I still have about 16k under commodities. It definitely changed. How come? This is an important change, meaning futures trading is now less secure. I would expect IB to inform their customers. One of the biggest talking...

Oh really? Damn! I was hoping someone would give that to me or show me how it works. In fact it was the main reason I was posting here. Oh well, I guess there is no hope left. Oh cruel world.

Note: I confused the "exchange" and "primaryExchange" parameter of the IContract within the request. For the IContract primaryExchange parameter the API docs say but for the "exchange" I listed SMART when sending the IContract with the request. @kostia00 Does it matter what I specify...

What? Seriously? In the docs it said you cant specify SMART for a history request. Ok well then that explains it. Thanks.

LOL the funniest thing to me at this moment is i'm no longer sure who's mocking poor ol' jackie via sarcasm and who's seriously "into" his ramblings! i'm not sure even he's sure. good work adding to the confusion guys, either way. :D

Score!

OK I will post on monday. I'll try to find my CSVs and test outputs but if not i'll just re-run them and post results. Note: the IB data i am referring to was downloaded via the TWS API and with the historical request i think i only specified ISLAND (since you cant obviously specify SMART)...

You did only 4 years of backtesting, but maybe you should've done 14? Yep thats right, strategies need to work on the ancient data as well, and good ones do. On the other hand, some of the top systems have very bad months where they look broken, and one month later they start working again. This...

Oh and hmm no, look at it this way. The ES is derived from the S&P500. The S&P 500 is a collection of a large number of companies. So the ES is the future of the derivative (derivative of a derivative) so it's not a leader. The basket of stocks that make up the S&P500 are the leaders...

They also might be positively correlated (CL and ES) because if the economy is about to pick up (optimism), more oil will be consumed together with the economic activity, so oil will be an increasingly scarce resource, thus increasing the price. It's all speculation in the end, but I see a lot...

The charts you see in TWS which are created by live ticks coming in are not accurate. This means if you open a chart and wait for 5 hours, the 1minute bars will not be accurate. However if you load the same chart from the IB historical data servers by reloading the chart, it will be much better...

LoL yeah just like Tarkovsky predicted the date of his own death in his film "Stalker" where that piece of paper floats by in the puddle and shows a date circled. If you watched enough movies or read enough books you'd find a date for everything in history that ever happened. It really...

Yeah you really have to place the limit order hours in advance to be at the top of the queue. If you're trading in 10-50 minute timeframes and setting limits after opening trades you will get hit most of the time (ie 99%) when the bid falls below your limit (trades through). In that case, since...

Two weeks ago I managed to convince my relatives to do a bank run on their UniCredit accounts. They're thanking me already.

Hehe. That kind of thinking is so 2010. It's nice to read stuff like this. Makes me surer I'll keep my edge for a long time. :)

Make an application that creates strategies from blank and tries them out. Have as little assumptions as possible. Backtest huge numbers of them, and make sure your trades per parameter ratio is low. Basically that means the entire process of the "quest" is left to the computer. You should no...

Well you should be. I'm not sure I got my point accross. Oh well.