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I am keeping the scorecard:

There are already free apps for this, such as IB Controller: https://github.com/ib-controller/ib-controller

Are you attempting to reverse-engineer IB Gateway? Why? There may be a much simple solution for what you are trying to do, but it's not clear to me what the end goal is here.

Automate your edge.

A spread is traded as a single security (with no legs to be executed separately), so the mechanics of the limit order books, order placement, order queuing, order matching and order execution is the same as it is for the outright contracts.

I believe it does. Notice that the carrying fees are listed under the "FX E-mini and E-micro Products" header.

Yeah, I believe these are only applicable to the FX contracts.

Okay. Yeah, now you can disregard all the answers posted so far, because everyone was referring to something entirely different.

I believe the $5.2K figure was hypothetical. The current IB margin requirements for the ES are: Intraday initial: $3443.75 Intraday maintenance: $2375 Overnight initial: $6887.50 Overnight maintenance: $4750 As others noted, the term "cost of carry" that you used in the subject has nothing to...

No, it does not work this way. The margin requirement on the ES contract will not be lowered with your option "hedge".

The short answer is "No". You will not be charged any interest or any fees (beyond the commissions) by your broker. The long answer is "Yes". The interest that you pay is implicitly in the price of the future, and it has to do with the so-called "cost of carry", which depends on multiple...

Seems like a standard blueprint here in ET: 1. A poster shows some "unimaginably" high profits, and asks for money. 2. When asked a question, the poster says that he "doesn't have much time".

In my ATS, I have coded "exclusions" around certain market-moving events, such as FOMC (for the ES) and Weekly Petroleum Report (for the CL). Sure, you may forgo some of the profits by excluding these periods, but you also avoid a lot of undesired volatility. I know you said that you don't care...

Maybe I am misreading the IB screenshot that he posted. The commissions clearly show the 35k, but maybe it's not USD-denominated. I do not trade Forex cash, so I am not sure if I am interpreting these figures correctly.

He posted a screenshot of his sim IB account. From there, it looks like today's commissions were $35K. This must be some sort of sim account idiosynchracy, because his account size is only $28K.

Do you have the figures for your past performance?

How's the performance (profit factor, sharpe ratio, sortino ratio, %profitable, etc)?

No problem. Whenever you are ready.

This can be resolved by an agreement to use a leverage-neutral metric (such as Sharpe ratio) to determine the winner.

I would run my automated trading system. With regards to your proposed rules, I would suggest: 1. Using a real account instead of the demo account. 2. fundseeder.com as an arbitrator (record keeper) of the results. Just like you, I use IB as the broker, and fundseeder supports IB.