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Exact same thoughts/questions here. Terminus' bot impressively nailed the blow off top yesterday. Hands down. But that was also quite the 400 point short opportunity a couple hours later. (not being critical there because I didn't get any of it). I have to admit it became really obvious to me...

2:1 your only edge? T

RWST, GSB locks even trial users from even read-only access to their primary user forum. That might be an oversight or just minimizing IP leakage, but I am concerned that it might also contain information that could affect a purchase decision. As advanced of a methodology and price tag GSB...

Most Excellent ... Kudos ...

Panzer, Who was the author of the PDF you posted? Thanks Man! T

As for risk management, what is your philosophy about using stops/profit targets say vs ATR trailing stops or no stops with an indicator exit? I have been backtesting a good deal with a variety of the above with mixed results. I agree with 931's position on optimization, it's too easy to curve...

Overnight jumps are pretty common, but I just started looking at the Short/Long Russell2000 and noted that these ProShares instruments are prone to jump and then jump back very close to an offsetting gap size the next day. It's almost like someone took a near continuous price curve, chopped a...

Don’t have chops w TWS Charts, but if you have access to TradeStation, the fellow at Markplex is pretty good at code examples that work nicely. I wanted to develop a linear regression channel Indicator that automatically kicks in at the beginning of the day session, anchors there and chases the...

You hit the nail on the head. My point is that it's really no fault or criticism of either. Just an artifact of the limitations of AMI and IB as separate entities. At some point, most likely IB will move on to something new. Tomasz will have to decide if he will go with it, presuming they...

Yes, I am a big fan of AMI and Tomasz’ main work, but looking to solving the problem of having an in-house production trading system that is rock solid w/o a lot of daily ‘making sure every module is working’ is predictably a issue. Getting data requires a third party like DTN, which connects...

That can be done quite easily with an AMIbroker Explore. I have used it for backtesting for 10+yr. Tomasz/Marcin support well, AMI software is economical and learning curve is light/moderate. Love their 3D CAR/MDD viz graphs during system optimization too. Getting 3rd party raw data in is a tad...

Dev, Have you considered automating your premarket review for candidates? If your review criteria could be parameterized and automated, you could cover a lot more stocks easily ... then maybe have it finish some sort criteria to bubble up the 4-5 top prospects for your high level review. I...

I’m not so worried about any one source of trouble, but just a broad array of losers in basements looking to screw other folks up, ransomware, foreign scanners, etc. I broke my work down to real time and offline functional groups. (I do a little SW design work for a manufacturer on the side...

Dec28-31 for me. 103 fever ... too weak to walk. Collapsed, passed out 1am on the bathroom floor. Came to at 5pm. Took me 9 weeks to be able to get enough breath to work outside. Wife passed out too. Son caught it. The most awful thing we ever had. I would call it evil.

“We are now entering the Coronavirus Depression.” Choosing to ignore entirely the malinvestment engendered by corruption from the credit bubble nullifies your entire blue state screed. How about we just stick to trading here and skip the time wasting geolocation discrimination, eh? Best of...

I was talking with a TradeStation Account Exec this morning and he confirmed TS also has a similar arrangement where other TS account holders can select a master TS account as 'trader'. Then the master account gets a "Multi-Account Order Bar" that trades sub accounts with different order sizes...

Here is IB's Friends/Family link: https://www.interactivebrokers.com/en/index.php?f=46391 It would be interesting to get detail on just how flexible the config of subs could be since some accounts likely would not be sensible or even eligible for certain instruments traded in the master...

This raises an interesting question. Could a sub account be set up to automatically mimic equity trades on a percentage basis of the activity of the master account?

A scrape from their review near the bottom: Not an insignificant claim ... certainly I would like to see more context about that. https://quantsavvy.com/blog/algorithmic-trading-software-reviews

Lowest res chart for trading is a curve ball I didn't expect, but for immediate work that likely wouldn't be a show stopper. I used TWS a good number of years back with no real problems. The 90% number raised my eyebrows a bit, but I haven't seen any sign of serious ET members' complaints about...