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  1. rb7

    Your opinion on F-score

    I have a secret formula that gives 100% winning trades, risk free, any markets, easy to implement. A bargain, 100000$ just for you, refundable anytime if you are not satisfy, no questions ask. I used this formula for the last 20 years and I am now zillionaire. Interested?
  2. rb7

    Ib/thinkorswim paper trading vs real fills

    In real life, on a stock with a 2.78-2.90 market, there is no way you'll get a fill at 2.82 with a buy mkt order. You'd be filled at 2.90 or higher. This is trading 101. I don't understand which part you don't get. Many guys here posted reply saying basically the same thing. If you can make...
  3. rb7

    Ib/thinkorswim paper trading vs real fills

    With IB paper trading, your limit orders are put at the end of the queue. So basically, they provide you with the worst scenario, which is good in a sense IMO. I'd rather test a strategy on with pessimistic scenario than an optimistic one. At least if your strategy is working on that type of...
  4. rb7

    Best Country for Trading (Tax efficiency)

    @kcgoogler You're referring to the Maldives Islands.
  5. rb7

    Which VPS for best GUI experience (European server) and best stability for IB

    @warcious Ok, I was on the wrong impression that you were doing click trading (discretionary). Having a 24/7 automated strategy is indeed something else, although I'm not into that VPS trend. I'm a systematic trader and all my operations are automatic, and that allows me to trade full time...
  6. rb7

    Which VPS for best GUI experience (European server) and best stability for IB

    Do you need to have your computer running when you don't trade? It is my understanding that you're a discretionary trader. So when you're trading you're in front of your PC running TWS. You open your PC, start TWS, trade, and when you're done, you close TWS and shutdown your PC. Am I missing...
  7. rb7

    Please Tell Me Someone Shorted BPT

    -10% in one week! Unless we're not talking about the same stock (BP Prudhoe Bay Royalty Trust), I don't get the excitement. Or maybe you shorted it and want more traders to do the same.
  8. rb7

    Which VPS for best GUI experience (European server) and best stability for IB

    Why do you need a fast connection if you do click trading? And why a VPS? No matter which way you go, you'll need to deal with the latency from Norway to Chicago (you -> TWS -> IB server in NY4 -> Chicago and return for the responses). You better use your personal PC with TWS and connect it to...
  9. rb7

    Broadband Considerations-Trading from Home using X Trader

    If you're a discretionary/point-and-click trader type, then it doesn't really matter since most if not all of the time you'll be losing will be on you manual intervention (point-and-click). Using X-Trader or any other tool. Why bothering to gain 100 ms from the latency if it takes you 2-3 secs...
  10. rb7

    My last $150

    Go to the casino, or enjoy a nice dinner!
  11. rb7

    How to know if you're adding liquidity? What are Tape A and Tape C?

    Adding liquidity: when you place an order that is being booked, and trade later. Removing liquidity: when you place an order that is filled immediately. As simple as that.
  12. rb7

    Compiling intraday statistics and researching/backtesting intraday data - What platform or solution?

    To the original question of the OP, Tick Data provide their own software to manipulate their data, but it's pretty basic and the only thing you can do is to create time series of various length.
  13. rb7

    How to best represent partial trade liquidation in backtest reports

    This is the way I do: Because it's the same position, the closing trade prices are averaged, keeping only one line per position in the report. The exit date/time is the time stamp of the last trade. Ex.: Open trade: 100@2010.50 (on Thu) Closing trades: 50@2011.75 (on Thu) + 50@2012.25 (on Fri)...
  14. rb7

    7/15/15 that Loonie Cad?

    1.2746. The "1." part was obvious...
  15. rb7

    Flaw in ARCA open logic nails me

    This notice is for Auction trade only, nothing to do with trade at the opening, unless your order was transformed into an Auction. As for your specific case, at 9 am their was only a 9 lot on the offer and you were bidding 600. Putting market order during the pre-opening is very risky and you...
  16. rb7

    Want to sell but market maker offering below Intrinsic...

    When you trade instruments with low liquidity, like Canadian Options, there is nothing much you can do about it. Aside from their basic quoting obligations, MMs can do what they want. If they don't want to trade, they will post shitty markets. r.
  17. rb7

    Want to sell but market maker offering below Intrinsic...

    Are you trading in the US? If so, there are 12 option Exchanges with many registered MM trading in each. Or are you referring to the NBBO? r.
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