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Thank you for your kind words! I don't want to deceive re my discretionary abilities in ES/VXX. They are better traders to learn from when it comes to those instruments. Val

July 18 for some of us. Even now? :p Late June obviously. Btw, saw your last post in the futures thread - can related to that. Increasing software complexity was rarely contributing much to my profitability. With exceptions being when I knew exactly why I needed a change and how much money it...

Quick performance update: +8.54% in June, over 75 trades. YTD monthly: +4.91%, +0.59%, +14.03%, +18.86%, +6.27%, +1.23%, +8.54% No negative months this year so far, which is pretty unusual and not likely to last. June was quite volatile month for shorts but all systems were within expected...

:D

Two separate bots, (trader = t) to control execution, (remote = r) second for overall trading stack. I use what they call "slash commands" "/t s" or "/t status" would pull a quick status report for everything I normally need. Other examples - pause/unpause executions, manually initiate some...

Awesome! Thank you for sharing. Found your thread with details. It seems like a good and scalable solution. -- I am using separate channels just split by a different criteria. For the sake of reducing distractions I have everything critical pushed as SMS+email. My watch is configured to...

Thought I'll mention this as didn't see anyone using "Slack" for controlling their automation. Though, it is extremely powerful and efficient in terms of dev cost/value. When I started working on my first execution software I had the following key requirements in mind: Have something that runs...

To followup on my previous reply - just finished reading your journal and realized you are doing a single instrument. So not very relevant for your current strategies. Good to see a systematic retail trader succeeding with a highly liquid futures. This is a difficult market. Great progress...

Here are few ideas - If you are looking into shorting stocks then try to change your short universe. To start with don't short under 10$ for example. See if index membership helps to smoothen your equity. Try to group trades into bins by industry groups, average volume, price range to name a...

Don't trust anyone, learn how to test and then test yourself. Even if someone looks like they know what they are talking about - still test it yourself. Then test over multiple market cycles. Just to show it's possible I coded a quick version. It uses 10/100 fast/slow MAs and looks not too bad...

This is so good I even didn't mind closing my IB Gateway and starting TWS to take this screenshot. Not like one trade means anything though. Tomorrow will be interesting indeed.

Right. I still have a license but try not to code systems in AB for this reason and not really looking for a day when I'd need to again... But it's really good in terms of - anything can be done there. Maybe I'm a sloppy programmer but it also felt like it is very easy to make a mistake coding...

I'd argue that WalkForward is a backtesting. And pretty much any quantitative testing is some sort of backtesting. I think classification of ways of testing is not unified enough just to give you a list so it will make the same to you as for me. So I'll just give a few examples Simple test over...

Short answer - those are all valid situations and your backtesting tool should resolve it. I don't think there is any "wrong" way to do it, you just need to define yourself exactly what you want to happen in those cases. Couple of tips - When trading multiple systems you certainly want to...

Same strategy but with slippage. Last screen has a formula for it commented. Small traders have advantage of getting almost no slippage for this strategy.

I've had my longest discretionary winning streak of 30 something up days in a row using 5min +daily.

Back in the day, after reading so many books on trading I felt like often they all follow the same general pattern which leads to predictable emotional cycle. Pattern being - author relates to you with a life story (you’re feeling great), share struggles (holy shit I’m not alone, this guy gets...

Depends on your size and a stock universe selection. I manage to squeeze in lots of my micro-sized positions anywhere between 10,000-30,000$ USD without much impact while participating in the opening pretty much every day. A precise analysis of such impact is pretty complicated but you can...

As far as I remember MKT is not gonna be active in pre-market by default. You will have to select an extra checkbox to let it execution outside of normal trading hours. So if you forget to select OPG and send MRK before open - you will likely just have your order cancelled immediately.

MOO = MKT + OPG flag https://www.interactivebrokers.com/en/index.php?f=598