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- My whole system is a single process which is always up (except of the special maintenance windows like 2hour in the morning and 2 hour in the evening Mon-Fr and for the whole weekend it's down as well, starts again on Sunday evening). So the default state of the system is up., it's receiving...

I'm currently flat copper. Made some money on it, then gave back about a third, then the system closed the position..

Hey wopr, I'm doing I guess what you described first., as I took the route of implementing event-based system from the beginning, I listen to every IB order update, as well as commission updates (actually I think there's 2-3 different callbacks that the IB sample code gives, and I'm subscribing...

Was checking out the current situation with crypto-mining, so basically a graphics card like nVidia 3070 RTX which does about 54.76 Mega Hashes per sec, consumes ~250w of power and costs ~1.2k (+ maybe 400$ for the rest of the computer) can currently generate 152$ per month mining Ethereum...

Ouch :) This week was a wild ride! first the system made a lot in a couple of days and then it lost it all even faster, ending up pretty-much where it started :) Btw, my risk overlay has been active since Feb 11 at about 1.2 level (i.e. my overall positions have been reduced by ~1.15-1.2)

copper is out of control :)

Actually, only my prod system made a new HWM, the paper system, which is much more diversified (2x instruments and 2x capital) didn't do anything noticeable in the last weeks, so I think it's more of a fluke (just so happened that we're holding some "lucky instruments" this time). And also of...

yeah, that's probably why trend following has the priced-in risk premium - because how "uncool" it feels to run in 99% of the time :) I'm actually developing a habit of first looking at performance of the PAPER system, and only it it's positive I would look at the PROD, otherwise I'm trying to...

Just hit HWM on the PROD system :) The previous one was on March 19 2020. Looks like Copper, Soybean, Corn, AUD are the top performers right now, but it seems across the board..

How deep\long was the drawdown?

I'm reading "Stocks on the move", and the strategy described there seems really good! At least for someone like me who also has a long-only portfolio. It's a simple stock momentum strategy. We just rank stocks according to their momentum and buy the top-performers. + there are several additional...

I think futures were open, the system even bought something..

Yesterday evening I noticed that there's no usual email when Sunday evening trading should start, tried to connect - the trading computer was frozen solid.. A very rare occurrence, but it happened maybe once or twice before in the last couple of years. My UPS can control it's power outlets, and...

The white cube in the muddle is a UPS ? I'm using APC SMX3000LV with external battery packs, again, a total overkill, just how I like it :) But that setup has a second function to power up the house in case of power outages.. I've been eyeing the new APC lithium-ion units for about a year now...

https://qoppac.blogspot.com/2016/03/diversification-and-small-account-size.html it's been discussed.. My opinion is that if you're executing manually, then you can probably do that, but automating it might be more difficult and the benefit from it doesn't justify the extra coding effort, at...

Just checked, same for me, carry is a straight line -20., other signals are positive, so I'm currently long only 1 contract, but basically missed the recent trend. Maybe I should double-check that carry signal, but if it's the same for you maybe it's actually 'correct'..

no, currently it's 3 contracts on average

Hi Rob, great episode on TTU yesterday (https://www.toptradersunplugged.com/126-systematic-investor-series-ft-rob-carver-february-7th-2021/), really enjoyed it. Also, found a small issue in my system because of it - you mentioned that you're short BOBL, and I know that I'm not short anything at...

yes, for me it's #1, although, I also look at IB statistics once in a while, because there might be bugs in my system. The annoying thing is that the two never match :). There are multiple reasons for that, one is that P&L from foreign currency-denominated futures comes in that currency, and I...

My system executes and tracks it's orders automatically, therefore by definition it knows all the trades it did and can therefore calculate it's own statistics independently of what-ever else happened in this account (i.e. the system wouldn't even know is some other orders (not initiated by it)...