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But it did it with less risk! :p

"The problem with socialism is that you eventually run out of other people's money."

Buy high, sell higher. Or sell low, buy back lower.

I'd be more interested to see how Rob's DO has done in live trading as compared to the backtest.

I see that Micro Nat Gas futures volume has fallen since the initial rush. Front month Micro traded 1,174 contracts on 11/20 while the Mini did 8,761. I added the Micro into my system alongside the Mini and the full-sized contracts. Since then, my system has traded the Mini and the full, but...

MGC is only 0.77, so why is MHNG 1.47?

According to TWS, MHNG commission is $1.47. Multiplier is 1,000. QG is only $1.37. Multiplier is 2,500. NG is $2.37. Multiplier is 10,000. MHNG is expensive to trade.

Thanks. I assumed it would be MNG, like the CME has, even though IB sometimes uses different symbols. I was planning to add this weekend, so I had not yet gone searching for the correct symbol. In the meantime, my TWS disconnected from IB's server overnight and instead of reconnecting as usual...

Correct. I don't see it yet on Interactive Brokers. (Please correct me if I'm wrong because I want to add these to my system.)

The BRE contract is "cash" rather than "physically" settled. This may say strange with currencies, but it means that you get debited or credited dollars based on the change in value at settlement (P&L). You don't get a contract-sized position of Brazilian Reals. You can check this up on CME's...

Yes, that was the Silicon Valley Bank collapse causing a huge reversal in STIRs and more modest reversals elsewhere. I lost 10.3% in that decline, but quickly made it back (by early April) and continued to rally. But now I'm in another ~10% drawdown since hitting a high in July.

Go to https://fundseeder.com/trading-account/1246 Unfortunately, it only goes back to 2017 now.

Why? There's virtually no volume or open interest past the first 2 or 3 contract months.

I use IB's Adaptive Algo with the normal speed on both markets I have and do not have live quotes. My executions are normally between 0 and 120 seconds with an average of 28.5s so far this month (fast moving markets usually get executed quickly; slow moving or illiquid markets usually take...

IB fixed it. TCA is working again. (If anyone uses it besides me.)

I heard back from IB. They looked into it and replied: "We have escalated this issue to our Development Team. Unfortunately we do not have an ETA on a resolution." So there is some progress. Fortunately, this is not essential to my system, but it is definitely helpful in analyzing my trades...

TCA is still not working properly (I only see the top-level summary, but not the more detailed summaries or the transaction-level reports) and I still haven't heard back from IB.

I submitted a ticket, but I have never had much success with those. Also, letting @def know about this.

Does anyone else here use IB's Transaction Cost Analysis (TCA) on their website, available through "Other Reports"? For me, the Summary Analysis works, but clicking down for transaction level details, IB doesn't show me any transactions. And this happens regardless which dates I select. It's...

F1U and N1U, among other things, were delisted. https://www.cmegroup.com/notices/electronic-trading/2023/06/20230612.html#drefo