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OP talks about hedge against general market (specifically stocks) so yes pointed out to bonds is relevant. You probably never heard of risk parity fund so well It doesn't matter for You. And about positive/negative correlation and so on. It's another pointless metric, as when You really need it...

Perhaps You have missed to look at treasury bond..

Ehy D08 guess what? It seems the problem was caused by the use of SMART in the order parameter!! Thank You to have taken the time to write down the order parameter that You are using!!

mmmhh. But MIDPRICE is not an order type? I treat midprice as order type. For instance the adaptive algo is used in a different field. Maybe is that?

So I am still testing... If I continue to submit orders (one every second) with the limit field filled with a price then I never get any error. However If I don't submit the limit field, most of the time, the px cap error appear. I am using TWS 981.3

def midpoint_buy(ticker_to_buy, num_shares): ib = IB() ib.connect('127.0.0.1', ib_acct_port, clientId = random.randint(0, 9999)) # Create a contract and an order object: contract = Stock(symbol=ticker_to_buy, exchange = 'SMART', currency = 'USD', tif = 'DAY', hidden...

I don't set the limit price field as well. (I believe by default the value used is lmt=1.797693135e+308, same like aux price) Interestingly I get in return the following error: bad message length: <API-error: you must enter a valid price cap. code=507: "This can occur if there is an attempt...

Thank You for your response. I don't enter the price limit at all since according to IB documentation is optional. I would think the omission equal to "none". Strange thing is that when I submit my orders, which are all sent at the same time in batch of dozen, some go through without issue...

I have been trying to get a midprice order type written. The IB docs (https://interactivebrokers.github.io/tws-api/ibalgos.html) suggest that the limit price is Optional: Order order = new Order(); order.Action = action; order.OrderType = "MIDPRICE"; order.TotalQuantity = quantity...

Thank You for posting the link! Looks great!

Tradestation int. uses IB data which is notoriously bad . There are also other things like higher commissions.. Unfortunately there is not currently available any good TS-IB bridge. Slow smtp protocol which give up any control of your orders, no advance algo available etc. It may change soon though.

Here my question: After making millions in the old demo thread, https://www.elitetrader.com/et/threads/trading-with-automation-with-ib.294133/page-21 why don't show what happen in a funded account? Today with micro futures contracts is not necessary to have a big size account. I guess that...

just read this. Unless You use limit orders no way .

What You probably don't realize here is that You will trade MNQ with a greater size than NQ so the slippage (in ticks would be greater than the big contract). Another thing to keep in mind is the time when the trade is initiated. Ten points in some days or specific times of the day should be...

“This is how some traders can grow from”. And many others go broke or after that go broke. A piece of advice: if BS. Unless You know what speculation is which I doubt.

If You can live with a 10% return 5k per year and on top of that grow your account another 20% or so per year You may be able to spend 10k per year in few years. Or Go all in on something to build the necessary capital requirements according to your needs.

It doesn’t. You can apply as a net worth individual and You just pay a flat fee. (Around 100k per year )

It’s ~26%. https://www.dichiarativo.com/regime-dichiarativo-e-amministrato-a-confronto/

There aren’t better lessons than some pain in the market. Sadly this come with mistakes .

neo is free.