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Solved! Today it is friday, and I made it execute the same exact order at 15.29, about 15 minutes earlier, and it worked fine.

For the past two Fridays, IB didn't execute two orders sent at 15.40 CST on the ZN future contract. Any idea what is going on? The same type of order was executed earlier in the same day and on the same contract, and also at the end of previous trading sessions not on Fridays (15.40 is close...

Yes, I had the same problem. I don't know how you found out those error codes, but about a month ago, the first order of the day did not get executed for a reason unknown to me (I have the audit trail, but I can't detect the reason). Then the other orders didn't have any problems, and the same...

It seems a very broad question. I do 24/5 hour trading, but could you be more specific? Also, I would note that for futures it could be called "24/6" since they open again (at least the Globex) on Sunday afternoon.

By "here" I was referring to the people in this forum, who are mostly from the US. I was not referring to where I am, because I am in Italy as well. That is why I mentioned how I always wondered about how many "retail traders" in Italy are doing what we are doing. I would think not more than 300...

"...automated trading the only way to go". I totally agree with you - that's what I've been saying/writing for years. The reason I asked you such statistical questions is that I noted, from the link you provided, that you are a professor of statistics in Italy. How many fully automated retail...

What do you think of this poll? http://www.elitetrader.com/vb/showthread.php?s=&threadid=161203 Do you think it gives you a good idea of the time required to implement a fully automated trading system? Or do you think it is biased, because of people lying, the wrong sample or similar...

I have done it a while ago. I pretended red and black (of the roulette game), or head and tail, are all numbers inferior to 0.5 vs all numbers equal or superior to 0.5. Then I used excel's "rand" function, and produced about 65,000 random numbers. What came out is that it doesn't make sense...

Thanks for you lengthy advice, BT247. It's very interesting, even though sometimes it doesn't sound like systematic trading (in the sense of "automated" trading systems). It seems to me that your trading is discretionary, which does not mean you don't have a "system", in the sense of...

Thank you for the link and resources, but answering should be more simple than that, and I want to share it with everyone else, too. The simple question basically was: "Do you think it's best to invest with leverage on your own money or without leverage on borrowed money?" I could answer...

Your language is a little too complicated for me, but do feel free and welcome to take this discussion into any direction you want to. As I said earlier, I am only asking asking questions, wondering things. So far I've learned something more, so thank you all.

Only one reputable guy? Interesting. And yet I believe it is not "hooey" at all (as long as we're both talking about using back-tested trading systems, and what I am referring to in my post). What made you think I was trying to convince the "big institutions" or "financial markets" of...

A person can be very knowledgeable about all the technical details and not make any money in the markets. That's the point I was making about some of these people. The point here is to make money and not to show off our knowledge and despise those who don't sound as knowledgeable as we are...

http://www.rtsgroup.net/ Click on the right where it says "Algorithmic Trading Webinar". It's interesting (and relaxing) even though it doesn't sound like a webinar with people who would write on this forum, or engage in automated trading (the way it is meant on this forum). I remember...

Ok, in case anyone cares, I have yet another money management question, but I have no formulas to provide nor am I asking for formulas, because I not very good at understanding them. As in the title of this thread, I am asking for very simple money management advice. The problem this time is...

Ok, it's all clear now. Thank you.

Thank you for the links. On the first one I found the best system by RoR: http://www.attaincapital.com/trading_system_rankings/detail/1038 Not much is told about the systems. For those based on futures where do I find the leverage used? Do they reinvest the profits at all? Where do I...

Good, because obviously you have a lot more knowledge than I do, and yet you are confirming what I have always thought about fund managers. Regarding this, I remember speaking, over 4 years ago, about my interest in trading systems to the director of the investment department at the Bank that...

Then how are you, too, hoping to make money in the markets? Randomly picking your trades? Your trading experience doesn't count, if "past does not predict future". Unless you meant "past does not ALWAYS predict future", in which case we all agree, but then it's also granted.

This is very very good and clear. Especially considering it's coming from a "discretionary trader".