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  1. M

    Futures vs FX volatility - must haz movement

    must.... haz…. moooovement…. for method to work (intraday) I think Jim Simons once said as much, that he needed a lot of volatility for his edges to deliver Has anyone come up with a systematic way of comparing say emini daily/intraday volatility with the most popular forex pairs, like dollar...
  2. M

    Larry Williams still in the ring...

    What's an acceptable range for drawdown?
  3. M

    Larry Williams still in the ring...

    Got it. That's one hell of a drawdown, doubt most of us would be able to handle
  4. M

    Larry Williams still in the ring...

    I didn't say I was ok with it...
  5. M

    Larry Williams still in the ring...

    "I started trading my E-mini S&P AutoTrade® program on WorldCupAdvisor.com on 3/11/2014 to trade one contract of the E-Mini S&P with a starting balance of $20,000. The Net-Profit generated since then has been $19,378 after deducting all commissions and fees in 61.45 months of trading with a...
  6. M

    Traits and Characteristics of successful Traders

    Should be required reading for every trader... closest thing to the best advice you will find on ET!
  7. M

    C++ Backtesting to API

    Ph1l, Just now having some time to stare at your notes for a while... You're the kind of guy I'd put in charge of fixing the Boeing 737 Max! Thanks for being a class-act (rare thing on ET!) Ok, I got it I think: so MyEWrapper constructor is calling the EWrapperL0 constructor (because...
  8. M

    C++ Backtesting to API

    Ph1l, can you (or anyone) explain the following from the EWrapperL0 class implementation in TwsApiL0.h: [ // lines 199-203: EWrapperL0( bool CalledFromThread = true ): m_CalledFromThread( CalledFromThread ) {} bool IsCalledFromThread( void ) { return m_CalledFromThread; } protected...
  9. M

    C++ Backtesting to API

    Fantastic, thanks much!
  10. M

    C++ Backtesting to API

    why does python always get all the love... :-)
  11. M

    C++ Backtesting to API

    GRUL and other Master/Yoda Coders... Young C++ Jedi here trying to make his way through IB's code galaxy... I'm working with Jan Boonen's TwsAPICpp code which apparently is still working for some on this forum https://github.com/JanBoonen/TwsApiCpp A kind soul suggested I take a look at how...
  12. M

    MMA fighter on a mission to expose 'fake' kung fu

    Could this be the sign of the top in China?
  13. M

    C++ Backtesting to API

    From IB: The C++(MFC) API is deprecated as of API Version 9.72. … What are the full implications of this? Also, is an GUI an absolute must for a simple futures trading system? Edit: qlai said he doesn't use a GUI so it must not be that crucial
  14. M

    What generates your trading signals?

    pain
  15. M

    Have I just been lucky?

    Market has been generally trending up for the past 2 years, with the exception of Feb 18 and late 2018 selloffs. If you isolated the trades from those periods, how did they do?
  16. M

    C++ Backtesting to API

    Clever! Have you done something like this yourself?
  17. M

    C++ Backtesting to API

    nothing that is sub-minute, not super latency sensitive.
  18. M

    C++ Backtesting to API

    I would prefer a standalone program that just interfaces to the broker's API. What next?
  19. M

    C++ Backtesting to API

    Because it's the language I back-test in and feel most comfortable with
  20. M

    C++ Backtesting to API

    Ideally would have someone build it and walk me through it, or if prohibitive, maybe guide me through the process. From IB's tutorial, it looks like first steps would be to 1) download TWS 2) download API 3) presumably work with their API's samples. Open questions: how to implement your own...
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