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Thank you for all your suggestions. I should have be more specific on the strategy and time frame of my trading. What I am working on is market-neutral or long-short pair trading, in which I hope the long-side stock will beat the short side stock. Due to slippage of some stocks, I can not enter...

Please correct me if I am wrong. IMO, some indicators are meaningful because professional traders and bots use them so that synchronized buying/selling occurs for certain stocks. By saying day trading, I mean opening and closing positions on the same day between 9:30AM and 4PM. The following...

Please PM me if you are a serious user/developer of Lime and you are interested in sharing/learning from others who are in the same boat.

Thank you for your advice. I really appreciate it! I will pause trading from Dec 1 to Jan 1 to clear the wash-sale losses of 2022.

This is a really good article. The following is quoted from this article. To verify my understanding of the wash-sale rule, in order to claim the wash-sale losses for 2022, I just need to pause trading for a period of 31 days between Dec 1 2022 and Jan 31 2023, right? PLEASE READ THIS REAL LIFE...

Here is another good example of how to clear wash-sale losses. https://ttlc.intuit.com/community/investments-and-rental-properties/discussion/wash-sale-rule-and-december-wash-sales/00/2423217

According this article, wash sale does apply to day trading: https://centerpointsecurities.com/day-trading-rules/

I trade almost the same stocks every day, e.g. AAPL and NVDA but I did not elect MTM(mark to market). Do I have to pause trading these stocks for the entire month of December in order to clear/avoid wash sale for the year of 2022? This article explains my reasoning...

What is the reason why Python should be not be used for production? Is it against the "industry standard" because Python is not commonly used for production due to reliability issues?

My trading bot is written in Python. Which language I should use for quickFIX? Can you be a bit more specific about the annoying issues you had with the Python version of quickFIX?

First email response from Ian. I will try working with him on a paid hourly basis. This is an overview of what I think you need to do :- The fix protocol website contains the default FIX Specifications for fix4.2 etc.. which cover the session and application messages in more baseline detail to...

This gentleman replied to my post on fixtrading.org. Based on what he did, he seems to be a good candidate to consult/work on my FIX coding project. I will report my experience once the project is done. https://uk.linkedin.com/in/ianrichardson3

Thank you for your advice. However, there are not many freelancers who specialize in FIX protocol. Here is another guy I found on Fiverr...

Thank you. What do you think of this guy from upwork? https://www.upwork.com/search/profiles/?q=fix protocol&user_pref=2&profile=~010461dc2ef0627a36 I was also in touch with this guy from fiverr...

The broker only offers FIX and they do not offer API. The reason I am looking for a Python wrapper is because my current code is in Python.

I need a python wrapper for the FIX protocol of a prime broker that I plan to to switch to. I believe they use Instinet for execution. As a result, it is actually Instinet's FIX protocol that needs a python wrapper. Please PM me if you can help or you happen to know someone who can help. Thanks!

I have not been able to write the code for Lime yet. As soon as I have the results, I will report back.

I found something interesting during my back testing. Any advice is appreciated! I have an automated strategy that place ~200 buy orders every day. According to my back testing, the average PL% per trade is 0.32% and Sharpe Ratio is around 2 if I estimate the entry price as the 1-minute vwap...

Any minimum per order is not favorable for my strategies, especially a minimum of $0.35 per order is way too high.

Can someone please recommend a Prime Broker that offers reliable FIX API for automated trading without minimum charge per order? My AUM is slightly more than $1M and I trade 2M+ shares per month. Monthly volume should grow proportionally as the AUM of my startup hedge fund grows, which is likely...