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  1. ValeryN

    Looking for automated trade bot developer

    About 7 years ago or so, just for fun (well also as a weird way to test my trade reporting framework), I've coded a bot to repeat all trades posted by one of such services. Perhaps this story will save readers lots of money, time and frustration. The claim was very similar. Only if you would...
  2. ValeryN

    Solution to keep IB Gateway alive?

    Thanks, will have a look. Though containers are worth considering for generic fault tolerance and auto-healing features, regardless of IB provided features. But it is certainly a whole different level of complexity. Val
  3. ValeryN

    Traders That Beat The System.

    Thanks for the reference. Skimmed through his 2 journals, there are 59+ pages in both, so don't blame me if I missed something. First of all - I have high respect for everyone who is trying so hard and being honest about their results. This is actually a great example of what really happens...
  4. ValeryN

    Solution to keep IB Gateway alive?

    There is no way around the restart it as far as I know. But there are ways to make it automated and reduce to about a minute outage at a scheduled time of your convenience. Let's say 15 mins after the market close. The way below is a bit complicated and might take you a week or two to get...
  5. ValeryN

    Traders That Beat The System.

    His scheme lasted so long so there will be enough guys to use it as an inspiration. Living average all you live vs living it big for 20 years and then, maybe get a reduced white-collar crime sentence? Could be a no brainer choice for some.
  6. ValeryN

    Traders That Beat The System.

    Exactly. I think hearing someone not being impressed by ##% returns with small DD over such a long period of time is almost a definition of a newbie still watching videos with penny stock trading guys driving their Lambos :D Well, I watch them sometimes too. Since comedy clubs are closed now...
  7. ValeryN

    Fully automated futures trading

    Great start! Good luck on your journey. If automation is a goal - keep a track of what 100% automated version of your system would do compared to you, as well as a detailed record of your discretionary overrides/whys. Then you can see if removing you from its execution would actually improve...
  8. ValeryN

    Traders That Beat The System.

    Right! I'll be happy to hear anyone else thoughts on this and more names. The key here is an individual trader, not managing outside money with a verified track record for 22 years. I don't want to disclose more as not sure he wants that info to be public before the book is published. Those...
  9. ValeryN

    n/a

    Just out of curiosity I looked at his website and proof of trading. It's likely he is talking about overall $ cost of stocks purchased. So technically it is correct ;) For 2009 - Stocks proceeds are ~4.9 mil. Profit +16.8k https://trademastery.com/about/
  10. ValeryN

    Traders That Beat The System.

    Assuming that absolutely no one makes money in a market without losses - one of the greatest individual trader I know is Marsten Parker. He started trading fulltime in 1998 with his own 100% mechanical/quantitative strategies. Over 22 years his average annual return is 23%, with only 2 losing...
  11. ValeryN

    Hedge Funds Suffered Losses As Index Rebalancing Trade Went Awry

    What a silly thing to say. In general - most funds and traders struggle when unexpected happens. Actually, most struggle even without unexpected, but now everyone will have a great excuse. This has nothing to do with quantitative strategies. And absolutely any single "quantitative" strategy...
  12. ValeryN

    IB Price Caps - Need Advice

    Yep, that's probably quite different for futures. For stocks, in September, IB heavily promoted their automatice price management algo "better" handling price caps if limit order would face them. Basically TWS would ask you every time you send a limit order if you want to turn that thing on...
  13. ValeryN

    IB Price Caps - Need Advice

    Can share my experience in stocks. I've got an alert that those Price Caps are being introduced around the end of Sept. 2019, and an option to opt-in for IB algo which would assure limit orders will get filled if that happens. I didn't like the sounds of it and IB support confirmed that in...
  14. ValeryN

    did your trading strategy account for the black swan?

    Yes. I did. Bottom-line, on March 22 I'm +30% YTD with -8.03% DD. It wasn't easy to watch though, even when they are to be expected and accounted for... The only thing about black Swan events that is certain - they will occur. About once in 5-10 years, statistically speaking. And they can mean...
  15. ValeryN

    Ib serving notice to all you gamblers and risk takers

    My algo account with IB didn't use much margin 1-13th of March. Up to ~50% of NetLiquidation. No warnings or liquidations at that level. Those changes will impact folks who are heavy margin users. Considering volatility, it's understandable why IB is doing this.
  16. ValeryN

    The best VPS for automated trading to IB ?

    I've been running an automated trading environment with IB Gateway on DigitalOcean NYC-1 zone. In the last 6 months, there was 1 time they asked to restart my VM, 2 times - network upgrades which impacted access to VM but didn't impact execution. Similar experience with AWS. From my experience -...
  17. ValeryN

    Every Trading Method Known to Man and Beast? Right Here Baby!

    Only blind can not see the answer here
  18. ValeryN

    Absolutely the best explanation of technical patterns

    If it ain’t Gartley it ain’t working. Trust no no Gartley
  19. ValeryN

    Adventures in Automation

    fan27 - my compliments on what you have built and YTD results. I'm running multiple algorithmic automated strategies intraday but based on dailies and seeing a similar equity curve on their aggregate performance this year. August - October were just continuous fluctuations around slightly...
  20. ValeryN

    Every Trading Method Known to Man and Beast? Right Here Baby!

    It's all really just a matter of having enough indicators
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