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How do you measure "soon" in a trading system? If I can't measure it and calculate it I don't use it.

I'm pretty sure you can carry business losses forward indefinitely as well. Keep in mind that the CRA will start to question the business if you're always showing losses. Check with an accountant to be sure. In terms of capital gains it's definitely beneficial to claim gains this way due to the...

Yes you can carry forward losses indefinitely. See this link for details: https://turbotax.intuit.ca/tips/carrying-capital-losses-backward-or-forward-6249

Standard deviation can be used as a volatility indicator. For comparison purposes you can use a normalized version (i.e SD / price). Or you can look at percentage changes from candle to candle and calculate the SD of this. SD is basically a measure of average deviation away the mean.....the...

@ronblack I'm not sure who you're responding to? I don't see any posts by Kevin in this thread. Also the reference you made to a previous thread has a post by Kevin but all the text has been deleted??

If you're using a margin account, don't use leverage and you won't have a problem. Both orders will get filled. If you're using leverage then definitely you can run into an issue. Since the orders need to be in prior to market close I don't think order will make any difference.

Have you looked at your history to see what percentage of your trades are profitable and what your expectancy is? I'm always curious about statements like this. My best strategy has a win rate of just over 50%. Also of note is that the hedge fund Renaissance generates profits on just over 50%...

I'm not sure what the problem is? To call up a symbol I just type it in and press enter (ignoring the pop up). You can also drag and drop a symbol to the chart area from any watchlist you have open.

The brokers I've dealt with (IB, ToS) allow me to trade with unsettled cash. In general I hold onto positions for more than one day so I'm not sure about multiple large trades in a single day.

I look at the dollar amount traded per minute as a rule of thumb: $/min = Price * Vol20DMA / 390 where Vol20DMA is the 20-day moving average of the daily volume and 390 is the number of minutes in a trading day. If my trade value is significantly less than this amount I know it's going to...

Yes I've used it. Data is pretty good....I was able to reconstruct the Nasdaq 100 fairly accurately going back to 1995. Keep in mind I did the reconstruction manually....I'm not sure how accurate Norgate is for their inclusion and exclusion dates. I recommend you do a sanity check on these to...

I use ATR to calculate my stop as well.

I use the ATR all the time to set limit prices for entries....works well in this regard.

Take a look at the OHLC price data for each provider to see where the difference is. ATR is well defined so there has to be differences in the price data.

Patience is very important with these kinds of trades. Set it and forget it. I've had limit orders in for hours and days waiting. If there's no specific downwards pressure on the price it will come to you eventually. That's the trade-off with illiquid stocks and why I try to avoid them. I...

Not sure. If you do a search for "C# yahoo cookie" in google you will get a bunch of hits. This is what I based my code on. The important thing is that you establish a new cookie for each session that way the cookie doesn't have a chance to expire. I've never had Yahoo block me even during...

I pull end-of-day data on about 600 symbols from Yahoo and I haven't been seeing any issues. Since I made the changes to support the cookies a couple of years ago the downloads have been pretty reliable. BTW, I generate a new cookie for each new session (i.e. daily).

Do you have to use IB? I use both IB and Thinkorswim. My ToS account is minimally funded but it allows me to use their RTD server to get realtime price data into Excel. Dirt simple.

To convert from a monthly to yearly value multiply by sqrt(12). The StdDev calculation is based on a square root hence the sqrt(). I suspect the difference you're seeing is due to the risk free rate. You can do this calculation in Excel using average and stdev to check your results.

ToS supports RTD (real time data). So for example you can get live quotes in Excel by adding RTD calls: =RTD("tos.rtd",,"LAST","AAPL") in Excel will fetch the last trade price for AAPL This will work as long as ThinkOrSwim is running. Similarly, you can implement an RTD client in software...