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Yes I have a barchart subscription Rob

Awesome I didn't know that. Did you backfill first from somewhere else?

Indeed, Jerry and I are part of the co-hosting team at https://www.toptradersunplugged.com/category/systematic-investor/ GAT

IB don't seem to offer Shanghai. I'm not sure it's accesible to offshore retail, although I'd glad if that changed. I don't know what a swing trader is, but I'm definitely not a day trader. GAT

Problem is I use an execution algo so I need live data, although @Kernfusion is experimenting with using delayed data and a SNAP MID order. Of course I could still add them and not trade them. GAT

Sorry, I thought it would be easier if I sorted the file by exchange which obviously messed up the row numbers.

I do an old school hand turned handcrafting in a spreadsheet for my production system (I use the automated version in my backtest FWIW). So I'd do exactly what you do when adding a new instrument (although, to be fair, I normally add them in huge batches so in practice I'd probably re-do the...

Just found this, could be useful for others: https://www.barchart.com/futures/most-active/all?orderBy=volume&orderDir=desc GAT

I meant: That's 0.6% of my account value per year But it's true that my trading account is only a fraction of my net worth. Most of my money is in long only investments. I trade mainly for fun. GAT (Mind you it's really me in the picture...)

It's $250 per month for financials and commodities, through IB. No non-pro discount. That's 0.6% of my account value per year. A rule of thumb I have, is that a return increase should at least be three times the value of any cost. Would I expect my CAGR to increase from ~20% say to 21.8%...

I'm fully automated.... so in principal I can 'follow' (track prices for and generate signals for) as many markets as I like. (Some of these markets I don't actually trade as they are too expensive, illiquid or aren't open to me for regulatory reasons. And I probably usually only have...

Yes, got both of them already - rows 134 and 135. I trade systematically, otherwise I certainly wouldn't have time to 'follow' 160 markets plus whatever I add next. I also don't believe that any one market is 'special' like you suggest, since there is zero statistical evidence that this is...

Looking for sensible suggestions, https://www.elitetrader.com/et/threads/suggestions-for-futures-to-trade.367767/. Rob

For reference, I currenly trade (IB codes): CFE, CMECRYPTO, DTB, ECBOT, FTA, GLOBEX, KSE, MONEP, NYMEX, OSE.JPN, SGX, SOFFEX. GAT

I've decided to look again at adding more futures markets (basically it's too hot to do anything substantive today). Here's a list of what I've currently got. Am I missing anything major? A few futures might have been launched recently that I missed? Maybe there are liquid micros that I can...

I wouldn't have bothered posting again, except you impugned by reputation and I'm afraid I take that kind of thing very seriously. I will take your lack of substantive response as an admission that you have no evidence at all and you admit you were wrong about what you said. Fear not, I will...

Well there has been empirical work showing it would work at least pre-cost (so you'd have to run it netting with another strategy to make profits) but I couldn't reproduce the results. Mind you, I only have hourly data, and some of this stuff can't really be tested without at least 5 minute...

Still waiting for you to support that accusation with evidence, or admit you are wrong. Sorry to be a pain, but my integrity is important to me. GAT

Sorry if it was perceived as bashing. I was genuinely trying to offer you advice. People on ET have a very low tolerance for thinly veiled sales tactics - maybe that isn't how you meant to come across, but it's certainly how I perceived it and I would imagine I am not the only one. Like I said...

Really? What am I selling??? GAT