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This info I think is wrong. IB still gives me the error message unless you refresh Kernel. I thought the error went away simply because I started to use "re-start the Kernel, then re-run the whole notebook" function (JupyterLab). Sorry about the wrong report. To be honest I don't understand...

By the way, if I would give one advice to me of 3 months ago, it would be: "Know market open hours for the instruments you trade" I started my trading even without this knowledge, and it was like walking in the dark. Now I can schedule my day as I now know when I should place orders by...

Hi Kernfusion, Oh yes you are right. Your system should know your orders for sure. So the question is how you keep your record of transactions, either by 1) your system, or 2) IB system (activity log), or your manual order log (this is exactly I do today), to calculate your performance. I...

Hi all! I presume most of you do other trading strategies or investments, in the same account you do futures trading. How do you monitor pure performance of this futures trading? Do you need to download all your transaction log and filter related transactions and sum them up, or is there any...

I noticed that I do not receive "client id already in use" error from IB any longer. IB might have made some changes on its system. I do not know exactly as I made many changes on my PC and applications during last weekend... but these must have nothing to do with the error.

Thanks HobbyTrading and Kernfusion for sharing you thought! What HobbyTrading does makes sense combined with his minimum 3 contract approach. Yes that is exactly what I was asking about. It is good to know that this is a common problem for those dealing with stocks with much bigger universe...

Hi GAT! Oh I see. I put this in the very end of my long to do list. Priority for me is to learn coding so that I will be able to run backtest with the very basic strategy. Thanks!

Hi all, A thought somewhat related to market diversification. What would be the downside of keeping more instruments in your portfolio beyond your risk target? You will be able to pick trending market effectively from broarder market, particularly when your risk is not fully used up by your...

Thanks HobbyTrading. I did read this blog post. My takeaway was that if you have 2 choices, A) instrument with max contracts of 3 or bigger, B) a instrument with max contracts of 2, and a new instrument with max contracts of 1, go with B at any time. The 3 curves looks pretty proportional...

Hi GAT! Yes I am on my way to gain eyesight. It needs to be done before it's too late... How come I cannot come up with such a simple solution! It is somewhat similar to your answer for my question on how to pick trading rule variations to apply for each instruments, of which volatility...

Thanks, HobbyTrading. I hope you enjoyed living in Japan. Japan is a good country to live for Japanese for sure, but not sure for non-Japanese. Firstly language is a problem, and also many complicated procedures in government related areas. It is flustrating that this country is under...

Hi HobbyTrading, What made you remove carry rule completely out of your system? I saw you wrote in this thread that the signal is not stable. I was curious as I know the carry sigal smoothing was also discussed somewhere in this thread. Now my weight for carry rule is 33%. Moving average...

Correction: 0.5 --> 1.0 I manage instruments with what I call base postion (no. of contracts at forecast = 10). Hence the confusion. Sorry about that.

Hi HobbyTrading! What a fancy name. My hundle name means exactly it - clock in Japanese. It means nothing to me personally. I needed some handle name when posting questions to Rob's website, as it appeared that my gmail account name is shown otherwise. I decided to use same hundle name here...

Here are the list of questions I have asked Rob: how to smooth carry signal his opinion on my decision of reducing weight for carry rule difference in scaling factors for MAC between Systematic Trading and Leveraged Trading his opinion in utilizing leverage in long only portfolio how to...

Kernfusion, Forgot mension it is good to hear that you increased coverage of instrument. I did the same just 2 weeks back. So actually it is not 3 months but 2 weeks since I started my trading with my current 30 instruments portofolio. I am reading Andreas Cleanow's book, where it is very...

Hi Kernfusion, thank you for sharing! I envy your visualizations and coding skilks. This is something I am learning right now. I still have not able to run backtesting myself. Now I have 30 instruments listed in my portfolio. I don't have GBM and Nikkei, but instead have a few more...

Hi All and Rob! Newcommer from Japan. I have started trading futures for almost 3 months now, inspired by Rob's books. I have been asking questions to Rob on his website, and he has been so kind helping me. I came here to learn more from folks who have run similar system even earlier. I...