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Don't talk to them! They are trying to trick you and steal your trading strategy :caution: ;););) (yes, it's joke)

From what I've heard, Lime is an executing broker that introduces to Wedbush or IB for prime, meaning your money would be with those brokers and their banks, not in Russia. Someone correct me if this is wrong.

Thanks for explaining what you meant by 2%. But a more important number to understand is, how much value do these discretionary decisions bring to your system? From what you said, it sounds like you have no idea. I would suggest re-evaluating whether some of the things you mentioned are even...

If your system can't work without these manual interventions then I am skeptical that it works at all. If these "high level flags" are so important, then it's nonsensical to say they are only 2% of your system. If they are truly only 2% then just go without them. Go 100% full auto. This would...

Sounds like word games. If someone "really trades" that heavily implies they are profitable, especially in this context. Otherwise, who cares. Any idiot can hit the buy or sell button. Do you seriously think that people want to pay good money to an "educator" who is a losing trader, just...

@KCalhoun Where can I find your track record?

OK, but why? You can't rely on them being coherent anyways. Even if you manage to eliminate every mismatch now, that doesn't mean that more mismatches won't appear in the future if Polygon changes or if the underlying data changes. Having been in this game for about a decade now I know it...

Sounds a lot like your other thread. The answer is no. Nobody reproduces bars from any source. It is a fool's errand to try, and worthless even if you succeed. You are still in this newbie fallacy that there is one correct way to interpret trade data and you assume that Polygon must be doing it...

I'll bet 15% was strategically chosen to get enough support to force it on the opposition, with the intention of gradually raising it over time after it passed. Good on Ireland and others for resisting the pressure for now.

The only solution is a regulator that has balls. From a technical point of view, there are easy solutions. They won't be implemented because it's a political problem, not a technical one. The equation is simple: better execution for retail = less profits for powerful incumbents. If you want...

17.5% x 5 = 87.5% drawdown = dead 1.5 is the highest I could recommend based on that track record, and that is only if you truly have "titanium balls" coincidentally 1.5x4 = 6 (portfolio margin)

I like to help out beginning traders but this sounds like it's something else. likely this is commercial or you have been hired to create this screener. I feel it is unethical to request community support for such things. Others may feel differently. Good luck.

What is the use case for all of this? Are you actually trading?

OK, I understand where you are coming from :) Being new in the field, you assume that there is one correct way of doing things and that "platforms" like google do things in the correct way. Erase these thoughts from your mind. The reality is platforms are shit. They are all buggy and all work...

Why do you care so much about "eligible" trades? Did you read the API docs? If you're a Polygon customer why don't you ask support instead of posting here? I suspect you're going to have to download all the tick data and find the trades you want. AFAIK the polygon APIs have no concept of primary...

JSOP is incorrect. What you want does exist, it just depends on your broker. Ask them how they handle this scenario.

Day orders can't be placed on an exchange the day before, native GTC orders are the only ones that can live on an exchange across days. If your broker allows placing a "day" order while the market is closed, what they are actually doing is storing the order in their own system and routing it to...

It depends on your broker and/or which exchange the order is on. NYSE and NASDAQ dropped support for native GTC orders a few years back. IB generally cancels their simulated GTC orders when there is a corporate action.

You're way off the mark. I am pro markets and pro market makers. What I'm against is monopolies and anticompetitive practices. Thoughtful criticism of the status quo =/= whining.

FB and GOOG are both NASDAQ listed. On NASDAQ after 9:28am, LOO orders are treated as "IO" (imbalance only) orders, which only fill if the auction happens at the NASDAQ inside price. It's quite difficult to backtest this type of strategy because you will need historical data for NASDAQ...