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Second that . Maybe the filter is good for stock traders, but as a futures trader , I think without rules 2 and 3 is fine . . IB can let traders choose, and those go with only rule 1 agree that IB shall not be responsible for the risk of bad print. Technically I do not see much...

Yes, I know this option. But what I want is a triggering method purely related to the last traded price, has nothing to do with bid/ask price, as this is the way I backtested my strategy. I used traded price to design the system, not the bid/ask price. Naturally I would want to use "Last...

I use IB TWS to trader futures, my trigger method is "Last". Recently I saw that the excecution of my stop orders got much worse than before. I did not know the reason and guessed it is just market volatility. But today the market price drop through my SELL stop order and bounced back, and...

Yeah, and those IB people do not only do this is US. They are doing this even more in Hong Kong , in Taiwan, in China and any non-US countries, except Japan, where local officials have higher sense of moral responsibility. In Taiwan, the last day of April is a slaughtering day. And the...

I just saw IB listing Nifty and many other NSE products on their website. Do they offer these only to Indian customers or also to clients in other countries ? I am a Chinese, so far have been doing some Nifty@SGX trading, but would like to be able to try Nifty@NSE. Joesan

For fixed ratio method, suggest make delta 50% or less as of the expected maximum drawdown. Since for your system the actual dd in the last 10 years in $2,780 , so if I were you, I would give it some breath space and make 1.5*$2,780=$4,170 as the expected MDD, then the delta is 0.5*4170=$2,085...

Suggest start with fixed ratio method, which is ideal for smaller account,especially with this stellar trading strategy, then switch to fixed fractional at some proint, when the account has been greatly increased in size

Is this meant to be an advertisement of the strategy ? It is such a perfect system that any pp algos will surely do the job of further boost the already spetacular performance.

The OP should made it clear in the first post that all the following result are all based on paper trading. For me, from the first time I saw other posters pointed out discrepancy between their real trading result of this system with OP's , I began to doubt whether OP was on simulation...

Hi, I have a question about SKF This etf is said to yield 200% inverse of the DOW index. But when looking at the prices today, I found currently Done is down 1.60% ,but SKF was up 8.54%, this is more than 500% of the inverse of the DOW index . Is there something wrong? Are we expected to...

What will happen to the stock if citi is partially nationalized ( say 40%) or wholly nationalized ( 100%) ? And if I hold a put option of citi, if it is wholly nationalized, will I profit or will I get nothing ?

Hey, how was your HSI trading going. Not trading it now ?

Hi, Dareminator Have you been playing with static variables in Amibroker ? http://www.amibroker.org/userkb/2007/04/21/static-variables-in-rt-systems/ Static variable is important than anything else in deploying an ATS in Amibroker. I stumbled on various issues when I was writing my...

I only trade a limited number of futures/options, actually 4 symbols , with 1-3 strategy targeted at each symbol. I need to dynamically sending/modifying/cancelling stop/limit orders every 5-8 seconds and Amibroker's IBcontroller works perfectly for me as a single strategy autotrading...

Have an update on the issue: Recently got a reply from IB that they will fix this bug in the next release of API.

Hi I am a futures/options trader and my approach is exclusively mechanical. Currently I am using Amibroker as my autotrading platform, ( it is very good for strategy development ) but as the number of markets/strageties/accounts is increasing, I hope to try some other software that may be...

Have been trading Asian markets full time since five years ago from Shanghai, 85% months profitable. Multimarket multi-strategies supported by an ATS developed by myself. From this August also managing OPM, so far so good, five consecutive winning months.

Thanks, Dcraig. I rechecked and the imput of the symbol is correct. And I have subscribed to KSE in acct mgt, because I can show this symbol in TWS interface and place orders. Maybe it is a TWSDDE-file-only bug.

I checked the error message on the top right place of the same page (ticker page) of the TWSDDE file, for my request of K200 market data, there is an error message "Invalid destination exchange specified" But K200 is listed at KSE, there should be no mistake about that . Why does that error...

Hi, I am using the example TwsDde.xls file coming along with the IB API 9.51 installation to get market data of some Asian futures symbols. It works fine with HSI, SGXNK, STW, but it can not get realtime market data of K200, the korean stock index futures, I set up the symbol as...