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Filter out any stock with news

daily bars

use ib scanner and yahoo calendar and social media

sometimes i have big loss on one stock, for example, loss 40%. but since I have hundreds of positions, each stock accounts only less than 1% of my portfolia, 40% loss is less than 0.4% hit to my account, even that is very rare. I do not trade stocks that have news and large moves. i filter out...

can you say a few words what work a programmer needs to do ? for example, if you only use indicators, that is easier to code; but if you use candle context, it is extremely hard to code; or if you use trendline, it is also pretty hard to code identical to your naked eye since trendline is very...

1) both long and short. not necessarily market nuetral 2) a few seconds to end of the day, depends when the price hit my target to close . 3-4) automated, a few hundred trades per day. so far about 1.5 million commission has paid to IB in the last decade. 5) reversion 6) stocks. btw, on...

the bull market makes day trading more difficult. The strategy works better in high vol environment. In 2008, the return was 250%. Wish trump step down and let stock run its own course

the penalty is just money fine, no jail time?

I developed this strategy in 2007 and have used it since then. it produced three digits return in first several years, and then the performance went down since 2014. I guess that was due to the low market volatility. in the last 12 years till now, the maximum dd is below 2%, the sharpe ratio is...

i will never hand out my trading strategy fully to one programmer, unless you have 100% trust on the person. the alternative is to break down your task into a few sub project, and hire a few programmers, each for one sub project, and you put them together. if your strategy is truly valuable, i...

how can I use tws to chart synthetic spread?

Round numbers are important psychological level. do you use round number information to help you trade?

either works

IOC order not supported anymore

a few days ago i saw a post saying NYSE dropped "IOC" order type. I checked IB, indeed no IOC order anymore, even for nasdaq and amex symbols.

if you are not minute-time-frame traders,why do you need to care? if the stock wants to go down, it will go down regardless of your 1000 shares.

what is symbol for the 10-year future?

i wish they provide api. if so, i will move there from ib.

as long as my order is filled, do i need to care about how hft is doing? if they can predict whether my order is good or bad, they can do so without my order anyway, given my order is so small. only if citadel intentionally does not allow price to pass my limit. you think that is realistic for...

for retail traders who send limit orders if the price is not at NBBO, the order is almost always filled at the limit price. I do not know how citedal will fill me at worse price. your guess that without citadel, i might fill at better than limit price, that is only true if my order is sending...