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This is another folio i started a day later. Now imagine overlaying 100 of these on the same account ;-) Maybe starting 1 every week or whatever lag. And possibly working within the same program instance, to maximize the effect of global close ;-)) Do you "see" the "self-hedging"...

Luckyest performers include SI (6.2K), HO (2.8K), RB (1.9K), EUR (1.4K). The bot also enjoyed CHF, which someone has lately defined a "nightmare". Here are the single trades of chf. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3139199" width="1200" /> (Also the 2...

<b>"Superposition" as ultimate hedging</b> Here is our mini folio. I have also started another <b>couple of instances</b>. Infact, very large investors (such as banks or other institutions) can add another layer of hedging, besides folio, by overlaying multiple folios. This would increase...

I have also just learned that real trading has been profitable. Which makes me quite happy ! These fund managers have really shown to have balls (besides money), starting out this adventure before anyone else ;-)) Congratulations! Tom

All is proceeding smootly. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3137570" width="1200" />

Mini folio is proceeding fine (no worrying move). <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3137291" width="1200" />

RB is confirming the behavior we have seen last week too. Nice fluctuations, that the bot enjoys a lot. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3136973" width="1200" /> I am currently testing (in the sim environment) some new ideas, consisting of "sliding...

These are, in particular, the single trades, up to now, of the luckyest: SI (silver). <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3136752" width="1200" />

The mini folio closed again. Actually it had a quite lucky start (dont' be fooled by lucky runs, a folio like this can experience very large dd!). Most lucky instruments have been SI, RB, HO, CHF. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3136723" width="1200" />

This is the new folio (with EMD added); it just closed all after some tiny overnight dd, to allow sliding with mkt. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3136375" width="1200" />

This is the lucky friday run. Now have restarted a new session. I have also added EMD, to keep a watch on it. Overnight had some drawdown, but nothing really "significant" for a 21 instrument folio. The new folio has just closed at about 2K. (I did not have enough time to test the tigher...

So this week we have "stolen" these 10K from the market, even with the nasty gap (Nymex issue with IB, see thread: http://www.elitetrader.com/vb/showthread.php?s=&postid=3133343#post3133343 ). Actually this game is pretty insensitive to gaps. I am actually working on a few variants to...

I's none like gambling. Much closer to stealing candies from kids. ;-) Tom

Hi abattia, sorry i am a little late at the party! :-) (Today i had to rush some code changes a Canadian friend pointed out.) Here is the "guilty" thread: ;-)) http://www.elitetrader.com/vb/showthread.php?s=&threadid=208265&perpage=6&pagenumber=17 Well as many absolute statements...

Luckyest performer was RB this time, which rised 3K (realized almost 4K) with very little dd. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3133668" width="1200" />

Looks like the current behavior is the following: if one opens a <b>real account</b> on a machine, while testing folios and strategies (paper trading) on another machine, all the instruments NYMEX (cl, gc, hg, ho, ng, qm, rb, si, ... ) practically suspend the datafeed. This is what i...

Yesterday big problems with Nymex datafeed. At same time Si was running away. Anyway today recovered the gap. See thread: http://www.elitetrader.com/vb/showthread.php?s=&postid=3133343#post3133343 <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3133350" width="1200" />

Hi bs2167, i am running continuosly test on all 4 my accounts on multiple machines. So i spot immediately if something goes wrong. So far IB paper trading has been "usable". Apart some periods where some instruments don't fill or fill with very large delays. Since i needed to continue...

Hi abattia, thanks for contributing. Mkt is a constantly humbling experience, and the day i meet a "professor" of trading I can be pretty sure he might still be a professor, but about market has little experience for sure ;-)) As to question b) i don't feel i am attributing something to...

I am not sure i understand the question. (This is paper trading, to test IB real trading. My strategies could not be implemented within NT.) Tom