Search results

Heres a question for whoever has any experience doing this on IB. I wanted to permanently move some yen over to usd. I attempted to do this last week using IB's IDEAL, I now have an entry in my portfolio for the conversion amount with a unrealized P/L which has not gone away after 5 days. I...

buy two cattle futures? (ps. i think cockroachs only have 6 legs)

what do you mean by flicker? like a graphical flicker or connection issues? maybe try getting the latest version of java and downloading the standalone TWS.

TS, I find some of your posts quite useful. But I would respect what you say a lot more if you refrain from personal insults along side them. Just a thought. Maybe think about generalizing statements a bit more, eg "do you think the average ATS designer is compromised based on a general lack...

but the real winners today are the children.

too bad. the market always turns bullish whenever someone wins at plinko.

ill guess 177 down just so im closer to being correct than you :)

i'll be the first to admit my live system is'nt a black box (and never claimed such), im far too paranoid and protective of my seed capital to not be watching and turning it on and off. plus i could give a flying fruit wether i run a black/grey/white/fuschia box as long as its producing income...

we've all forgotten about the case of fruit roll-ups. mmm. this whole 'testing' thing takes too long. sink or swim i say. :p

whats wrong with communism? i love star trek.

even a broken clock is right twice a day. :p

i wouldn't be so sure about that. the people with successful bots who are so bored waiting for them to trade, trying to find reasons to postpone further r&d, that they cling to any type of interesting conversation available? :D

well not quite what i meant. it can classify apples and oranges. it doesn't classify every none orange as an apple. it knows what an apple looks like and it knows what an orange looks like. it doesn't attempt to classify anything that does not look like one of the two. so when bananas come...

iv been thinking about the problem of over-optimization a bit today. i think people might be putting too much weight on it when it comes to trading. ill use an analogy to explain. imagine you are writing a bot which visually classifies fruits. say your learning data has mostly apples and...

not true for all cases. i found one difference between sim and live which effected me was when my system attempted to grab liquidity which faster systems got to first. obviously that had a negative effect on the system and has nothing to do with curve fitting. IB gives you a sim fill for a...

sometimes consistency is rightly exchanged for profit.

frost, out of how many of the past 18 live days would you say that your bot has gone +200$ into the profit. iv been playing around with the idea of daily profit targets which would help smooth the equity curve, prevent days like this, help guarantee a positive return while giving up potential...

wish i could come this month but ill be out of town on the 26th. next time

frost, it would be interesting to work out mathematically what the max distance the price can move against (worst case price action) before the change in the trends cause your system to go flat, basically figuring out the limit of your dynamic stop setup. have you already looked into that? from...

agreed. it would be nice if IB could synced their restart time with the restart times of the servers on the electric exchanges, shortly after 4pm est before 5 i assume? i personally miss a lot of volume between 12 midnight and 12:30 when the feeds start working consistently again. also IB...