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What's the 90% stat? Something about fills at IB vs Tradestation?

The thing is, you also have to arrange for/pay for delivery TO your homestead. Seller isn't buying train/semi capacity to take this stuff to your doorstep. Dont' mess with commodities futures without reading the contract, and also your broker's contract.

I think so -- I never used that function in my own coding, and don't have a platform running right now to test it, so I can't be sure. But that seems to be the trickiest part ... once you get PM high, you can just do: if VWAP > PM High then ... [do something] else ...[do something else] Are...

That's a really good point. My trading is on the side (and mostly automated) -- I have a full-time job I like on its own merits -- and I sometimes wish I had more time to just watch the markets move to news, chart lines, etc.

But since you're asking how to stay focused on the screens: how about picking up a small side hustle that's purely screen based ... transcription jobs off Mechanical Turk, etc. You're working on that on one monitor, keeping yourself occupied while making a little cash on the side, but it's...

You would need fixed rules, so if it's more of a feel approach, then you're right, automation isn't your friend. If you wanted to work toward some more fixed rules, you could consider automatic checks on - Vix making new lows every x candles (or: Vix candle closing lower than average of past n...

I'd think that retail traders would automatically close your position before you're at risk of having to accept delivery. But I don't trade commodities precisely because I don't want to accidentally run this risk.

Do you have a way to get PM high? I wonder if the OHLCPeriodsAgo function (https://uploads.tradestation.com/uploads/EasyLanguage-Functions-and-Reserved-Words-Reference.pdf) would work to retrieve PM high.

Indicator in the broader sense — looking at price/change/volume in some instrument to indicate buy/sell conditions in another.

I don’t see why a signal based on multiple indicators couldn’t be automated. Take a look at Tradestation or Multicharts; they have some built-in APIs and scripts so you wouldn’t have to start from scratch. Can definitely handle strategies that reference multiple data streams/charts.

I use multicharts with IB. I run medium-to-low complexity scripts; I think they're mostly compatible with EasyLanguage, though some (like currenttime_s) aren't. I haven't encountered the issues with multiple time-frames the above commenter notes, at least not in MC's Portfolio Trader (though...

The problem with trend lines etc. is that they work only in certain situations. News, for example, will almost always blow through trend lines. Trend lines of a specific ticker are of no use when the market moves against them. And so on. This isn't to say that indicators/trend lines can't be...

I agree. I don't mind their commission structure (with some routing tweaks, I rarely pay more than 15-20 cents/100-share order), but it'd be nice if there was some grandfathering into the lower commission tier. Maybe if you ended the last month in a lower tier, you'd continue on that tier for...

Thanks all. That's exactly what I've done -- put an outside RTH buy limit about 50c above the current price. And just in case my limit doesn't get filled, I put some way-out MNQ hedge out there, because that's how much I hate holding short overnight :)

This is going to sound like a newbie question, but I very rarely trade outside regular hours, and got caught short 100 shares of MSFT where the close didn't execute. Now I'm holding the short position overnight. I hate holding short positions overnight (even small ones), so I want to get rid of...

You can often wrap a ggplot chart into plotly, like: y <- ggplot2(...) + geom_(...) plotly(y) I'm not sure when it works and when it doesn't, but I've been shocked to just see it work with certain graphs.

Like everything, it works sometimes, in some conditions. TA can work well in markets (or individual tickers) that aren't currently driven by fundamentals/news. But fundamentals and news will always break technical indicators. TA can show you where institutional buys/sells happen (sometimes)...

They also had that get-a-free-stock campaign for new signups. It’d be interesting to see how many of these new accounts trade with some regularity after a few weeks.

That’s right, I forgot you’re using micros. Plenty of liquidity there as well if you really need to scale.

Very nice. Are you able to scale this once you're comfortable with the performance, or do you see difficulties on that front? I've been experimenting with an arbitrage/mean reversion script. I doubt I'll ever run it -- on the retail level, commissions are too much of a factor -- but it's a fun...