Search results

  1. fan27

    Fully automated futures trading

    Why not just test upgrades or new strategy code outside of your normal trading hours? This of course assumes that your strategies are trading a subset of the 24 hour trading cycle.
  2. fan27

    Looking for a way to automate a system on Interactive Brokers

    What do think is going to be more effort...getting opening prices and re-backtesting your strategy vs setting up a solution to auto trade your strategy? Essentially, you have an EOD strategy that you want to auto trade and I think you are underestimating the level of effort for setting up and...
  3. fan27

    Looking for a way to automate a system on Interactive Brokers

    How hard is it to enter at the following open instead of the close for the backtest? I would expect it to be a trivial change.
  4. fan27

    Looking for a way to automate a system on Interactive Brokers

    I don't know how this will affect your strategy, but one option would be to run your formula after the market closes and place your trades for the following open. This would drastically reduce the overhead for your strategy.
  5. fan27

    Universal Portfolio

    Sounds interesting, but from the article: "if you factor in a transaction cost of 10 basis points, the Universal Portfolio scheme actually returns only 4%. This is the second caveat of Universal Portfolios: because of the frequent rebalancing required, transaction costs tend to eat up all the...
  6. fan27

    Looking for a way to automate a system on Interactive Brokers

    At what point do you "read" the futures prices prior to placing your trades to be executed at the close?
  7. fan27

    Anyone tried courses from J B Marwood

    If you are writing your own code then I doubt you will get much value from what he is offering. His program looks decent for someone new to Amibroker and needs some example strategies to use for learning.
  8. fan27

    Hey stock/futures room scammers: try amazon for suckers

    Modern day Don Lapres. Who remembers this infomercial?
  9. fan27

    Anyone tried courses from J B Marwood

    Are you currently using some form of automated trading? If so, what software are you using?
  10. fan27

    David Einhorn down 34% in 2018

    Couldn't resist.
  11. fan27

    Deglobalisation And The Fall Of China

    Via an Alien invasion perhaps. That would definitely pop the "populist bubble".
  12. fan27

    Dubai Day Trading

    No one on this thread bashed, bullied or was vulgar with you. If you can't handle the content of the thread thus far, how are you going to be able to handle trades that go against you and losing money?
  13. fan27

    Dubai Day Trading

    Then the OP should have framed his inquiry as a desire to meetup with other traders rather than asking for a mentor. One should realize this is an internet forum. It is one thing to ask for advice in a post but to ask for someone to meet and help you in person without establishing any sort of...
  14. fan27

    What Billy Beane and Jim Simons Have in Common

    Equity Index futures (i.e. ES, NQ, YM etc) have an upward bias. Of course, that in of itself is not an advantage but I have found to be a good starting point. I have found from my research "patterns" on the 15 min, 30 min and 1 hour chart where the odds of an up move are greater than a down...
  15. fan27

    Deglobalisation And The Fall Of China

    How does one trade cocaine or heroin futures? A cartel run exchange perhaps? ;)
  16. fan27

    Deglobalisation And The Fall Of China

    What do you propose will be the driver which will burst the "populist-bubble"? Are we all going to have a "come to Jesus" moment and be clamoring for a world government? Highly unlikely.
  17. fan27

    What Billy Beane and Jim Simons Have in Common

    At least you have the right mindset (i.e. what sort of advantage can I bring to the table). I have settled on a technological advantage which can be replicated but not by most.
  18. fan27

    Triggered Trumptard Updates

    "Libtard" gone wild.
  19. fan27

    Any algo traders in the Tampa area

    Bump.
  20. fan27

    Best programming language for trading?

    On a related topic, at my previous job I shared an office with a guy in his late fifties who spent most of his career writing C and C++ code. We were on a Javascript stack project (React.js/Node.js) and there was not a day that went by where we did not have a thorough Javascript bashing...
Back
Top