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Sure dorietrading, about that. More or less in line with what was expected. Everyone else doing this approach with my algo is doing almost exactly the same, even with completely different and personal choices of specific instruments. After all, it's pretty "mechanical", as it's more or less...

And finally, celebrating the 100K milestone:

That's right. There is so much bullshit on the Web that has led people to believe all the strangest things. Machine learning, TA, "signals", and similar "magical thinking", are all based on the nonsensical premise there is some "underlying law" animating the price moves.

Not much happening after the mkt holiday. ES is still around 4130, and currently seems to be heading down, but not with much conviction: PNL situation at the moment around 96K with a maximum of 98.8K reached yesterday. 121 days elapsed sine start and 10.5K gone in commissions. Two layers...

Do this simple "experiment". Use the formula improperly used by the OP: ec = sc * pow(1 + pp / 100, n) ; and run with the following settings: sc = 200 or sc=-200 and pp = -15.91 do it for n= 0,1,2,3,4.

in that case, you might also try an imaginary one :)

Dear earth_imperator, I cannot see any wrong results in the output. All I can see, instead, is that the line of code: ec = sc * pow(1 + pp / 100, n) ; makes no sense whatsoever in your context. What do you think to achieve plugging a relative change into the formula for periodic interest...

First of all, use the same (in absolute value) starting point sc, otherwise, you won't be able to compare and understand what is going on. When debugging, the first rule is to make one change at a time. (I would advise you to use more meaningful names for your variables and round the printout to...

IB offers historical data, but not of the type that you want. At least not that I am aware of. The only viable option that I see with IB is to create your own repository by recording real-time the current margin requirements for the desired instruments (this you can get easily). After a while...

There is no "special" handling for negative numbers. Because all these elementary calculations work just fine with any real number (positive or negative). One has just to understand and use the correct "general" formulas (not the "reduced" special case, valid for positive numbers only, that...

Yes, I understood from your post that you do not conceive it. That is why I was offering you a way out. You can just try and see. You won't leave anymore :-)

I have an ongoing "public illustration" here on ET in the journal section that you may explore and see if it may fit your needs. You can, in any case, give it a try. You got nothing to lose, and all to gain if it works out for you. (I have been working on this for the last 25 years.)

What's wrong is blind attempts at prediction or guessing. Use meaningful nonpredictive algorithmic trading. Your life will change :-)

That is not "continuous compounding". It's just under the assumption of linearity of growth (sometimes called "simple"). With "periodic" compounding at a fixed rate you would have (compared to linear): C_REF -200 C_CURR -100 INTEREST_RATE -0.16 (reduce debt) Linear...

lol, too much of Star Trek :-) Post a proper question on another thread, Captain Kirk! :-) What you are asking now (if that is a question) is not really understandable :-) Aren't you a programmer ? Time to fire up that C# compiler! :-)

lol, Sure, why not ask also Terence Tao and Andrew Wiles about this hard "Millennium" problem :) > "My method" >And: I wonder if there exist a math formula that covers all cases (incl. negative values) of such percent calculations. The page(s) about "percentage" at Wikipedia don't even...

LOL sure! (not sure what 50% has to do with a 0-sum game) :) Math wouldn't lie if one knew it :) Relative variation is a basic "definition" covered in elementary schools over here (f-o)/ |o|. I could understand some initial "confusion" in a mathematically unprepared person when the 2...

Ignorance, like faith, is invincible :) ... 1 million traders, can't be wrong, but 999000 will lose $$$ with their "knowledge" :-)

Monte Carlo methods is a term used with a meaning broad enough to incorporate that. At least if we take it to mean any kind of experiment where pseudorandom generators are involved. More specifically one would put up a market simulation along the lines of Euler–Maruyama methods and use that as...

Finally ending the week with ES rising and a decent PNL: 92K.3K, which is another high-water mark. We have been trading for almost 117 solar days. Total commissions: 10.3K. Currently, we have 240 positions open with a fund usage of 66.72%. As said, we keep around 50%, to be able to ride and...