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For a general resource on IB, API and automation issues you can also take a look, for instance, at this group on linkedin, which may have, buried inside the countless messages, some useful info: https://www.linkedin.com/groups/4932221/4932221-5911201089918631936

Today we have hit a new high-water mark ($1.5M), after two powerful swings down of the PNL (emphasized by our options): Currently, PNL is about $1.4M after about 107 solar days, 3,211 filled orders, comms: $31,169.77K. Instrument by instrument the situation is as follows: I am looking...

We have gone through a new cycle of DD (or "load up", as it is preferable to see it, in this approach), even sharper than the previous one, but still not worrying. Most of the damage to the smoothness of the PNL curve is still made by the "marginal" strategy (in "semiautomated" mode) we are...

I like to answer each question. Even when made for trolling/discredit purposes, because there are reading people genuinely interested to some aspects of the question. I hope I have cleared your doubts in regard. The short answer to your question, in case it is still hard to infer from my...

We do real trading (with private investors sufficiently capitalized). In our illustrative threads (this and the previous ones, including many unsuccessful), however we use a paper trading account, as usually investors wish to protect their identity and what they make. [On the other hand...

We are back in good shape ($1.3M), having recovered most of the large DD (or "load up") and currently hammering CL the way down: The G-L curve is particularly high (denoting a good "potential") while our "FullMaintMarginReq" is $1,863,898.22. Current situation instrument by instrument: I...

Today we are taking some "beating", with CL spiking up: So far nothing really worrying, as we are actually "loading up" for new profits (see G-L curve, green). On the other hand, we hold a good position on CL PUTs (e.g.: CL FOP 20180417 65 P NYMEX 1000 Light Sweet Crude Oil [ LOK8 P6500 ] )...

Just as with Photoshop, the possibility of "logical layering" gives a great number of practical advantages. Two of the most obvious are, for instance: - Possibility to define "hedgers", whose action can be followed/tuned separately (we have already seen that) - Significant reduction of margin...

Currently, the most performing layer has been one trading ES (for this, I have increased the "packet size" traded to 5 contracts). In the two pictures below the same ES layer is shown, in two different "views". The first view shows the so called "players" (mostly "protective"), which could...

Hello truetype, "why not?" I would not know why not. Do you?

Our non-predictive approach is slowly paying off. Profits have just spiked to $1.2M, which is nice for 87 days in the mkt and using a max FullMaintMarginReq of about $1,4M. Commissions: about $20.5K for 2,487 fills. Broker's report (html, zipped) attached. Folio instrument by instrument...

Easter holidays passed, but not here, as we have an additional holiday day. In the meantime, we have been breaking our previous high-water mark, touching a peak profit of $730K. Currently $723K profits, made in about 84 solar days, using max margin requirement ("FullMaintMarginReq") of...

New week with some roller coaster moves. The combination of significant mkt moves and larger packets has caused a quite sharp drawdown (DD), which the application is now slowly converting into new profits. However, most of the DD was not caused by the main algorithmic strategy, which is pretty...

Hello tradegee, thank you for the question. It was indicated on post #1. Let me copy and paste for you: "Most of the time, we will be using a small fraction of the available funds ($6,172,520.74), so for performances purposes we might, for instance, use ratios which use (at denominator) the...

Thank you tradegee. If you start 2 instances of the bot, one on a "paper trading" account and one on a "real money" trading account, you will see that they are essentially identical. The only occasional small differences is in the execution price which usually is more favorable in a real...

PNL is fluctuating around $435K after about 66 (solar) days and 1,680 orders (max FullMaintMarginReq so far: around $1.3M): It is probably too soon to talk, but it seems that this version of the trading games is doing better than previous ones. Also, the concept of "hedgers" is not bad (and...

We are still doing ok. The PNL touched today for the first time $402K and currently we have only a few layers (NQ and a CL puts) in more or less deep "red". I have defined 2 "hedgers" to take care of NQ while we patiently wait that the "load" gets absorbed by the scalping activity: In...

A good news. We have just surpassed our previous high-water mark of $224K, touching $246K. Currently with around $240K profits (almost 57 solar days, 1,352 fills, $8.5K commissions: Looking at the most profitable layer, it should become well apparent, now that we have a large "order cloud"...

We have started a new trading week and the PNL is still fluctuating around $200K ($192K right now). Last week we had however significant PNL fluctuations and drawdown (which at its peak even brought the PNL under zero): Those PNL fluctuation were in part expected, as we increased the packet...

The platform has been busy hedging the erratic moves and today the PNL is happily fluctuating around $200K (44 solar days, 871 fills, $4.8K commissions): after some rather large swings up and down (reached around $90K) yesterday: I have increased the "packet size" of almost all...