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  1. fullautotrading

    Trading with automation (with IB)

    More precisely, figures for net liquidation were: initial: 1,525,169.97 "final": 6,116,254.59 (this change is in about 605 days). (As we noted in previous posts, for some reason (probably a bug?) the IB reporting system only allows to select a later initial date.) To be more meaningful...
  2. fullautotrading

    Trading with automation (with IB)

    -- FINAL UPDATE -- I am finally going to close this thread, as I think that - after 605 days and 12,396 filled orders - we might already have a sufficiently long test, for now. I am going to reset the account and start a newer public test trying to use some more wisdom matured during the...
  3. fullautotrading

    Trading with automation (with IB)

    Today we have smashed a new profit record, spiking up to over 3.5 M, thus making well over 200% (in 548 days elapsed) from our initial 1.5 M. Over 12,000 filled orders, total commissions around 100K. At this point we have all layers turned positive, except a couple of layers (ES and ZM) which...
  4. fullautotrading

    Trading with automation (with IB)

    (i meant the SDX in the post above, apparently I skipped the X while typing) In principle, there is no limit (apart your hardware). I would say there is a common-sense and ease-of-use limit: you usually don't want to go much beyond 100 instruments for each program instance. But it's really up...
  5. fullautotrading

    Trading with automation (with IB)

    > your platforms entry date need to coincide with pivotal human psychological inflection points That is right. Of course, I was not saying that I use "random" entries. I developed several years ago a specific indicator (called the SD ), signed direction index, which has the purpose to identify...
  6. fullautotrading

    Trading with automation (with IB)

    I agree with that (concrete proof is that I went as far as to create my own platform, with a lot of effort and many years of dedication and investments). The only thing which, however, I would like to communicate is that, as far as I currently understand it, it's not a much matter of open/close...
  7. fullautotrading

    Trading with automation (with IB)

    It should be seen in detail what you mean by that. There are, of course, various possible degrees, from simple customization of current rules, to creation of new rules and mechanisms altogether, to complete rewrite of algorithmic engine :) ... and so on. For that, I think it's probably better to...
  8. fullautotrading

    Trading with automation (with IB)

    For testing, have included in the application a simulation facility which can generate years and years of millisec tickdata, so that one can already envision/explore what the trading engine will do with real tickdata and different setups, as well as explore "extreme" situations. The scenarios...
  9. fullautotrading

    Trading with automation (with IB)

    The number of players (on both sides buy/sell) is (initially) the result of the "game rules" or game settings, which are set up by the user. The game settings are in practice the "center of control" of the "trading game". There is a good number of those, which I have been evolving in time, to...
  10. fullautotrading

    Trading with automation (with IB)

    Here is another "long term" update, since we broke today a new high watermark, practically finally reaching a 100% profit. It has taken 490 days, starting with about 1.5M, and with about 90K in commissions (for 11,627 fills). While we have been trading 106 layers and 58 distinct instruments...
  11. fullautotrading

    Trading with automation (with IB)

    Nov 9, it's a new president for USA, and the application has coincidentally "celebrated" touching the milestone of 1M profit high watermark. It has taken a bit more than 1 year to add up a 60% to the initial 1.5M. We have recovered most of the layers which were in DD, mostly crude oil, with...
  12. fullautotrading

    Trading with automation (with IB)

    For the colleagues who have been asking for long term updates, I am posting the state of the demo account after a total of about 421 days, 10,449 fills, for a total of about 80K in commissions. Complete trade report is also attached. (I have no idea why IB does not allow to select an earlier...
  13. fullautotrading

    Trading with automation (with IB)

    Today we had some recovery, after the sharp DD of last week. We are not safe yet with our investment on crude oil, as there is still a large exposure, however, the situation looks better now, with a nice PNL and a large potential profit (but also significant risk). So, no worries, I can still...
  14. fullautotrading

    Trading with automation (with IB)

    LOL. You are definitely right globalarbtrader. I have one mild justification: that I am very far from being a native speaker (actually I learned some of this language in adult age), and the process of "translating" my own terminology and concepts into a non native language may likely play tricks...
  15. fullautotrading

    Trading with automation (with IB)

    "Martingaling" is not viable. Actually, it's a sure way to quickly blow up an account. What we do can actually be described as almost the opposite of that. The application is continuously "hedging" placing "protective" players opposite to the direction where there is the greater load. This...
  16. fullautotrading

    Trading with automation (with IB)

    Last week we continued our "investment" on CL, mostly, and SI. We are also slowly recovering NG (not really a good instrument for our scalping/hedging games, which needs more "fluctuations" than it does), while ES is also starting a new "load phase". Since we have a good position on CL (riding...
  17. fullautotrading

    Trading with automation (with IB)

    We never had a 60% decline. You may have problem with trading, if you have issues computing basic percentages. The criticism by d08 was that I took a bit more than 30% DD, while he thinks that 30% is fine for him. Well I think that, in general, it depends on the circumstances. In my case, we...
  18. fullautotrading

    Trading with automation (with IB)

    I am not sure what's the point of that. None is assuming anything about price behavior. All what I am saying is that as soon as the stored trading information can be used (to make a practical example, if you are constantly going long on UVXY this condition would be violated, as you start...
  19. fullautotrading

    Trading with automation (with IB)

    Haters are fine, but I did not see any so far in this thread. Everyone has been making quite useful and intelligent remarks, clearly within his own experience and understanding. I accept candidatures anyway :) I like to be challenged and provide transparent answers. I am in full control and...
  20. fullautotrading

    Trading with automation (with IB)

    When you buy your stock of shoes you are investing money for a possible future profit. Your shoes are in a warehouse waiting to be sold, and they may get damaged by rats, or a flood, or because a fire. Or maybe they go suddenly out of fashion, or... maybe everyone is now buying the Feiyue...
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