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Sure NickNLD: if no one knows here on ET, I will open a ticket. I think it could be good information to be shared, as I am probably not the only one who will ever need it for algorithmic trading.

In this case, in the info dialog that you get when double clicking the instrument name ("6310C") on the TWS you can see ("Knock-out Price", what I am looking for, is 6.5, different from the strike): ALTRAN TECHNOLOGIES SA Product ATC Security Type IOPT Underlying ALT STK Marketing Name...

Excuse me. I am looking at the contract info and also at the contract details received via API of a turbo option to find the barrier value. Can anyone please tell me what is the name of the field, or where I can find the barrier value. Below is a sample (just a random example) of the values...

Some notes on hedging, as promised. Let's consider, for instance, a short (signed) position Q with average price A. For instance: Q = -1000 shares A = $50 Let's consider two higher prices P0 and P1 (A < P0 < P1) for instance: P0 = $ 100 P1 = $ 150 Let's consider the situation at...

We had a pretty nasty surge today on gold (see yellow arrow, where we stopped), and having all those 3X ETFs on metals, the PNL spiked to a nasty -22% the initial capital (we had accumulated anyway several Ks hedging the way up, which anyway mitigated a bit the hit). Thus the account owner...

@Johnny Ca$h >I followed the last few exchanges and I have to say to those who may have doubts that I found only great intellectual integrity in your work, which I have been following for about 2 years now. Thank you. I can even die happy now :-) >The Gbot principle is to create profit...

The discussion about "prediction" is an interesting one, although probably more under a philosophical point of view than in practice. Well, there are cases when of course beliefs impact practice, and those are the cases which are most relevant to a fund manager. When is the concept of...

Thank you AItrader. One crucial point that I want to stress is that, in my view, a fund management platform must not be something "magical", that you turn on and then you can enter in brain-sleep mode :-), leaving every conceivable nonsense to it. It's quite the opposite. The algorithm is...

And, as promised, here are the 3 "bad guys". The screenshots show the "player mode view", that is only the players which could not close in profit yet. (These have been taken right now, while mkt is closed) The red horizontal line signifies the break even point for the open players. That is...

Sure AItrader, here is our update for this week start. Metals giving hard time moving up more and then up and down in a small range. I have been hedging extensively trying to grab as much profit as possible on the moves up, which are those causing drawdown (DD), clearly. PNL at about -14-15% of...

I shall be honored.

Oh, a benefactor of humanity we have here. 20$ a month on 100$ capital (well I guess the PDT rule does not apply to your users). That's beautiful. Why don't you write a proposal to the Bill & Melinda Gates Foundation ? And, btw, now that my investors and research sponsors have finally...

Your system returns 170% per year :-) Ah ok, sorry I did not notice that. Well, then we have solved all our problems, I just need to download Zorro and we will immediately start recovering and becoming rich. That's brilliant. I had already visited your site, don't worry, I am not so dumb...

No professor here please, I am just one who is making a journey, kindly supported by enlightened investors, and trying to humbly build up something new and that both makes sense rationally and works, with all those of you who are interested :-) Thank you for the thought, anyway: I am using...

Yes, Glad you are having fun AdrianHagh81. (And btw there is no need of credentials here: common sense and intellectual honesty are largely sufficient :-) I agree that there are situations that can be exploited (I would not talk of "repeatable patterns" though). That is in fact the rationale...

>trading a random walk curve causes stochastic dominance Sorry, that meaningless sentence was not my statement, but another strange product of your imagination. I can't give private lesson here in Statistics. Especially, to hostile people not minimally interested in learning, but only to...

You have really decided to make a display of your intellectual abilities. Have I ever mentioned any grid involved in the trading methodology? Again you have no clue on the hedging mechanisms. "Protective" players are closed (that's the point of preserving trading information) when price...

@jcl366 >"predictable frequency distribution, very different to the spectral dilation of random data" ? Just out of curiosity where did you get your PhD ? I just want to make sure what school to avoid for my children. >But I have shown you a proof. I've posted a spectral analysis of S&P500...