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The week has started with another day dominated by small caps ETFs. Closed several players mostly on TZA and TNA, pushing the PNL to a new peak, exceeding 31K. Closing the session at 28.4K. Margin usage is still relatively low, about 140K. I am still watching a few stocks too, including AAPL...

End of the week. Most of the activity was with TZA and TNA (small caps) again, where we could close a few players (but still holding a lot of positions). Added a few new ETFs to watch. Still watching some stocks, to see if there is enough "activity" to activate the s/h game. Current margin...

A quick midweek update. Investing again in the small caps moves (note the decrease of TZA, TNA pnls and some other mkt related instruments, by comparing with the previous situation), and partially hedging with the positions in metals we had, which mitigate the drawdown. I have also added a few...

Sure mickson, as always :-) <b>App updates</b> A quick update about application development. In the weekend I have also introduced a "color code" for the games, and defined 3 main (example) games. For now they are called: Shield, Bias- , Shield+ [ The application will initially default...

Start of new week. Most of the "load" in small caps of the previous week has been released today, pushing the PNL beyond <b>27.6K</b>, at its peak. Margin usage is at the moment pretty low, just 128K. Metals and energy still stuck. Today I have slightly changed the settings, making the SDXs a...

End of the week. Some of the new profits have been reinvested in new moves. Drift is proceeding ok. Everything under control. Most active instruments this week have been the small caps (TZA, TNA). We still need some activity in metals and energy to see some progresses in that area. Most...

Start of new week. Not much activity. Some unrealized pulling back and driving the PNL higher. Also watching the two new stock symbols. Did not move much (remember that the green horizontal lines represent (about) 1% moves, compare with previous ETFs' charts too to get a sense).

Hi AItrader, sure. I am actually a bit "skeptical" about unleveraged stuff, because of the possibly "smoother" price waves, and the relative weight of commissions [actually commissions look a bit excessive in the current setting and capital, where the order sizes are relatively small and the...

End of the week. Today we had some move at the start of the trading day, which allowed to close (not all but) several players of the metals (PNL touched 21.8K at its peak). ERX scalped a little bit up and down but essentially remained where we left it. ZSL is a pretty poor "performer" lately...

Thank you jb514, I am adding them right now to the folio. We will keep them under watch for a few days, and will see and discuss here how they move (spread, volume, volatility, decay (if any), history, shape of price curve, amplitude of fluctuations, etc...). Then, if we like them, will...

It's some time we do not look at an order cloud. Here is one of the nicest (one layer with UPRO) [shot taken right now, while market is closed (some ticks are actually arriving for this instrument even now)]: The picture at the bottom is exactly the same, but in "player view" mode. (This...

Hi jb514, Well, yes. In "theory" it's like you say. However, in real world application there are some good reasons which become evident with daily practice. For instance TZA was not shortable most of the time these days, and TNA served well the purpose (also the dynamics are not exactly the...

Hi QuantWizard, Bottom chart shows the current (realtime) individual PNL, instrument by instrument (46 layers). Top chart represents history of aggregate (whole folio) PNL (cyan solid line), Unrealized (orange dotted), and "G-L" (green dotted). (cf., initial posts: more details on result...

For each placed order the "filled so far" quantity is received periodically by the "AxTws1.orderStatus" event; signature: Tws_orderStatus(ByVal Sender As Object, ByVal e As AxTWSLib._DTwsEvents_orderStatusEvent) along with other crucial realtime info, such as: e.id e.status e.filled...

A quick folio update. Scalping quietly. Most active instruments have been "small caps" and "treasuries" (TZA, TNA, TBT, TMV, ...). Most of the investment is still tied with metals and energy. (In the meantime I have been working on some program refinements, which I am planning to deliver soon.)

If not filled, you simply place again the order using the same order ID. Price (and entire order) will be updated accordingly.

The weekend pause is perhaps a good time to reflect and remind us our "trading principles", and the nature of the statistical edge we exploit. I would also like to slightly improve some piece of terminology, as I think I used the expression conservation of trading information (pag.29). I am now...

End of the week. Finally seeing some "green". Ending up again in the 14K zone with about 6K commissions. Drift ((G-L)/L) is ok so far, around 15%. The G-L figure about 80K, providing a nice cushion for further investments. Margins use has rised to around 150K lately, after our investor injected...

The new week after the holidays restarted with relatively scarce activity. Mkt advanced both yesterday and today. Remarkable move of JDST just at the very last minutes of the session. Being not shortable I was not able to "overload" it as I wished with "manual injections" (lately I have...

Here is the middle week update. Yesterday was a rollercoaster with mkt first continue dropping and then recovering. Along with the current "load" on metals, it caused a significant drawdown (-11K), then recovered at the end of the day (+6K). Most of the investment is still tied with metals and...