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Interesting end of the week. A new wave of investments is causing a new "load phase" especially on volatility (plunge of mkt) an metals. Our generous investor, who is kindly supporting this test (and research), has thrown in another 170K, which will be helpful to trade more comfortably...

Good to hear that! :-)

A quick folio update. Situation still ok. Metals still need to "come back home". This week I should make some game improvements I have in mind. In particular the possibility to differentiate the maximum order size, for what we have called the "scalping reversing" condition, and for the...

End of the week. Here is a quick update on the situation. Everything ok so far, we continue to increase the "net gain component" keeping a good drift. We still have a relatively "large" amount $$$ tied with metals, which is however being sustained well by the gain component "G-L" (which is now...

First day of the week. We are still "loading up" on metals. To ease a bit the situation I have "flattened" a few layers which were in profit, just in case I need some extra margins later to hold on the current investment: DGAZ 1.3K SCO (flattened because I don't like the instrument) TNA 1K TNA...

Hi monkeyjoe, sure with pleasure. The current setup is the so called "cost plus". It's this plan: https://www.interactivebrokers.com/en/?f=commission&p=stocks1 Within this plan we are paying the highest rates, being at the lowest volume levels. [The current session (60 days) numbers are...

Hi AItrader I think that the timespan we are looking at (a few weeks) is clearly "too short" to make evident the macro phenomena you mention. Especially because the variance itself of the underlying price trajectories is large, and that may definitely "mask" them on a single "realization" (a...

Here is a quick update about the situation. The G-L drift has been working ok so far. We have started taking profit on the gas instruments (dgaz), while most of the investment is currently in metals. In particular, JDST (very volatile) has absorbed quite a bit of it. On the other hand, the...

End of the week. Here is a quick update on the situation. Everything ok so far, we continue to increase the "net gain component", with a decent drift. Last 2 days have seen some massive "load up" on metals. Also gas (dgaz) has a considerable position. In particular, having several metal...

<b>> My conclusion is that maybe it is so fast, that I either don't see it connected, or the IB gateway application doesn't even have enough time to record the connection</b> Sure, if you are sending a few orders, it's quite possible that everything is so tight that the interface does not...

Well if it says the client is disconnected, I don't see reasons to doubt that the client is disconnected (I did not notice any problem with the Gateway about that). >it works perfectly fine, as the API even receives and executes orders. Probably it just depends on the "client" you are using...

<b>> For instance if I take the latest open order and single player graph (it is two graphs above), could you explain moving from left to right the logic used by Gbot in making the opening, closing, hedging and so on for each of the points in there?</b> Thank you very much AItrader. I am not...

> certainly it is meaningful to your strategy That's right monkeyjoe. Volatility is certainly meaningful, as we do need the price to move in order to close our players (or, say, our "scalps"). In fact, when doing this in practice it appears also evident that some instruments are more suitable...

Let me repeat again what is the reason of the edge here, so we don't lose the sense of what we are doing. Here, as in our "reality", all is about information. The idea is all in the fact that we are lowering the system entropy, respect to the naive "stop and forget" approach (which is the...

Here is a quick folio update. All proceeding according to plan. We are smoothly growing the G-L, while keeping in good check possible runaways, through hedging entries. The drift (G-L)/L has been decent so far. Today, metals have been loading a bit. (This second session is actually overall...

Hi jb514, if you think I am "predicting" volatility, you are, unfortunately, missing the main idea here. And missing by far. Of course, you are entitled to look at it as you wish and prefer, just, being the author, I think it could be useful to consider the authentic interpretation.

Hi Sergio77 Personally, I tend to use these 2 words interchangeably in this context. (But keep in mind I am not a native English speaker: if there are differences I'd like to learn, clearly).

@monkeyjoe <b>>do you try to predict non-directional things, like volatility</b> There is no form of prediction whatsoever here. You can safely remove the word "prediction" from your vocabulary when discussing in this thread without any harm to understanding of the concepts. <b>> For example...

I think I have a couples of pictures which can be of help to who is still struggling a bit to properly envision the mechanism of "loss recovery" (or "<b>Conservation of the trading information</b>"), and why here at on some posts we arrived to discuss with jb514 the (perhaps too audacious)...

Here is a quick update. Load is gradually shifting on the side of the ultrashorts. The folio overall picture is staying decently in good "balance", with the G-L steadily growing. All according to our plan so far. <img...