Search results

  1. fullautotrading

    IB TWS security token asked after disconnection

    Thank you dst, very good!
  2. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi AItrader, I will provide some answers, keep asking if still not clear. <b>> I cannot understand what are the triggers to activate a scalping/hedging games in the graphs above.</b> The triggers to activate an entry are the rules specified in the game. For instance, if you have these rules...
  3. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    As a concrete visual example, let's see these pictures where some players are shown. In the top picture, all orders are shown. The circles and squares which have a frame denote entries. Those which do not have a frame around denote a close order. In the bottom picture ("player view") only the...
  4. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi AItrader, Let me begin explain the player systematization I have been making lately, in easy-to-follow "small pills". Although I have made massive internal structural changes, I will not describe those as they would not be of interest to a fund manager, but merely focus on the logical...
  5. fullautotrading

    IB TWS security token asked after disconnection

    For IB, one quick thing about the <b>Gateway</b>. The latest version available seems to have the "Settings" feature broken.The menu would not open when clicking on "Settings" menu item (I have verified this with several users.) Please, at your convenience repair it, as it is very...
  6. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi AItrader, sure with great pleasure. For now here is an update for this end of week. All is proceeding fine so far, <b>gradually building up our "G-L" (net gain component) and and bounding the unrealized</b>. During the weekend I will explain more in detail several changes and improvements I...
  7. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Folio update: <img src="http://www.elitetrader.com/vb/attachment.php?attachmentid=143558&stc=1&d=1393370069" />
  8. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    End of week. Here is a quick update. Not much happened since last update, we are quietly scalping and growing the "net gain" ("G-L"). <img src="http://www.elitetrader.com/vb/attachment.php?attachmentid=143401&stc=1&d=1393029744" /> On the development side, I am working on a general...
  9. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi Mike, well there are in general many websites which allow people to upload their equity curves. I personally feel this kind of approach to be meaningless for a precise reason that I will explain below. In my view, <b>if there is no reason for an edge, then there is no edge.</b> This is why...
  10. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi Mike, thank you for your advice. "this thread feels like a scientific experiment" is of course something that makes me happy, as <b>it is</b> (also) a scientific experiment. I am jut sharing with you a continuous journey of construction :-) About the "keep resetting", when you will have...
  11. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi AItrader, thank you. I have in mind a general reorganization of the player architecture. (The changes I will describe in this post are actually a prelude to a massive systematization of the various concept matured so far with experience.) Let me explain some changes I have introduced to...
  12. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Here is an update at the end of the third week. All is proceeding ok so far. We are quietly scalping and growing up out "net gain" (the net difference between "Gain" and "Loss") while the PNL is still fluctuating up and down about zero. Four layers are currently experiencing some DD: TNA, UPRO...
  13. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    End of our second week. Here is a quick update. All is proceeding fine so far. Also the dd has been reabsorbed. We are still using very little margins. Next week I will load new updated games, with some conceptual changes, which I will explain in the next posts. <img...
  14. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Today the mkt had the "worst drop since June": http://www.reuters.com/article/2014/02/03/us-markets-stocks-idUSBREA080LL20140203?feedType=nl&feedName=usdai Our folio with a large component in volatility has experienced some DD. These kind of occurrences do illustrate the scarce capability of...
  15. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    End of our first week. Still warming up. Today we started with some DD, due to VXX pushing up. Then a few fluctuations of the mkt allowed to quickly recover some of it (through hedging buys). I have added another copy of uco and tna, and still merely watching sco. <img...
  16. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Here is a quick update for our 4th day. I just added to the initial 14 instruments a replica of vxx, dgaz, uvxy, and just a layer to watch sco (not activated yet). (After all, even though there are hundreds of ETFs, it does seems that the number of instruments decently tradable by scalping is...
  17. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    <b>Game management reorganization</b> While the folio is quietly scalping, these last 2 days I have been working on some architectural changes regarding the "management" of the "games".(These changes will be reflected in the next app. update). So far we had a "shared game" for the folio and...
  18. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    First day of our new test. I started 14 ETFs among those which seemed to do better based on the past experience. I also divided them into 2 groups, assigning 2 different scalping /hedging games ("Bias" and "Shield" as mentioned in the previous post): They are: "Shield" ERX STK SMART DIREXION...
  19. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    <b>Plan for next test</b> I have shut down everything on the current test. Just after the clean up there was a very large mkt move (which actually could have completely settled the FAS situation). I just re-opened 1 single layer on VXX, in the attempt to exploit something of that move. Anyway...
  20. fullautotrading

    Trading algorithmically a folio without stops (with IB), real $$$

    Here is a quick trading update. Today has been the first day of the process of "cleaning up" the mess of yesterday. I have begun first of all by removing all layers with positive PNLs and started testing some mechanism for stricter hedging (for wilder instruments). Tomorrow, I should continue...
Back
Top