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Btw, don't be fooled by the number of position. We are just warming up. Sizes have been very small so far, and we have been using no more than 5K margins (globally) most of the time, and we will gradually ramp up.

You can see that so far we have managed to have a smooth growth of the equity curve, and we intend to continue grow it smoothly. [Commissions are relatively enourmous, as we expected, but I intend to lower their relative weight, as we proceed.] The FAS options, as expected, will stay negative...

You see for instance like just a couple trades on TQQQ (long) were sufficient to practically recover the FAS (short) unfavorable move. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3890993" /> Now, just as an example, I showed here how this works with 2 layers with...

Today we added a few more orders to our order clouds. The layers with correlated instruments (TQQQ, UPRO, QLD ..., DRN, ...) we defined to hedge against the runaway instrument (FAS, URE) have begun to work against the drawdown, as we wanted, thus smoothing the equity curve, The various PNLs...

If you want you can also use the local symbol notation to retrieve an instrument. (But I think IB got it right, this way is more intuitive and usable) This is a file with examples of symbols I use for my application: http://www.datatime.eu/public/gbot/GBOT_Tickers.txt (see near the...

To give a quick idea of what a "game" can look like, let's take for instance the layer trading SCO, which has a few orders. This is the "example game" called CT_Tight, and, in this case, has a short constraint applied. You see the position taken was quite small (we will increase it a little...

I have been adding some more instruments and "layers" so that we have a total of 53 instruments running now. The first orders have begun to trigger and gradually the "order clouds" are taking shape on each layer. During this journey I will keep revising this folio, adding or removing more...

I never used any web trader in my life, nor yesterday. Yes, I logged in to check my reports, but that happened before much before I found the password prompt. Of course when you open the TWS and the Gateway is running, you get disconnected and get a prompt on the Gateway. That is perfectly...

We are deliriously happy. This is Tuesday 22 Oct 2013: <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3889658" />

>for most of us Not sure who "most of us" is. I have more than 400 users connected, and I can assure that they are quite busy and cannot be every Monday in front of the pc to restart their systems. Maybe, you really mean to "most of us who can be in front of the pc every Monday"...

What are you taking about ? This means I can not let an autotrading system unattended when I am away. If it prompts me the system is completely out of game until I return, and that can be a month later. This is crazy. There is no way they have to prompt again an user when he has already...

Let's use the weekend for some general thinking and high level discussion about the general organization of the approach to trading we are using. A first sketch can be the following (we will refine the conceptual picture as we proceed). We can identify 2 main activities: 1- <b>Automatic...

Argh! We are back again to the original problem. Today I got prompted and disconnected again, instead of having the automatic relogin attempts go on. Well what to say? I better shut up, I think you already know what I'd have to say... <img...

The order clouds are slowly taking their shape, while we supervise the situation anticipating possible runaways. Our goal clearly is to favor the scalping activity and contain the "runaways" so that the scalping activity fruits can exceed the unfavorable runaway component. As an hedging...

We got our first trade, as UCO closed the -50 shares well before the opening bell (Thu 17 Oct 2013 08:40:44:516 edt ). As expected, we still need to pay the full comms (0.86). But that's ok for now (btw, make sure you have selected the "cost plus" plan). <img...

Ok. I got the application running and loaded up a few ETFs to start the dances. At the moment I am watching an initial folio of 28 instruments, 12 of which are now in "auto" mode. A general setting I have indicated in most cases to proceed with packets less than 1.5K. These are the packets...

After some time away (busy in development) I am back with a new real $$$ test. Since now the number of people that have joined me in this fund management project has grown considerably, I am going to be able to make some more interesting tests of new trading approaches and ideas and variants...

Now it's back to work. Logging fine. (Please IB correct anyway the bug for the future.)

I get that it is possibly due to some system maintenance. However, it is still wrong (a <b>bug</b>), and possibly alarming to the user, that the bad-credentials error is (<b>incorrectly</b>) reported. This means the coder is doing some "wrong inference" about the cause of an exception in...

Some problem detected. Today (it's Saturday), for the first time after long time of no connection problems, my application has been disconnected and it is not able to automatically reconnect due to some IB blockage and prompt. In addition, any login attempt (both the automatic attempt done...