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  1. fullautotrading

    IB TWS security token asked after disconnection

    people are happier and happier <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3593993" />
  2. fullautotrading

    Algorithmic Trading a large folio with small orders

    Hi Dr Who, Well, i adopt changes only if they prove to be more effective performance-wise (in addition to have an intuitive meaning and value). I can't really stop, this is a continuous improvement. :-) (The app has simulation facilities inside, to sample performances that over a...
  3. fullautotrading

    IB TWS security token asked after disconnection

    It's comforting to see such professionality. These must be as the Latex bugs, which after professor Knuth death shall be raised to the state of "features" ".. at which point all remaining bugs will become features" <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3589578" />
  4. fullautotrading

    Algorithmic Trading a large folio with small orders

    In time, i have slowly brought on the interface a good number of "trading rules" which were used internally and governing the, so called, "order cloud formation". I am also continuosly adding <b>new ones</b>, as ideas develop and mature (clearly, sustained by the fantastic feedback and work of...
  5. fullautotrading

    Algorithmic Trading a large folio with small orders

    Clearly the "runaways" are largely compensated by the massive scalping action. Here is an example of a good scalper (DDM) and below the current folio situation (ignore the 2 spikes down in the PNL just caused by outlier bid/ask when "resuming" session out of mkt hours). As one can see from...
  6. fullautotrading

    Algorithmic Trading a large folio with small orders

    Hi tmantrader, thank your for your kind words. Sorry about the language. Sometimes i make up new words ;-)) The application has evolved now in a direction of great abstraction, so <b>it allows now to program an uncountable number of different approaches and games</b>. Those i <b>use...
  7. fullautotrading

    Algorithmic Trading a large folio with small orders

    The folio is doing ok. I am now watching 187 simultaneous instruments in this instance alone. Slowly selecting the most suitable for scalping. As mkt is reversing, most drawdown are being reabsorbed or scalped away, apart volatility which is still low (the still most negative guys are TVIX...
  8. fullautotrading

    IB TWS security token asked after disconnection

    Again ? and now i am out in vacation controlling my pc from remote and did not bring the device to reconnect to my 2 PCs. Damn. They really dont want our commissions ... <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3578299" />
  9. fullautotrading

    IB TWS security token asked after disconnection

    I was connected to 2 accounts with a robot. I have been disconnected by both. And currently propting again for security code ... Just wondering. In addition to what is being done on the server side (which clearly doesnt work), is really so hard to do a 30 sec edit to place a flag on the...
  10. fullautotrading

    Trading with a Stop Loss in the Futures Market is for Losers

    LOL Nah, best use is to rush to another stop ... When finally remain with 200 bucks that can be a good one ...
  11. fullautotrading

    Trading with a Stop Loss in the Futures Market is for Losers

    Problem with stops, is that their *systematic* use (not occasional, discretionary) leads to strategies which, at best, fluctuate around 0 PNL. That is, they are just "entertainment", until a negative drift or some error takes you away. The key is in the overall architecture, capital...
  12. fullautotrading

    Trading with a Stop Loss in the Futures Market is for Losers

    Well "martingaling" implies an exponential growth. One can instead increase linearly or logarithmically and most of the time pull it put. Especially if this is done within a large folio, with good hedging rules (for instance blocking through cointegrations, to focus the investment) and small...
  13. fullautotrading

    Trading with a Stop Loss in the Futures Market is for Losers

    Well it depends. If he gradually increases the position, having appropriately calibrated respect to capital, he will almost certainly find a reversal big enough to take him out of the trade ... mkt does not go from point to point in a straight line ... especially ETFs and FUTs
  14. fullautotrading

    IB TWS security token asked after disconnection

    Well, actually on this thought i think a little different. IB is a serious broker, and it shines (as a one eye man, in a world of blinds) among brokers, but attempting a comparison with Microsoft, when talking about software, is more than insulting, for Microsoft, I think. It is true that...
  15. fullautotrading

    IB TWS security token asked after disconnection

    Well, while i agree with all complaints [ and that lately the TWS interface has become almost unusable (please get rid of that thing called "Mosaic", really if a student submitted to me that interface he would immediately fail the exam) and too many totally useless things are being added, while...
  16. fullautotrading

    IB TWS security token asked after disconnection

    I'd like to meet the genius who created "mosaic". And it's even the "default" choice. He was really afraid we could miss that masterpiece. I am not joking, i'd really like to see what he looks like.
  17. fullautotrading

    IB TWS security token asked after disconnection

    some humbleness (and more consideration) would help the genius programmers. It would take literally 30 seconds to add a boolean flag to avoid this on client side (as already suggested).
  18. fullautotrading

    IB TWS security token asked after disconnection

    Same thing here. They have decided they made enough in commissions ... or this bug is really so hard to solve ... <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3553802" />
  19. fullautotrading

    Algorithmic Trading a large folio with small orders

    Very interesting questions mickson. About the "blocking", it's true that there is a lot of blocking, but is for our own good. It does not make much sense to let "overload" the "same price move" (we can control that by size) out of control so that it could easily blow us up. It's better...
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