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  1. fullautotrading

    Algorithmic Trading a large folio with small orders

    yep, comparing the key mappings was my first attempt. But that key does not seem to respond (tried with shift too) ;-)
  2. fullautotrading

    Algorithmic Trading a large folio with small orders

    LOL yep it's an ita keyboard (italian) It may even be something intercepted by my Asus, as even by random trial i dont seem to find it. However i did find a way to flip upside down the screen !! (wondering why one would want that :-)))
  3. fullautotrading

    Algorithmic Trading a large folio with small orders

    Thanks a lot Stock! If I press crt alt and the key which has 0/= on it, here i get a "History Query" window. (But i guess this is not what we are talking about)
  4. fullautotrading

    Algorithmic Trading a large folio with small orders

    Yes. To be sure i have maximized the TWS window ;-) Actually i have just discovered by random trial several shortcuts, like: crtl alt R/T/6 pink screen, reconnect crtl alt H/Q report error crtl alt A diagnostics ... and so on. But that combination isn't responding here. Hmmm...
  5. fullautotrading

    Algorithmic Trading a large folio with small orders

    Thanks a lot bs2167, very nice info ! Well even 1K / 8 = 125, which is probably near the limit i am experiencing. A divisor of 5 or 3 would be much better ;-)) Very good to know about the key shortcut ctrl alt +. However i am trying right now on the TWS and does not seem to have any...
  6. fullautotrading

    Algorithmic Trading a large folio with small orders

    Thanks a lot braincell ! ;-) So far i have been totally concerned with strategies and development and did not really check all the available options for commissions. So are you suggesting that i should switch to that plan called "cost-plus" (i am trading only US stuff, in very small order...
  7. fullautotrading

    Algorithmic Trading a large folio with small orders

    Sure Mike, here is the real-time dynamic folio view generated by the application. This is, in particular, showing the PNL, but there are dozens other metrics which can be shown. This does not show the many "removed" instruments (which were all profitable when i removed them). <img...
  8. fullautotrading

    Algorithmic Trading a large folio with small orders

    Sure Mike, i think we are finally converging to a definite solution. Diversification appears to be a key concept. In fact once you have the statistics in your favor, the way to blow up is <b>not allowing them to work in your favor</b> by using a too large order size. In fact using a too...
  9. fullautotrading

    Algorithmic Trading a large folio with small orders

    Today was a fun day. While yesterday i saw very few scalps, today it was practically a machine gun ;-)) While i test i add and remove instruments on the fly (the green vertical lines indicate where i have removed some instruments, along with the positive PNL and the corresponding...
  10. fullautotrading

    Algorithmic Trading a large folio with small orders

    LOL! very funny Lampert: it must be so, as i did not notice it, even after the elapsed time for corrections (which is when i usually get all my errors ;-)) "Greed is good, greed is right, greed works..." http://www.youtube.com/watch?v=ONXpaBQnBvE
  11. fullautotrading

    Algorithmic Trading a large folio with small orders

    So, ending up with almost 3K profits in addition to almost $800 for IB (commission), and having kept margins generally under 20K. Even the 6% today moves went almost unnoticed, lost in an ocean of small, massive scalping action. It looks like diversification is definitely a key concept...
  12. fullautotrading

    Algorithmic Trading a large folio with small orders

    Today (end of this week) was characterized by the incredible plunge of oil. I was just looking at CL when it started falling from about 106 to about 97.5 in just a few minutes. A spectacular fall: http://money.cnn.com/2012/05/04/markets/oil-prices/index.htm In my large folio i have several...
  13. fullautotrading

    IB TWS security token asked after disconnection

    Well i have the electronic device, which i guess is made to avoid just that ;-)) Anyway, there would be no necessity, as it now works perfectly. I have been connected through holidays and saturdays and all was smooth and perfect ... no more re-challenge ;-) (Well, after all blocking a...
  14. fullautotrading

    IB TWS security token asked after disconnection

    To gain you sympathy, this month i spent over $750 in commissions alone on 1 account, and even more on another larger one. Hope this makes you feel slighly better: http://www.elitetrader.com/vb/showthread.php?s=&postid=3517512#post3517512 ;-))
  15. fullautotrading

    Algorithmic Trading a large folio with small orders

    This is an example of the automated scalping action: the one which actually scalped better (clearly, by chance). I added it later to the folio, infact it scalped directly 20-30 shares (blu=BUY, red=SELL). Each scalping "layer" is constrained to a max position of 3 "packets" (where 1 packet is...
  16. fullautotrading

    Algorithmic Trading a large folio with small orders

    Hi PocketChange, LOL yes the commissions might look like a significant amount. ;-)) However, to be fair, a few considerations are probably to be made. I started up the game with <b>really ridiculous small orders</b>, to see how the system responded, and i was not ashamed to issue orders...
  17. fullautotrading

    Algorithmic Trading a large folio with small orders

    LOL! over $750 in commissions only for this test: i expect to be invited to the party ;-))) Exceeded now 2K profit with an avg use of 15K - 20K margins (45 days) I am continuing here my (real $$$) test from a previous thread since i am now applying the trading procedure to ETFs, some stk...
  18. fullautotrading

    Trading FUTURES with IB

    Update on the ETF test. All proceeding fine: Diversification Layering Hedging After this one, I will be selecting a folio of good stuff for the people wishing to trade these guys. If you have some candidate to add, just suggest them. I will add it ... <img...
  19. fullautotrading

    Trading FUTURES with IB

    I have been playing on a <b>REAL</b> account with a list of ETFs and the VM (the "small" VIX), along with a few options. This has allowed me to make a selection of some of these ETFs, which seem to move in a decent manner and have enough volume. I have included the list in my app for anyone...
  20. fullautotrading

    IB TWS security token asked after disconnection

    All perfectly fine this week too. Including the holiday. No rechallenge: all perfect and smooth reconnection ;-)) Tom
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