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Why not to call IB's support?

Monte Carlo, of course. If it is good for nuke, it is also good for trade :) :) :)

The answer of John Wolberg The key point is [X(i) - X(i-1)]/X[i-1], and not what I did [X(i) - X(i-1)] . Now everything is pretty clear.

I've found very interesting method of checking if a trading system "is broken". From the book of John Wolberg "Expert Trading System - Modeling Financial Markets with Kernel Regression" page 181–183. One of the most serious book on system design. (See attachment with links to relevant pages)...

I am in step 3. However as posted before steps 1 and 2 never end

Maybe it is not so bad advice. 1. Systems based on chart patterns - need stop loss. 2. Systems based on trend following - may need stop loss 3. Short-term swing system probably - don't need stop loss (in most cases). One more condition - if you trade without leveraging. To truly...

The same as IB's data feed. Interesting what was the open price of SPY (AUG 31) on your data feed ?

I am not arguing with that. When I build strategy I've got one open price. All data feeds gives me so-called "first trade price" as open price. But real execution is different. There are two solutions for it. 1. Get an official open price from data feed (I don't know where and how). 2...

The open price was 122.46 - On Yahoo, On Bloomberg, IB's TWS also gives 122.46. Filled price was 122.48. I've got plenty of explanations that is not slippage and an official opening price of SPY on ARCA was indeed 122.48 and Yahoo and others publish price of first trade - blah, blah, blah...

It would be nice to have statistics about slippage in execution of MOO/MOC orders. I want to start new thread where everybody can publish real execution of MOO/MOC orders Broker| Date |Security | Order |Open Price |Filled Price IB | AUG 31|SPY | MOO BUY |122.46 |122.48 P.S. It's real...

The rule of intradaybill is not curve fitted and there is no place to curve fitting. However in no way it is full trading system. Exit, position sizing, stop loss - where is it ? Another problem: I think intradaybill's rule is not enough even as enter rule. And what we do - we gonna...

But what do you do not to fall into curve fitting trap? You can measure predictive power of optimization with walk forward test. Actually I think that only technology can make drastic changes in basic market behaviour. For example internet in 1999-2000 has very big impact on all trading...

short, but wrong. There is no way to use indicators without using parameters. Hard-coded values of parameters can be the same evil as optimized ones. Even you have parameters if you use chart patterns technique. stop loss, targets, position sizing - everything is parameters that...

Short, but wrong

There is very interesting dialog between market wizard in the book of Bruce Babcock "The Business One Irwin Guide to Trading Systems". The dialog was taken from Commodity Traders Consumer Report that assembled six prominent individuals: Robert Pardo, Jack Schwager, Bo Thunman, Steven Kille...

What the hell, I can ask that question directly from them. NYSE Arca Customer Support Equity Trading NYSE Trading Support (DOT Services) Email: nysedotservices@nyx.com Phone: 1-866-368-3375 Thanks for the link

The strategy I build and test uses MOO orders. There are many reasons why I need exactly that order to make my strategy robust. My broker is "Interactive Brokers". Recently I've found on their site something about MOO and MOC order with odd lot. I've called to support. And I have long...