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Congrats on your system which seems to be working pretty well so far. However, whenever I see a steadily growing P&L chart I can't help thinking of all those martingale systems that look very good as well until all of a sudden go bankrupt when the market goes a bit rough. A measure of your...

I would say you have to few data points in there to draw any conclusion on correlation.

Nothing is free in life. IB is one of the most competitive brokers in terms of commissions. Their UI may not be ideal if you are a newbie, but that's also the price you pay for low.commissions.

I am a happy and proud user of pysystemtrade in production since a few weeks ago, while I develop my own system (just for fun/because I can). Thank you for all your work and valuable books, I am so looking forward to the next one! PS I posted a link to your post in the github discussions section.

I worked with genetic algorithms when I was in University to solve complex optimization problems by brute force, basically (that's what they do). My opinion is in trading they will only lead you to extreme overfitting.

I guess it depends on the trading system. If you are taking advantage of a market inefficiency only you know about in the while world, then yes. If you are doing trend following like millions of people are, then no.

I agree 100%. Even if you managed to set up some business structure, that'd still be 25% tax on profits plus lots of extra paperwork/expenses, and if the tax authority determines you did it with the only purpose of saving taxes, they'll go after you anyway.

That's right, from 2021 a new bracket has been added for income above 200K, at 26%. Unfortunately tax codes change constantly (usually for the worse).

In Spain there was a system similar to the US (differentiation between more/less than one year holding) up until 2014 iirc, but currently everything is taxed as short-term gains rates, between 19% and 23% (the rates were lowered a few points when the law changed).

I also get an error, and if I search posts by acrary, I do get a different URL (https://www.elitetrader.com/et/search/13313862/), so I guess it's a different URL for every user.

I also smell lots of overfitting in that code. It would be interesting if someone with Tradestation could backtest it during the 2008 crisis. I bet it has a close-to-zero or even negative sharpe (since it looks like it's a long-only strategy, I guess it did well in the recent bull market).

https://www.elitetrader.com/et/pages/hall-of-fame/ If you want to learn, all you need is there. For $0. If some concepts are hard to grasp for a newbie, then wikipedia. You need nothing else.

Oh, sorry. I understood 1-minute bars. Are you sure you can be profitable on 1-second bars? My understanding is people needing that level of granularity normally use IQFeed. They offer a free trial, or better, just give them a call and explain what you need.

https://www.interactivebrokers.com/en/general/education/faqs/tws.php (last question) IB supports up to 100 simultaneous tickers. Not tick data, but probably fast enough for your needs (if you need tick data you are playing in the HFT league).

Congrats on the great returns for this year. But if you are so confident on your strategy, I strongly recommend you to try so systematize it (come up with the set of rules that you are using to sell the puts/calls), at least approximately, and backtest it over harder periods, like march 2020 or...

I think you are having difficulty finding someone because what you want is not just a twitter robot (which is quite a trivial task). You'll need stock price data retrieval (good luck finding a cheap and reliable source for Canadian stocks), handling of splits/dividends, a 10-K report parsing...

I just want to say, to all young traders who believe they're going to get rich trading, BE CAREFUL. We have been in a bull market for the last.. how long? 20 years? 20 years!! There are way too many "traders" out there today who believe it's just about buying a stock and waiting for it to go up...

Yes, but that was some years ago. VS2015 and VS2017 iirc. I've now switched to Python, which I totally recommend you unless you have to perform very complex/long computations in very short timeframes. Try the Python or Java API, whatever you feel more comfortable with, but Python seems to be...

The IB API is available in several programming languages, including Java or even Python. You can compile the C++ API in VS, but not without some modifications.

Some websites (Yahoo, SA, TradingView) have "fixed" the data and now show 719 as the high value, while Nasdaq still shows 872. I wonder what the logic is, if there is any logic...