Not quite. Here's my raw price data for Eurodollar (just focus on column 1 - date, and column 3 which is price) 2015-02-09 19:22:51 1 97.7325...
A) You can have two, or more, real accounts. In theory I guess you can have a paper account for every real account, though I haven't tried it. Be...
Whats going on here is that the IB API software will only accept connections from certain IP addresses. These are local network IP addresses, by...
Just to add: this is very worrying "the return was basically in line with my backtesting but the volatility was much worse." It could mean you...
Don't trust anybody; the broker encouraging you to trade more, the trainer peddling an expensive course or the author with a system that allegedly...
That is extremely good! That kind of Sharpe Ratio would put you solidly in the middle of the pack in the CTA space over the last year. And its...
Yes the orderid resets daily. If you go through the blog it will give you the code to get the orderid. I can see no advantage of all to have a...
Todays trade: code contractid filled_datetime filledtrade filledprice 2757 KR3 201503 2015-02-11 01:01:56 -1...
Yes you're right its applied to each instrument individually, with a cross market risk management overlay (which isn't doing anything right now)....
It would be hard to reproduce the error and work out whats going on with someone elses code. This (first in a series) of blog post might be...
Sorry I don't understand what that means.
In the time frame between Jan 2014 and Jul 2014 the PL advances pretty fast. Maybe you could adjust the strategy in a way that the rest of the...
I'm using interactive brokers API via Gateway. I use the C++ API in python via swigibpy. More details here...
Just to explain the two graphs. The first graph is pure hard cash profit. However during this period I was experimenting with how I dealt with...
I was talking about avoiding a 2008 event (or a 1998, or a 1987 event for that matter). I don't know whether a once in 10 year event qualifies as...
Here's my trading journal. I've been running this system since April last year. It's fully automated, futures trading, with a bias towards trend...
The former. If everyone set their stops according to account balance then I would have a stop which implied an average holding period of a few...
I'm slightly confused why we're using an example with discrete outcomes in a thread about continous Kelly. My understanding of CK is if you have...
It's always going to be expensive to buy VIX options; maybe they were cheap in 2006 but not since. There is nothing wrong with shorting VIX...
Sounds like a few things being confounded here. What do you want? What problem are you trying to fix? If I understand correctly you've got...
Separate names with a comma.