Just checked, same for me, carry is a straight line -20., other signals are positive, so I'm currently long only 1 contract, but basically missed...
no, currently it's 3 contracts on average
Hi Rob, great episode on TTU yesterday (https://www.toptradersunplugged.com/126-systematic-investor-series-ft-rob-carver-february-7th-2021/),...
yes, for me it's #1, although, I also look at IB statistics once in a while, because there might be bugs in my system. The annoying thing is that...
My system executes and tracks it's orders automatically, therefore by definition it knows all the trades it did and can therefore calculate it's...
Btw, how often do you run this ranking\weight-readjustment, every day? and also, if you already have a position in instrument A, but now...
I was checking out that other thread on stocks trading, and it seems to be a common problem - how to pick which instruments to take positions in,...
The visualizations are all Matlab + a primitive Angular web site which I run on the same server to display the images and some numbers for...
Hey tokei, well, I'm not 100% sure that I'm doing anything right either :) but here's my current positions (this is paper account where I have...
Just finished reading the chapter about a systematic stock trader in the new Market wizards., the approach appears so simple : just find an...
Just finished adding NIKKEI 225 mini futures from Osaka exchange (to the paper system for now). It's also available on the Singapore exchange but...
seeing some nice trends\breakouts developing in soybean, corn and KOSPI 200, catching the first 2 in PROD :)
yeah, only the sequence of cash-flows reverses when the price is negative (I felt something should reverse :) ) normally when you buy-sell you...
Thinking a bit more about it, logically looks like negative price shouldn't reverse the weight of the position. E.g. suppose I bought a barrel of...
So when you convert $ positions to % of capital, do you consider signs of the price and the position, or % of capital is always positive ? e.g....
I meant that it's the "weighted" part that can produce negative values (intermediate values, not the final result, but that result will be...
I think ticks (including Bid tick and Ask tick) are coming from IB independently, not both at once, I mean that's how their API works, they give...
Also, when calculating portfolio risk with correlation matrix and weighted standard deviations, with negative prices the weighted standard...
I'm also somewhat worried if all the calculations will handle negative prices correctly.. Forecast calculations seem to swallow it well, at least...
Yep, just wrote a small program to connect to IB, subscribe to streaming quotes of an ICE-contract and place a limit buy order - all worked. As a...
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