The brokers I've dealt with (IB, ToS) allow me to trade with unsettled cash. In general I hold onto positions for more than one day so I'm not...
I look at the dollar amount traded per minute as a rule of thumb: $/min = Price * Vol20DMA / 390 where Vol20DMA is the 20-day moving average of...
Yes I've used it. Data is pretty good....I was able to reconstruct the Nasdaq 100 fairly accurately going back to 1995. Keep in mind I did the...
I use ATR to calculate my stop as well.
I use the ATR all the time to set limit prices for entries....works well in this regard.
Take a look at the OHLC price data for each provider to see where the difference is. ATR is well defined so there has to be differences in the...
Patience is very important with these kinds of trades. Set it and forget it. I've had limit orders in for hours and days waiting. If there's no...
Not sure. If you do a search for "C# yahoo cookie" in google you will get a bunch of hits. This is what I based my code on. The important thing...
I pull end-of-day data on about 600 symbols from Yahoo and I haven't been seeing any issues. Since I made the changes to support the cookies a...
Do you have to use IB? I use both IB and Thinkorswim. My ToS account is minimally funded but it allows me to use their RTD server to get realtime...
To convert from a monthly to yearly value multiply by sqrt(12). The StdDev calculation is based on a square root hence the sqrt(). I suspect the...
ToS supports RTD (real time data). So for example you can get live quotes in Excel by adding RTD calls: =RTD("tos.rtd",,"LAST","AAPL") in Excel...
Stock settlement is T+2 as of Sept 2017: https://www.sec.gov/news/press-release/2017-68-0
Using a long trade as an example, the buy price will be the open price for the day. For an actual trade we would set a stop loss equal to this...
The coin flips will not converge since it's a random sequence. The overall performance depends on the correlation between the random coin flip...
I do like the idea. Not sure why all the animosity.....probably because you (digitalnomad) put it out there saying you weren't going to test it....
The price briefly hit $51.40 at 9:36am. If you had a limit order in at $51.50 there's a good chance it would have been filled. I've had limit...
Be thankful you didn't get filled @ 6:30am for $7.38.
IB needs to pay for zero commission somehow. If they are selling the order book then the retail investor is going to lose in some way.....poor...
I use my backtesting software to generate signals for my automated trading. This way I can synchronize my actual trades with the backtest and I...
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