I seem to recall that Rob did have blog posts that cover the topic of "rule of diminishing returns", meaning that the increment in benefit becomes...
I think that that March 2016 blog post you linked to already has the answer to your question. It has a chart in the section titled "Putting it...
Thanks for the laugh!
It won't solve your issue, but this is nothing new. IBKR is doing this for multiple years already. If they consider a trader doing things they...
Recommendation: go to his latest message in this thread. Then click on his handlename (in blue letter font). A pop-up window appears which...
Same here. I don't trade VIX but do trade V2TX. I started off with equal allocation as the other instruments, but have reduced its weight over...
Ah, so I'm not the only one who is battling this nagging question. Good to know.
Nice. This confirms that your software and order placement seems to be okay. Could you use your system with both MES and MNQ at the same time?...
Both the MES and MNQ March 2025 contracts have a lot of trading. Even in the "slow hours" are several thousand contracts being traded every hour....
Which MNQ contract do you use for testing? What is its expiry date?
I see. I was assuming that you were placing these test-orders manually, not full automatic and unsupervised. I fear that you would need to take...
So you are going to switch from trading a futures contract to an ETF? That might work out very different as those are two very different animals....
I hardly ever use TWS, but recall that you could get the trading days and trading hours for each instrument you're interested in. You would put...
All US trading hours are available from Singapore. Edit: no, I don't work for IB. I'm just a regular retail customer.
Do you have this issue with MNQ only, or also with other instruments/contracts? Have you tried placing an order at a different moment during the...
RTH is an IB acronym and stands for Regular Trading Hours. This is not a parameter defined by the exchange, but invented by IB. IB determines for...
Your IB account is a multi-currency account. This means that debit or credit interest is being calculated for each currency separately. So it...
You say that you have an issue with volume data. But you don't describe what the issue is? Do you get too low values, too high values, missing...
Think again.
This thread is in the forum section titled "commodity futures". I was not considering stock index or bond futures when I read the OP's questions.
Separate names with a comma.