Recent Content by tgibson11

  1. Fully automated futures trading

    Guess I can answer my own question: looks like DO is getting that exposure via the EU-OIL sector instead. Makes sense.
    Post by: tgibson11, Oct 2, 2023 in forum: Journals

  2. Fully automated futures trading

    Rob, where are your Oil & Gas positions? That's the sector with the highest risk for me right now. Hard to believe your system doesn't have a...
    Post by: tgibson11, Oct 2, 2023 in forum: Journals

  3. Fully automated futures trading

    I also wanted to add that if I use reqMarketDataType(1) it fails for the usual reason... Just to preempt anyone wondering if that CME example...
    Post by: tgibson11, Feb 24, 2023 in forum: Journals

  4. Fully automated futures trading

    Wow! I can confirm this is working for me too, at least with TWS...have not tried with the Gateway. Edit: also wanted to add that I have...
    Post by: tgibson11, Feb 24, 2023 in forum: Journals

  5. Fully automated futures trading

    I see Rob has provided the authoritative response, but if you're still curious what kind of crazy s**t I'm doing, here are some more details....
    Post by: tgibson11, Dec 19, 2022 in forum: Journals

  6. Fully automated futures trading

    I only update when I'm having issues that I suspect might be due to the gateway. Not really a matter of policy, just that as long as it's working...
    Post by: tgibson11, Dec 16, 2022 in forum: Journals

  7. Fully automated futures trading

    I'm at about 60% in systematic futures trading right now. My target is 50%, so I'm overweight at the moment, but I'm quite comfortable with that....
    Post by: tgibson11, Dec 16, 2022 in forum: Journals

  8. Fully automated futures trading

    Thanks, but I bet you could have. A quick glance at the CME website shows the carry on cattle at around -10% YoY, whereas hogs are -1-2% (just...
    Post by: tgibson11, Dec 14, 2022 in forum: Journals

  9. Fully automated futures trading

    I see the same thing, and here's my stab at an explanation. Rob's forecast scalars are calculated across all instruments. But the average carry...
    Post by: tgibson11, Dec 13, 2022 in forum: Journals

  10. Fully automated futures trading

    If that isn't a typo, then that seems insanely frequent. (No offense intended...just trying accurately express my reaction to reading that.) I...
    Post by: tgibson11, May 26, 2022 in forum: Journals

  11. Fully automated futures trading

    I've also been thinking about this. I've always used outright orders to roll. I looked at spread orders once a few years ago, and in many cases...
    Post by: tgibson11, Feb 10, 2021 in forum: Journals

  12. Fully automated futures trading

    Definitely works. Been doing it for years, because my IB account is in the name of an LLC, which means automatically paying the professional...
    Post by: tgibson11, Jan 5, 2021 in forum: Journals

  13. Fully automated futures trading

    Using an ideas-first approach, I would argue that this is wrong, even though it seems to work OK on crude oil. (I suppose because the term...
    Post by: tgibson11, Dec 21, 2020 in forum: Journals

  14. Fully automated futures trading

    The key part of that quote is "every single day". The system described in Systematic Trading has an average annualized volatility target that...
    Post by: tgibson11, Oct 10, 2020 in forum: Journals

  15. Fully automated futures trading

    IB also offers snapshot quotes that could be used to work around this problem. They charge a few cents per quote depending on the market, and will...
    Post by: tgibson11, Mar 3, 2020 in forum: Journals