Yep that's what I was thinking. I now modified the liquidity check so that some markets have a higher minimum volume requirement. IBAlgo - I also...
Due to spread trading volume getting reported in the CSI EOD data, I'm wondering if anyone adds an extra modifier to the liquidity check for...
Tactics my favourite chapter. I just pulled out AFTS and realised my bookmark is on the 2nd page of the risk section, I never got around to...
Quick update on trading results - February started off ok then accelerated to an ATH result around 10th Feb. Then the whipsaws started and the...
Yes, the average distance of my stops and exit rules is the multiplier I apply to the ATR to calculate risk $. Then I apply a percentage of the...
Good question! I'll answer this first as @LBF question is going to take more brain power than I have first thing in the morning :) Firstly,...
Hi again, I think we chatted on the Realtest forum? I got a bit lazy updating this journal tbh.. and wasn't much engagement here, not many people...
Thanks! I had no idea IB doesn't show spread trades in volume figures. Makes sense now. Still not super confident in trading Coal based on my...
Thanks this is where I got a lot of my ideas on things to add, sorting by your liquidity check page numbers. Also copied your liquidity check...
IB means IBKR, the broker Interactive brokers. Our CSI data matches, it's the broker that's showing low volume. What symbol at your broker do...
Thanks, looks good. Maybe I found the wrong symbol on IB, I was looking at ATW that also says it's Rotterdam Coal but had much lower volume for...
I'm not familiar with the C1 symbol - since you mentioned 200 avg volume I assume you mean CSI symbol RCQ, I believe this matches to ATW symbol in...
Nice, welcome to the addiction of playing with UA and markets. I found the choices for Coal were all illiquid currently. Note that Dutch TTF is...
In the current regime, all these daily changes will mean nothing at the end of tomorrow. Everything might be reversed. Most weeks the daily moves...
Before I went to sleep was up about 3% from long energies & coffee & short cotton, India & currencies. Woke up to zero though as everything...
Thanks glad to see others starting with a portfolio instead of just individual trades as well. Yeah I've heard about the dispersion a bit, they...
Thanks! I have an old habit of always right click->new tab on everything, it seems that prevents any popups too. Learned something new today...
When starting the system, did you start by taking only new signals from the start date onwards? Or did you open a full portfolio based on existing...
I must be getting old, but I can't see the option to PM you anywhere on the profile page (on computer/web). Twitter doesn't work either [ATTACH]...
It's only our own funds, nobody else's funds under management but I backtested for $1.1m from memory (have changed since). Started live trading...
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