You can guess since SPY (green line) is a known at the time + I posted end of equity number. Here is full 2020's with PL%. [ATTACH]
I was trading it live thru whole 2020, the very first post in this journal contains stats. With more updates posted overtime. Below is my equity...
I personally haven't as I don't have good data (or time to find it) for them and it seems that US provides good diversity over companies locations...
There is a basic flaw in those calculations. A. It is assumed that win rate is static. B. Underlying data distribution is normal. None of those...
There is Ref. field you can fill for each order. Put anything you want there like a strategy name. Works for both API and TWS.
Not having open positions info returned is a possibility. I've designed my automation to act on a latest version either local or broker's. That...
Sorry for delay, just got back from my vacation. The second one, typically I will have 10k+ trades in backtest over 15-20 years. And I split data...
When it comes to DD and return, if correlation is sized up correctly then your return to DD ratio should improve. Typically increased return and...
Shouldn't be too hard if OP is trading <1$ stocks.
As I am talking to couple of accounting firms to help me design the right corporate structure, I'd appreciate if anyone with experience will DM...
Glad to hear. 1. Because I have to. 2 cash accounts are tax advantageous accounts and, unfortunately, have to be cash. One has deferred taxes...
I'm not sure if that's called sub accounts, but all 3 accounts are under the same IB credentials. They are just different types for tax purposes.
Registered accounts are 100% in USD because of convenience. Gotta have USD there to trade US stocks. Margin account is where I do hedging. By...
Good month for registered cash accounts. Accounts order as on a chart - cash 1, margin 1, cash 2. Light grey - combined equity for all strategies...
I currently have 6 strategies running live. They are all different beyond just parameter values. This one is mean reversion on a longer internal....
dest said the same on a few occasions. so hopefully it's just a rage quit ;) I've seen many posts where @guru's replies were most helpful and...
Before taking off for a vacation I looked at a recently launched live strategy specifically designed for a cash account and to my surprise it took...
Good point. It will degrade eventually. Perhaps not something to be concerned much when launching a strategy, as this will be an unlikely reason...
If you're moving everything into one account, all that matters for PDT is your Net Liquidation of that account. As soon as it stays above 25k...
https://letsencrypt.org/ They support auto-renewal flow which is a great benefit.
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