Thank you for the link to that website. I had calculated some of those correlations myself but this is a very helpful overview, and always up to date.
You are very welcome. I understand that your ultimate goal is to leave IB. However, it would probably be easiest if you first get to a level where...
Isn't there a "C# for dummies" book available? That was my first step when I wanted to learn java and it served me well. After that it was...
I think that you would need to investigate the volatility of the stock tickers which you select. And the correlation between these. If you select...
We have lost the topic starter on the first page.....
The response speed of your system will thus depend on the MA periods you use. Are you using one set of 3 MA's? Or multiple sets?
Is there a reason to do these derivatives in this particular sequence? I notice that you don't use energy (e.g. oil) or volatility (VIX). Is there...
Good luck in conquering your depression!
January has ended so it is an appropriate moment to look back. Firstly, here is the graph of how my account's net liquidation value (nlv) changed...
So much has been written about these topics. What is it specifically that you would like to read about?
What TWS does allow you to do is to create a so-called "Virtual Security". Here you can enter a formula to calculate what you want. Chart Settings...
[ATTACH] Is this what you mean?
There is some online reference guide available though: http://interactivebrokers.github.io/tws-api/#gsc.tab=0 . At the top of the screen you can...
Have you tried running your algo on a very thinly traded instrument? For example a US stock option where maybe 100 contracts are traded per day?...
I don't really agree with @kmiklas 's comments, @Zzzz1 is closer to my experiences with IB. Additionally, what IB means with "A BBO alternative"...
Sorry, I'm not a day trader so I can't cast a vote. What is a "naural trader"?
I am not familiar with TD Ameritrade so can't comment on that. IB does not provide a fixed update rate and they don't send you every tick of every...
If you feel unsure about direct currency hedging but still want to investigate your possibilities you could take a look at currency ETFs such as...
As described in the two opening posts am I running two trading systems. One is using futures, the other one ETF stock. I have just completed an...
@galvinlee888 and @wrbtrader Can I kindly request you to continue your discussion about trending markets and sideways markets elsewhere, not in my...
Separate names with a comma.