yawn
how many trades per year? did you include slippage and fees?
received a reply from edgar filing service after 2 days, now ready to file the 13F when the time comes / the volatility returns...
elt894: good to know, that makes sense... haven’t registered yet but close to it.
you will also enjoy higher data fees at IB :) (one of the questions is if you are registered with SEC)
d08: thanks again... playing around with midprice right now - just to make sure it is order.OrderType = "MIDPRICE"; ? originally tried MidPrice...
good tips here... thanks d08 I tried adaptive algo in the past trying all settings and overall on average saw worse slippage over 100+ trades...
d08: interesting never had that happen... usually everything fills within 600ms I periodically have my backend send WhatIf api requests and that...
market orders put you at the end of queue with lower priority - use marketable limit orders, e.g. +- $1.00 on a $40 stock or +-$10 on amzn
smart orders can be matched and often are with their own dark pools
interesting thanks
"may have"... "could have"... "I think bla bla bla" garbage.
feel for you, same happened to me... very frustrating. short answer: cost of doing business if you are trend following
The all time high on the VIX was reached on October 24, 2008 at 89.53 although it closed the day at only 79.13. VIX in the Oct crash 1987...
excellent post... just go straight to zero carb or carnivore diet and your BS will be at 80 +- 5 all day
lol
all day? and i thought tda was unreliable with 1h outages once or twice a year. IB = pretty much flawless
I agree, backtest 20+ years and use similar symbols and etfs as well... don’t be cheap with buying data use real life slippage and then 4-5 times...
absolutely agree with TheMickey: adding dynamic trade allocation just adds an other variable - an overpowering important one - more important than...
everything pattern based, including "price action", indicators etc. is doomed to loose its edge - if there ever was one... most of it is just pure...
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