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  1. Rebates/getting paid for shorting?

    yes https://ibkr.info/node/41 $100k minimum transaction
    Post by: SPYAlgoTrader, Jul 14, 2018 in forum: Trading

  2. has anyone ever backtested a method and then traded it profitably?

    If you backtest 20+ years, 5000+ trades, profitable with an array of similar stocks or etfs and sharpe of 2+ you can be confident that’s it’ll...
    Post by: SPYAlgoTrader, Jul 12, 2018 in forum: Trading

  3. I see why sharpe of 3 is so desirable

    that's correct: high sharpe systems show a straight uptrend, once that's broken it usually indicates a system stopped working.
    Post by: SPYAlgoTrader, Jun 25, 2018 in forum: Strategy Building

  4. new TDA API

    yup
    Post by: SPYAlgoTrader, Jun 25, 2018 in forum: Automated Trading

  5. Anyone having trouble at Ameritrade today?

    https://www.tdameritrade.com/retail-en_us/resources/pdf/AMTD2055.pdf they clear 77% internally
    Post by: SPYAlgoTrader, Jun 14, 2018 in forum: Retail Brokers

  6. new TDA API

    I basically barely get any slippage, so yes pretty happy with tda's execution
    Post by: SPYAlgoTrader, Jun 10, 2018 in forum: Automated Trading

  7. Desktop TWS on Android Phone/Tablet?

    just get a windows tablet?
    Post by: SPYAlgoTrader, Jun 9, 2018 in forum: Trading Software

  8. Your most valuable lesson

    don't trade at all unless you can backtest your strategy 10-20 years with triple slippage, with stock and similar stocks and ETFs showing a...
    Post by: SPYAlgoTrader, Jun 6, 2018 in forum: Trading

  9. Already profitable, what's next?

    automate
    Post by: SPYAlgoTrader, Jun 6, 2018 in forum: Trading

  10. new TDA API

    highly liquid AAPL, SPY etc only 200 trades/mo
    Post by: SPYAlgoTrader, Jun 4, 2018 in forum: Automated Trading

  11. new TDA API

    been using the old TDA Api for a couple years and was wondering if anybody is using the new version https://developer.tdameritrade.com/ yet?...
    Thread by: SPYAlgoTrader, Jun 4, 2018, 7 replies, in forum: Automated Trading

  12. Confused...Moving Averages and outside market hours data

    just don't include after market hours or look at daily Open Close only
    Post by: SPYAlgoTrader, May 30, 2018 in forum: Trading

  13. Long 842 SVXY @$12.43

    how many actual trades has your algo placed so far? backtests are worthless (actually harmful / missleading)
    Post by: SPYAlgoTrader, Apr 24, 2018 in forum: ETFs

  14. Percent of your total portfolio that you risk on each trade?

    lawrence: great post... I am assuming you have a reverse compounding position sizing or similar to survive the occasional 6 losses in a row?...
    Post by: SPYAlgoTrader, Mar 27, 2018 in forum: Trading

  15. 10,000 Shares Per Trade

    selling into a spiking 8 minute RSI or similar / buying into a temporary low also helps keeping slippage low
    Post by: SPYAlgoTrader, Feb 13, 2018 in forum: Order Execution

  16. 10,000 Shares Per Trade

    Interesting topic... was wondering the same, especially would like to compare various brokers for liquid equities my Algos go in and out of AMZN...
    Post by: SPYAlgoTrader, Feb 13, 2018 in forum: Order Execution

  17. Closing a Long Position and Then Shorting It Right After?

    no problem at all... some flat rate brokers let you do both at the same time for the same fee, e.g. if you are long 100 - sell 200, now you are...
    Post by: SPYAlgoTrader, Apr 6, 2017 in forum: ETFs

  18. Futures are bright red!

    astrology
    Post by: SPYAlgoTrader, Mar 6, 2017 in forum: Index Futures

  19. What to do when markets are closed?

    Markets open: watch execution of algos, slippage etc. Markets closed: refine algos and figure out what went wrong during trading hours.
    Post by: SPYAlgoTrader, Jan 2, 2017 in forum: Trading

  20. easiest way to back test

    QuantConnect, Quantopian
    Post by: SPYAlgoTrader, Oct 16, 2016 in forum: Trading
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