While I'm happy that Coffee is trying to make a comeback, I'm shocked and amazed that Cocoa just can't take a break from up only. I'd never have...
Can also test the rules on non-crypto , to make sure it's not just making money due to the big outlier bull runs crypto had. Doesn't have to make...
Last couple of days: -Stopped out of Milk Short and exit Sugar Long (I like my Coffee black no sugar anyway) -Long 7x Micro Gold, 1 system -Long...
Clenow's book is pretty good, I've done something similar to the moving average trend filter. RealTest I was already using for stock trading, so...
I only use the API to place orders (via Realtests OrderClerk tool). The data I get is from CSI data, which is end of day daily bars -...
I guess most people have something to sell (courses, systems, subscriptions etc). Probably thinks this is yet another business post. Not many...
Charming way to say hello, good day to you too. Real money = yes, otherwise what's the point wasting time on it. If your questions are more...
Had some thoughts on the weekend that gains would pull back, I was expecting it to be Coffee and Cocoa pulling back. Turns out it was Bitcoin and...
This ends Month #1 of the system, nothing but ecstatic about what the market did to my positions yesterday. Without a doubt the biggest one-day...
This is a cool idea for a thread. I'll try and post my loss thoughts in my journal as well, though I've lost so much money over the years I start...
I added contract rounding up for the sizing of new positions: in the case where sizing is between 0.75 and 1.0 contracts the system will now take...
Number of contracts formula is: PercentRisk * AccountAlloc / RiskPoints. RiskPoints is the value in USD of X number of ATRs (X is the average...
Trading started on 6th November. As per advice from Andreas Clenow's book, and my own testing - all current positions from the backtest were...
I've spent a lot of time working on a trend following system this year, and started trading it in November. The amount of retail systematic trend...
25 days is what I have, or if open interest + volume move fist. The IB Liquidation date for December is 26th November. So my roll rule counts...
It was the wrong one, got it now thanks! Looks like the IB symbol is FBON?
Jesus... I don't think IB know what they are doing when it comes to some of the less popular contracts.. I always start getting the expiry...
Ha, it happened to me too. I also had an issue with gaps in CSI data with whole weeks missing. I spent a long time manually setting contract...
Did you have the AllHours flag on? I know I have to disable that when submitting IBAlgo orders for some exchanges (mostly Asian exchanges). My...
It's entirely possible, if you meet a few conditions: a) Decent capital to handle wide stop losses 3.5-5.5 ATRs range, and ability to be...
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