For each instrument I assigned a base slip equivalent to one tick considering 50% of the time you would get the same fill as the bar close print...
Making Adjustments After Going Live – KC (Coffee) Trade This is an example of adjusting a trading plan after experiencing live results....
Week Jan 22nd – Jan 26th Back to green, but still in “The Grind”. The week was a good net positive, but still grinding away until the P & L...
Trading through Drawdowns. Grinding Until Recovery. This topic is what I am focused on this week. Can I properly execute my strategy calls...
How fast are needing to make trading decisions and enter orders? How many trades are you making in a day? Are you intraday scalping using short...
You're right. If it works, it doesn't matter why it worked. If I can pick these ups for .15 a call each Friday afternoon (big if though), try it...
Very much odds against (95% against??) any thing comes of this, but that is why they cost .15 cents. I think the fill was made by some program...
No not using the IB excel DDE API. After the studies are run for the next day's calls, trades are manually entered in TWS using the time variable...
Good advice, I'll set some of the position to capture a quick spike. Or maybe setup a ladder at progressively higher prices to try and maximize a...
Yes, aware that they can be coded through the IB API. But haven't made the effort to tie in my strategy decision making system with the API yet....
Follow up. I executed this trading idea on Friday five minutes before close. I put a .15 bid on the VIX JAN 24 14.50 to purchase 10 calls and...
Week Jan 8th – Jan 12th A draw down week. Some perspective on draw downs for this approach. The 2 year back test results showed approximately...
I would concur with fan27 here. Intraday in and out trading to me requires a different set of mental control qualities to be able to handle the...
Shortened Holiday Trading Days – To Trade or Not to Trade? With the MLK short session trading occurring this week this brings me to a decision...
Keeping the journal and answering questions from other members has kicked off a number of "Why do I do this" thoughts in my head. Why have I...
Yes, everything is automated at this point. What I am using now was developed over 18 months in spurts of research and analysis. Seems like...
No problem Simple. 1. The purpose of the 8 future basket was to trade a mix of products to provide some degree of uncorrelated trading. There...
Yes, for this to hit with any big value it has to expire at the high number. Not going to catch a big intrinsic value as you point out as anyone...
Is this accomplished through discretionary trading as you watch live price action on your 40 underlyings or are trades executed through algos?
That is why the "sort of" is posted along with it. I made the decision to live trade the 8:35 AM entry for livestock instruments last weekend, so...
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