Thank you for the info. I use OPG on 1x Etfs all the time and do get the opening price. I guess the same happens for the 3x's. Will have to try it...
You probably found it, but here it is just in case. It is very active. The good thing about AB is that you have hundreds of code examples to learn...
Python: These guys have an open source backtester: https://www.quantopian.com/ https://github.com/quantopian/zipline If you are not a...
My experience is 1. NN's tend to immediately over-fit the data. 2. It's hard to come up with a performance function to train the NNs. 2. You...
Hello, Anyone has experience with trading fairly liquid 3x leveraged Etfs with market on Open orders (OPG , preferably through IB)? If yes,...
iggy9807, Thanks for sharing the info. That has been my experience, too. IB gets me real close to the yahoo opening using market OPG orders.
Thank you for the response. I will have to look into this. Couple of questions, though: So IB does not withhold dividend. I assume the LLC...
An interesting discussion... I trade 3 strategies amongst 7 assets classes and 15 different instruments. Two are profit making strategies. The...
Is this EOD? Have you backtested?
Yes, I am. Legislation is about to change, though, so I'd rather know exactly what I will be paying. At this point, I am liable for capital gains...
Hello, Any thoughts or advice on setting up an ibc or trust to trade in the US market through IB. I am EU based and currently pay 30%...
Ok. I will look at the T&S and compare. By opening price, I meant what Yahoo would post as "open" 20 minutes after the opening. I understand it...
Anyone knows how OPG orders work with IB when it comes to ETFs? As far as I understand IB OPG's do not participate at the ARCA opening auction...
Hello, I can see that people are having a hard time sharing profitable strategies. Maybe a better approach is to co-develop a few ideas, narrow...
Backtest. Backtest. Backtest. Listen to but don't trust people's opinions. Backtest it yourself. It won't tell you how it WILL perform but...
I have a working (but not de-bugged) Google Documents spreadsheet that takes a trades list and does the basic job of grouping trades by symbols....
For fast Backtesting and optimization use Amibroker. It's array based language makes it faster than competitors.
Good luck with the system George. See you around. Sanz
I would say 15% it's 2 to 5 cents but no more than 10 cents on the SPY. 10% of the time I get 1 or 2 cents better fill than the "Yahoo" opening....
I have been trading liquid ETF's at the opening (SPY,TLT,IEF,GLD, etc) through Interactive Brokers for 9 months. I do get the opening price that...
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