This is the bees knees https://harriman-house.com/systematic-trading
never a dull moment with IB!
With barchart.com I have been quotes 500usd/month for the on demand API. Presumably that's not what you are using is it?
What goes into the timing of trading per markets? I observe the volatility of most futures explodes around the US stock market open - have you...
I know you like to roll your own, but this is pretty nice...
I think this would've saved me yesterday, going to experiment with something similar. Although it probably would've prevent the initial opening of...
What are your scores today Rob? I'm having the mythical 5%'er, at least until the Silver surfer gives it all back.
It's a wild ride following the DO signals, the instance that I'm running can't shake off a love of Japanese equity and today it had me shorting...
@emretezel any updates on this? I'm a buyer.
surfin' on sine waves
I'm jealous of these positions, the DO i'm running has me in SMI (Swiss bluechip index), some Japenese equity indices, MXP and thankfully oil....
Well, I think you guys jinxed it! I'm being killed by energy markets today.
Please let me know which one you choose as I anticipate a similar decision in the near future, thanks!
Do you need the splits and spinoff data as well?
Sorry ignore that, seems the IB data API is still booting up on Sunday afternoon :confused:
I wonder how you have setup TSEMOTHR, I'm not seeing any prices for the June expiry which should be being used as the carry contract
Interesting how you don't have BBCOM, rolling up your risk from broader commodities exposure perhaps.
The above backtest was run with a 150k notional, I'm double checking the universe of instruments as perhaps there was missing data which caused a...
Hi Rob, Inspired by your position in the Mothers Index as revealed on a recent podcast I got the dynamic optimisation running locally. My dataset...
Hello all, I'm building a historical archive of hourly data from IBs API and just noticed that a subsequent download of the same contract yields...
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