I wonder how everyone handles missing data during strategy development. Here, I mostly refer to the EOD close data that is missing due to the...
Hey guys. I have been backtesting and paper-trading my strategy for a few months now. I can't help to notice that my backtest looks more...
Hi. I noticed that sometimes my daily P&L will go up but the excess liquidity will go down. Does someone know why this could be happening? Thank you.
Hi. I was wondering if it is possible to place a cash quantity stock order via the API. As illustrated here...
Hi everyone. I often get some of my orders rejected due to the initial margin requirement being exceeded, when I try to place many orders at once....
IB requires increased initial and maintenance margins for some high volatility stocks, i.e. 100% initial and maintenance margins are required in...
Hi everyone. I just noticed that some of my MOC orders (placed via API in paper trading mode) did not execute and got canceled. I dug through the...
Greetings. I am trading daily and trying to get a fill at the closing price. I noticed that the MOC order gets about 0.3% of slippage on average...
Hi. Does someone know where I can look up Credit Balance (as in Credit Balance - Short Market Value = Short Equity)? I can't find it stated...
I am having trouble modeling short-selling mechanics in my backtesting system. When I sell stock short, I make the following changed to account...
I am having trouble modeling short-selling mechanics in my backtesting system. This is not a real live accounting question, but it is about...
Some brokers advertise their offering of margin accounts with 4x buying power for trading stocks. I am specifically thinking of Alpaca (margin...
Hi everyone. I posted this in the Strategy Building forum but could be more relevant here (not sure). Anyway, I am testing out a systematic,...
Hi everyone. I am testing out a systematic, cash-neutral, long/short strategy in a paper trading account with Interactive Brokers. Each day, an...
Hi. I am trying out different execution algos with Interactive Brokers (paper trading mode). First, I noticed that it allows me to place VWAP and...
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