time to get this rolling. LottoGirl uses Saturday Powerball drawings to choose trades for the following week. in Powerball there are 5 white balls and 1 red ball. the white balls range in value from 1 to 53. regular trading hours span 53 intervals of roughly 7 minutes, each white ball will be an index into that list of intervals leading to positions taken at random times. one white ball will be used per trading day. unfortunately the main powerball site does not list the balls as they are drawn, choosing to list them in numberical order instead. because of this an additional random number generator is used to assign specific balls to specific days. the red ball is used to determine whether trades are longs or shorts: an even number says an even white ball will be a long, an odd number says an even white ball will be a short. LottoGirl lives as a Perl script that accepts powerball numbers and generates the trades based on those numbers and the methodology described above. exits will not be random. two sets of LottoGirl trades will be generated each weekend for two separate exit criteria: (1) fixed profit target w/timeout stop, (2) fixed profit target w/stop loss. more/different exit strategies may be added in the future. the entries will be posted prior to monday trading, the weekly results will be posted the following weekend, along with the next week's trades. the instrument of choice will be YM, the Dow mini future.
for exit method 1... Go Long on Mon at 11:15 Go Short on Tue at 11:50 Go Short on Wed at 10:11 Go Long on Thu at 11:35 Go Short at Fri: 14:16 for exit method 2... Go Short on Mon at 11:50 Go Long on Tue at 14:16 Go Short on Wed at 10:11 Go Short on Thu at 11:15 Go Short on Fri at 11:35
"Fortuna, the personification of fate, chance, or luck, was the daughter of Jupiter and the sister of the Fates. As a representation of the variability of life, Fortuna was sometimes portrayed with a wheel, whose turning reflected the instability of prosperity. In other representations, Fortuna held a double rudder (the lucky and the unlucky), had her eyes covered (blind luck), held or stood on a ball (the roll of luck), or held a cornucopia (prosperity). Fortuna's worship was widespread, and her major festival was held on June 24. A temple to Fortuna, located between the Forum Boarium and the Forum Romanum, was dedicated by Servius Tullius, burned in 213 B.C.E., and was restored a year later." (author unknown... found on the web...) Ciao, ramora
Hello Damir Any progress/update? http://www.interactivebrokers.com/discus/messages/2/14785.html?1061789423 Q Tony S Hariman (thariman) New member Username: thariman Post Number: 1 Registered: 08-2003 Posted on Monday, August 25, 2003 - 01:30 am: -------------------------------------------------------------------------------- Searching for CarlE in this forum I didn't find the script. Could you point me to the right direction. I'm interested on communicating to TWS with Perl also. Thanks Damir Smitlener New member Username: Damir00 Post Number: 1 Registered: 07-2003 Posted on Tuesday, August 05, 2003 - 02:15 pm: -------------------------------------------------------------------------------- thanks to some scripts from CarlE, i have Perl communicating with TWS. i can muck with equity orders just fine, but futures orders are not working. it appears i'm not using the correct "symbol". i've searched through the archive here and found mention of a "three space requirement" but haven't found a specific example of what the symbol is supposed to look like. any help would be greatly appreciated. to date i've tried "YM" "YM JUN03 ACE" "YM-JUN03-ACE" "YM 200309 ACE" "YM-200309-ACE" and a number of other variants. the order of what is being sent is: "YM","200309","ACE","LMT","BUY",1,8060,0.0,"GTC" etc... UQ
It looks like the exits are to be non-discretionary and solely based on fixed money management criteria. Is this criteria known now for posting or is it decided upon at the time of entry and will vary for each trade?
Very interesting! It seems logically these two sets of entries (based on two sets of exit methods) can be applied Simultaneously to whatever instruments (any currencies, any commodities, any stocks, any indexes, etc. !). If not, why not? Why only YM alone? Q for exit method 1... Go Long on Mon at 11:15 Go Short on Tue at 11:50 Go Short on Wed at 10:11 Go Long on Thu at 11:35 Go Short at Fri: 14:16 for exit method 2... Go Short on Mon at 11:50 Go Long on Tue at 14:16 Go Short on Wed at 10:11 Go Short on Thu at 11:15 Go Short on Fri at 11:35 UQ If yes, could it be possible that all instruments on the planet during the same period of trading would have about the same pattern of price movement? Furthermore, why do we need two sets (if random entries)? Different expectancy (Random?)? I know my questions above may not be completely clear to everyone of you, myself included (because I'm a bit confused, besides curious).