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/diy/ - Do It Yourself

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>> No.447341 [View]
File: 1.23 MB, 1618x532, tweakingstrats.png [View same] [iqdb] [saucenao] [google]
447341

Mr Obligatory Here.

>>445877
Almost ready. Still checking in here every few days to see if anyone cares.

>>446284
Familiarize yourself with the order types and how they behave. It'll guide your development of an order execution handler/emulator. interactivebrokers com/php/apiUsersGuide/apiguide/tables/supported_order_types htm

Take Profit / Stop Loss is a zen art. Try using the standard deviation of the price distribution. Obligatory Pic related. It's one of my starting lineup. Still a work in progress.

Read up on Markov Chain and Regime switching between two+ trading models based on market conditions in real time.
>>"MR Swing: A quantitative system for mean‐reversion and swing trading in market regimes." by Abrams and Walker.
It's a dense white paper but very much worth studying for it's practical application of this idea. You'll find it.

You'll want to look into your broker's pricing of Basket Orders to answer your last question.

>>446940
It just doesn't feel right doing an AMA until it's on the market. I'll have six and a half hours to burn every day at that point. On that note: should I do the AMA here?

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