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Post by walnut on Feb 20, 2017 15:00:11 GMT -5
Ah I was wondering about that
I had originally starting creating virtual securities when I wanted to see how hedges performed so I was looking at charts.
One of the neatest things about IB as that they encourage you to write auto trading programs that connect through their API, or at least Excel spreadsheets, I have set up spreadsheets that trigger sales or buys based on conditions. Not that we have any need for that stuff now.
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Post by walnut on Feb 20, 2017 15:01:18 GMT -5
weightings? those can be entered in just standard algebraic forms, but we don't need that for contango
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Post by theMist on Feb 20, 2017 15:03:28 GMT -5
I was thinking about daily contango rates for VXX, TVIX, UVXY this is simply contango I set it up (see below). Just not sure why it didn't populate like yours (last...) capture screen
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Post by theMist on Feb 20, 2017 15:07:08 GMT -5
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Post by walnut on Feb 20, 2017 15:11:45 GMT -5
You mean like an expected daily drop rate? I have thought of that and kinda decided that was too much trouble to figure due to the days to maturity variable. I guess we could do it if we want to, need to think about how. That is one that would probably best be done in a spreadsheet that is linked to TWS. Excel has a DAYS countdown built in to it that could be used for this. I was thinking about daily contango rates for VXX, TVIX, UVXY this is simply contango I set it up (see below). Just not sure why it didn't populate like yours (last...) capture screen
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Post by theMist on Feb 20, 2017 15:13:48 GMT -5
You mean like an expected daily drop rate? I have thought of that and kinda decided that was too much trouble to figure due to the days to maturity variable. I guess we could do it if we want to, need to think about how. That is one that would probably best be done in a spreadsheet that is linked to TWS. Excel has a DAYS countdown built in to it that could be used for this. I was thinking about daily contango rates for VXX, TVIX, UVXY this is simply contango I set it up (see below). Just not sure why it didn't populate like yours (last...) capture screenOr for simplicity, just enter (on a daily basis), the days left as well as weightings?! Yes?
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Post by walnut on Feb 20, 2017 15:14:30 GMT -5
If you go to IB's API page in the internet, you can download DDE spreadsheets that connect to your account. Also ActiveX. I have done lots of cool stuff with those spreadsheets. They also have their Java API if you wanted to build a bot to connect to it.
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Post by walnut on Feb 20, 2017 15:16:07 GMT -5
Unless we want to get up at 5 everyday to mess with the formula in TWS haha
Really the spreadsheet DDE is nice. We could set it up once and it will adjust itself every day. I will look at it later
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Post by theMist on Feb 20, 2017 15:17:29 GMT -5
Unless we want to get up at 5 everyday to mess with the formula in TWS haha Really the spreadsheet DDE is nice. We could set it up once and it will adjust itself every day. I will look at it later I think that would be very helpful. I'm just configuring my order presets and then I'm done for the day. signing off in few
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Post by theMist on Feb 20, 2017 15:21:12 GMT -5
Actually 2 more things - how did you setup that alert to wake you up at 2am? lol
And I need to figure out what news is important to us and how to filter it.
For example, news re Janus/CS will not be creating anymore shares of TVIX ETN! lol
I see the news dropdown up top and can setup to filter thru that
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Post by walnut on Feb 20, 2017 15:31:52 GMT -5
On the main screen, there is an alerts button to open an alert window. It looks like this:
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Post by walnut on Feb 20, 2017 15:33:02 GMT -5
I have it set to blast an audible alarm on the computer, and also to send me a text msg. I put in a custom loud noise in my phone that plays a fairly long loud noise when the text comes.
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Post by walnut on Feb 20, 2017 15:35:20 GMT -5
Also, you can set up a paper trading account to test things like this, go to account management on the web. You can click on "help, msgs" on tws to go directly there.
I think you enter your SMS address on the account mgmt page. Don't remember for sure
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Post by walnut on Feb 20, 2017 15:36:32 GMT -5
It is price or market based conditions, for example a nuke is Korea won't trigger an alarm until the ES futures begin to drop because of it.
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Post by theMist on Feb 20, 2017 15:39:11 GMT -5
Awesome stuff! Got it!
See you at 4am EST! lol
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Post by walnut on Feb 20, 2017 23:46:06 GMT -5
VXX looks like it wants to drop hard doesn't it?
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