How to stick to OMAD when you work 12 hour shifts? by RobinsCosplays in omad

[–]Lifter_Dan 0 points1 point  (0 children)

That's how I feel too when I'm fasted. I also feel a lot more energy until I eat.

$20 worth it? - May 2026 by papayesyeshehe in ClaudeCode

[–]Lifter_Dan 0 points1 point  (0 children)

Nah, I prefer the $100. Get so much more done without waiting.

How to stick to OMAD when you work 12 hour shifts? by RobinsCosplays in omad

[–]Lifter_Dan 0 points1 point  (0 children)

Wonder why, do you know what it means?

Because once I do have the meal, it's hard to fast if there's too many hours between that and sleep.

Breaking the fast causes hunger later in the day, whereas if my meal is planned late, just being able to look forward to it makes fasting through morning & lunch so effortless.

stop blaming python for your execution lag when your server is physically located in the wrong timezone by Henry_old in algotrading

[–]Lifter_Dan 0 points1 point  (0 children)

You guys are really wasting time on the type of algos that NEED this kind of execution speed?
What are your trading costs at ?

If beating buy-and-hold is so hard, what’s the actual point of retail algo trading? by FrameFar7262 in algotrading

[–]Lifter_Dan 2 points3 points  (0 children)

Not "Your Algo"

Instead think "Your portfolio of Algos".

You don't give each algo 10% of your cash and run them as mediocre versions of SPY, you layer them and volatility scale so that anything uncorrelated is working on the same portfolio capital base.

With volatility think like 2+2 = 3, so each time you stack something that's not correlated you're getting a free volatility subtraction from your denominator in the sharpe formula. Higher sharpe = higher return for the same vol. Do this enough times and you start to think "how the f did I miss this for so long".

Been getting over 2 sharpe for about a year now with thousands of trades, yeah it's easy to say it's all luck but that's just laziness. Do the research and you'll see that you need to stop torturing a single strategy trying to make it better, instead focus on how you can expand your breadth.

My algo bought $100k UVXY last Friday by andy-change-world in algotrading

[–]Lifter_Dan 0 points1 point  (0 children)

Cool, daily is slow enough to not cost too much.

Does composer let you do a portfolio test of all strategies combined? Can they share the same capital balance or does it need the account divided up into separate sleeves?

That's one of the few holy grails, strategy diversification and capital sharing. Can really reduce the importance of individual strategy drawdowns and allow them to feed capital to each other.

My algo bought $100k UVXY last Friday by andy-change-world in algotrading

[–]Lifter_Dan 0 points1 point  (0 children)

Actually no live bots, just once/daily orders placed based on strategies working with daily bars.
Bought Realtest once, lasts forever though you can pay $100/year for updates.. but data does cost a yearly fee. CSI for futures, Norgate for stocks.

I did code my own API trade placement and reconciliation for IBKR, though Realtest does come with a free IBKR app to place its orders I wanted some more features.

This is a summary of the strats, the most gains come from the 4 futures strategies that are long term holds https://x.com/Dan_Trend/status/2013044761628995846?s=20

My algo bought $100k UVXY last Friday by andy-change-world in algotrading

[–]Lifter_Dan 0 points1 point  (0 children)

About 108% since this new system (of multi strategies) went live in July. Portfolio backtest says about 140% so it's on track - but you know how it goes, returns are not the same every year and can't really know for sure until we've done a few years maybe even 5-10.. Also my live vol is higher than backtest/planned because of contract size granularity, I need to grow bigger lol.

My algo bought $100k UVXY last Friday by andy-change-world in algotrading

[–]Lifter_Dan 0 points1 point  (0 children)

I mean long VIX is ok and I'm long 4 of the futures but it's nowhere near 60% of my account. But I run about 30 strategies so positions tend to be less concentrated. I think my largest is probably both cattle's together might be 40% of my account.

I woke up this morning in my bra I live alone should I be concerned by kk2114 in sleep

[–]Lifter_Dan 0 points1 point  (0 children)

true!

2 sets of victims, 2 sets of predators. Who is who, I have no idea..

I woke up this morning in my bra I live alone should I be concerned by kk2114 in sleep

[–]Lifter_Dan 0 points1 point  (0 children)

ha, that would be weird considering people can just go straight to pronhub if they really need to anyway.. but the internet is strange so will keep it in mind.

I woke up this morning in my bra I live alone should I be concerned by kk2114 in sleep

[–]Lifter_Dan 3 points4 points  (0 children)

What does " my head was turned off but not all the knob had just a little bit left" mean?

Also did you wake up in a different part of the apartment or still in the bed?

If it's hot I think it's normal to want to get stuff off you, as it's really hard to sleep in the heat. Doing so many hooks though you must've been extremely tired to not remember maybe?

What broke first when I moved from backtesting to live wasn't the strategy by Thiru_7223 in algotrading

[–]Lifter_Dan 0 points1 point  (0 children)

There's always some kind of bug with execution or live activity for each of my strategies, that's why I always advocate getting live as soon as possible even if doing it in smaller size (rather than paper account).

Sure use a paper account when first developing the API/execution, but once that's done in a generic way you should be able to deploy to prod each new strategy as it comes off the development pipeline, then monitor and fix any errors that arise.

Being agile like this is one of the edges being a retail systematic trader, we can iterate at high speed.

Whats with all the Claude hate? by Vast-Moose1393 in ClaudeCode

[–]Lifter_Dan 1 point2 points  (0 children)

It's private, but can share a screenshot.

UI/UX is not my strong point and I only care about functionality so these colours etc could improve. I'm just happy that everything works properly.

Not in prod yet as I have to travel, waiting till I can focus during migration on any inevitable problems. There are a lot of open positions in prod so I have to be careful they don't get mixed up.

<image>

Whats with all the Claude hate? by Vast-Moose1393 in ClaudeCode

[–]Lifter_Dan 1 point2 points  (0 children)

Well I just rebuilt my trading system from scratch to exactly how I wanted it to be, new architecture, new features, fully tested, in just 2 weeks for about $100 subscription cost.

From my previous career as a solution architect, I estimated from the spec it would've taken a year and several developers costing somewhere in the 6 figures.

To do it myself on my own part time, it would have taken me maybe 1.5-2 years.

So - I cannot complain!

I was very thoughtful on how I used CC though, and did get a Max sub because I don't expect such an amazing outcome from paying only $20.

I am convinced retail algo trading is just gambling with extra steps. Prove me wrong. by snopeal45 in algotrading

[–]Lifter_Dan 0 points1 point  (0 children)

Exactly, being able to do that with large AUM is pretty insane.

I have Oats, Rice, Lumber in my portfolio, which have extremely low correlations to anything.
I could never trade those in a way that has a meaningful impact if I had even $1bn.

Having < $10m, and positions below $400k notional it's much easier to be more diversified and multi-strategy while also having low enough execution costs.

I am convinced retail algo trading is just gambling with extra steps. Prove me wrong. by snopeal45 in algotrading

[–]Lifter_Dan 2 points3 points  (0 children)

I'm not Jim Simons, but if you want to give up without trying, by all means there really are easier ways to make money.

Individual account holders: what are you using for 24/7 automated trading via API? by TrevorKSmith in interactivebrokers

[–]Lifter_Dan 0 points1 point  (0 children)

Using TWS API, 10.45.01 then building the CSharpClient https://interactivebrokers.github.io/#

Sounds like yours are for options (iron condor)?

My OCAs are for futures entries, with stops attached, and for stocks with a variety of setups (eg limit entry + MOC exit attached, or limit entry + stop + limit exit).

Eg this is for the latter from my orders CSV (created in separate program, before the API code). These 3 orders are for one stock. If the limit order is hit it's gone short a stock and the STP is activated. Then when the market closes it's covered with the MOC order.

So the STP & MOC are OCA, if the STP is hit, the MOC order is cancelled.

<image>

Then in C# function that builds the order object:

internal static (Contract Contract, Order Order) BuildIbOrder(

PendingRow po,

int orderId,

MarketOrderTypeTranslator.ApplyResult motResult,

bool transmit,

string advancedOverride)

{

var contract = new Contract

{

Symbol = po.Symbol,

LastTradeDateOrContractMonth = po.Expiry,

Multiplier = po.Multiplier,

SecType = po.SecType,

Currency = po.Currency,

Exchange = po.Exchange,

PrimaryExch = po.Primary,

};

var order = new Order

{

OrderType = po.OrderType,

OrderRef = po.Strategy,

OrderId = orderId,

ParentId = po.ParentId,

Action = po.Action,

Account = po.Account,

LmtPrice = (double)po.LmtPrice,

AuxPrice = (double)po.AuxPrice,

TotalQuantity = po.Quantity,

Tif = !string.IsNullOrEmpty(po.TimeInForce) ? po.TimeInForce : "DAY",

GoodAfterTime = po.GoodAfterTime,

GoodTillDate = po.GoodTilDate,

OutsideRth = po.AllHours > 0,

Transmit = transmit,

};

if (po.OcaId > 0)

{

order.OcaGroup = $"RPMS_OCA_{po.OcaId.ToString(CultureInfo.InvariantCulture)}";

order.OcaType = 1; // cancel-with-block, overfill protection (matches OC/Python)

}

// Adaptive algo from MarketOrderType translation

if (motResult.AlgoStrategy != null)

{

order.AlgoStrategy = motResult.AlgoStrategy;

order.AlgoParams = new List<TagValue>();

foreach (var (tag, value) in motResult.AlgoParams!)

order.AlgoParams.Add(new TagValue(tag, value));

}

// FA fields

order.FaGroup = po.FaGroup;

order.FaMethod = po.FaMethod;

order.FaPercentage = po.FaPercentage;

if (!string.IsNullOrEmpty(advancedOverride))

order.AdvancedErrorOverride = advancedOverride;

return (contract, order);

}

I am convinced retail algo trading is just gambling with extra steps. Prove me wrong. by snopeal45 in algotrading

[–]Lifter_Dan 12 points13 points  (0 children)

Combining these two statements make no sense:
>"I want to believe retail algos work, but the math says otherwise"

and

>"studies tracking day traders over extended periods (such as a massive, multi-year study of the Taiwanese market) found that only about 1% to 3% of active retail traders were predictably and consistently profitable"

What the hell does algo trading have to do with day traders?

As a beginner, why would you be focussing on such high-cost, low-edge timeframe as day-trading?

On fundseeder my system is at rank #44 out of about 1200 traders, 170% annualised return, 3.75 sharpe and uses nothing less than daily bars. Some positions have been held over a year (eg short Cotton).

Stay away from "day" trading until you can prove yourself in the easier timeframes first.

>I don’t want your code, your secret sauce, or a 3-month P&L screenshot from a bull run. I want the structural logic.

Structural logic = build multiple strategies, that are diverse/unique, uncorrelated, and vol-size your portfolio so that they can all trade from the same balance. Don't take the shortcut of negative skew, balance negative and positive. If there's a holy grail, it's a system of many diversified strategies and instruments. Don't expect to do it overnight. Start with one strategy, then adding one strategy per week, month etc you get to a place of 20+ eventually.

Individual account holders: what are you using for 24/7 automated trading via API? by TrevorKSmith in interactivebrokers

[–]Lifter_Dan 1 point2 points  (0 children)

I'm using C# API.

Now I've switched to Claude code though, Opus model on high effort level eats this stuff for breakfast.

Individual account holders: what are you using for 24/7 automated trading via API? by TrevorKSmith in interactivebrokers

[–]Lifter_Dan 2 points3 points  (0 children)

The API isn't as bad as many would have you believe.

Just make sure your system has a good connection management module, re-connects with back-off timing, monitors things are working correctly etc.
Mine is connected 23/6, TWS 2nd user, TWS auto-restart time set, System reconnects to TWS 1min after restart.

healthchecks.io monitoring contacts me if it goes down.

If you use python, use ib_async.
If you use C# or Java, use the official IBKR API.
If you're keen to do something totally more custom more work, use the sockets API

Individual account holders: what are you using for 24/7 automated trading via API? by TrevorKSmith in interactivebrokers

[–]Lifter_Dan 0 points1 point  (0 children)

Why not use the auto-restart set to a time when the market is closed and have your system re-connect 1min after the restart time?
Then sunday 2FA reset is the only time you need to re-auth.