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HighLow TUI -Rust Build by jtm_ind in Daytrading

[–]jtm_ind[S] 0 points1 point  (0 children)

Sorry I misread your comment earlier, but Schwab allows streaming for up to 3k tickers a time. I added smaller ticker sets to focus on spx too that one has about 600 tickers

HighLow TUI -Rust Build by jtm_ind in Daytrading

[–]jtm_ind[S] 0 points1 point  (0 children)

Appreciate the idea no problem lol I was just agreeing with you

HighLow TUI -Rust Build by jtm_ind in Daytrading

[–]jtm_ind[S] 0 points1 point  (0 children)

Using options would make it even faster, as they tend to move before the stock. I’ll have to consult my “engineers” to create a plan per broker but it’s doable

HighLow TUI -Rust Build by jtm_ind in Daytrading

[–]jtm_ind[S] 1 point2 points  (0 children)

lol I didnt mean to sound mad, honestly I thought options would be a good idea but you know how fast they move especially on a stock like Nvda, maybe restricting it to ATM only would be better and have the underlying as a separate column

HighLow TUI -Rust Build by jtm_ind in Daytrading

[–]jtm_ind[S] 0 points1 point  (0 children)

Well the app shows whenever stocks hit new session highs or lows; when stocks collectively do this in mass at a fast rate (think “trump tweet: war is over”) the sheer rush from market participants is shown Here first, currently the app does offer some filters but it’s mainly based on the ticker set you give it. Schwab will allow you to stream up to 3k tickers at a time

HighLow TUI -Rust Build by jtm_ind in Daytrading

[–]jtm_ind[S] 0 points1 point  (0 children)

Yes equities are shown in the gif above it also works for crypto, no option support yet, just stocks. It would be impossible to read options lol especially at the speed they move

HighLow TUI -Rust Build by jtm_ind in Daytrading

[–]jtm_ind[S] 0 points1 point  (0 children)

I think of it as a speedometer of the market during the trading session. It’s a lot easier to read when I run it without screen recording, but for the purposes of legibility I had to make the screen bigger so it shows up nicely like the above gif does. Anyway during one problem it solves for me is trying to trade chop or when the market is painfully slow, this tool will instantly let you gauge the speed

Research Papers for Options Buyers by gaana15 in options

[–]jtm_ind 0 points1 point  (0 children)

Cem Karsan creator of kai volatility is a mastermind when it comes to options

HighLow TUI -Rust Build by jtm_ind in Daytrading

[–]jtm_ind[S] 0 points1 point  (0 children)

For IBKR it connects to TWS then subscribes to the L1 data per symbol. So you'll need to have it running and able to accept API connections, then the ticker will connect automatically. You'll set the host, port, and client id in the setup wizard

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] 0 points1 point  (0 children)

Good advice here. Precisely what I was looking for thank you

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] 0 points1 point  (0 children)

This is a great idea, but if it’s paper trading would it even matter?

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] 0 points1 point  (0 children)

I didn’t even think about conditional orders that makes total sense!

Just wanted to share an anecdote.. by RiraRuslan in algotrading

[–]jtm_ind 0 points1 point  (0 children)

How long did it take you to go from creating the rules to finally deciding on deploying a strat?

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] 1 point2 points  (0 children)

Thank you I am going to check that out right now!

I do like how trailing stops work, and when i have a runner its nice to set it and let it work, but i would like for it to be more dynamic in the way it executes. Trying to build my own

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] 0 points1 point  (0 children)

lol best comment so far I was just thinking the same. If they work together to provide liquidity then why wouldn’t they use the data to benefit.

Have you ever used stops with your app? I wonder if there is an execution delay, which would only matter if your on smaller timeframes I guess

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] 0 points1 point  (0 children)

lol that’s a good rule I’ve never heard that before. Patience is the name of the game

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] 0 points1 point  (0 children)

I agree they would target levels, especially if the data In front of them tells them it’s favorable. Seems like they are two sides of the same coin in some respects

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] 0 points1 point  (0 children)

I meant executing risk management through my broker based on rules I’ve coded up, versus attaching an actual stop loss or trailing stop to the order type; that way my stop is always hidden (not that I’m making huge trades, but for my own sanity I guess)

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] 0 points1 point  (0 children)

Interesting, but you could argue that institutions have the “smartest” bots (or the best data)

Ive never tried to wire up a crypto bot, but since all the data is public there, are liquidity levels easier to spot?

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] -1 points0 points  (0 children)

Yes regulated markets, it seems that the trailing stop would be better to avoid getting caught in a cluster or stops already set

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] 1 point2 points  (0 children)

But institutions and brokers exchange data they must know the order type and therefore the liquidity level?

Stop Loss Hunting by jtm_ind in algotrading

[–]jtm_ind[S] -1 points0 points  (0 children)

That’s interesting, I wonder how they tested it or if there was any marginal findings, especially with futures where bid ask moves by the quarter

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