Adaptive Algo instead of Market Order

[JulianCohen]

I had this pop up in my email from IB today.

https://www.clientam.com/en/index.php?f=19091

Any thoughts one way or the other chaps? I’m not entirely sure it would help me as I trade the Russell 1000 and on ASX I use the open/closing auctions (as we all do I guess) so I doubt that this would help, but for the WTT system where I’m using Russell 3000 it might help with lower volume stocks.

[ScottMcNab]

Bump…no experience with this…anyone tried ?

[Anonymous]

I’ve also recently had this pop up from IB.

Anyone tried IBALGO type orders instead of using SMART?

[LEONARDZIR]

Julian
I was under the impression that you stopped trading WTT
If you are trading WTT are you using your selection bias codes?

[JulianCohen]

Len Zir wrote:

Julian
I was under the impression that you stopped trading WTT
If you are trading WTT are you using your selection bias codes?

Yes Len I applied the selection bias code and started to trade it again. It’s got a 20% CAGR over the last fifteen years with a 19% MDD so I figured it was a good diversification as it runs in the Russell 3000 and the price limits are $1-$100 so it can pick up small stocks.

[LEONARDZIR]

Julian,
Thanks for the reply.
Are you using the same ROC criteria for ranking as in your MOC and MR systems?

[JulianCohen]

Len Zir wrote:

Julian,
Thanks for the reply.
Are you using the same ROC criteria for ranking as in your MOC and MR systems?

Actually no

MOC and MR I am using ROC but I found that

Rank = 1/ATR(50);

Works well with my WTT

[LEONARDZIR]

Thank you Julian!

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