Had trouble with a feat of my spreadsheet so I didn't make the final adjusments that I usually do. Went for it anyways! Player the envelope a...
Manually on 32 stocks for now. Takes about 20-30 minutes. Better safe than sorry so I trim a lot. I plan on automating the dividends, earnings...
I dont think I'm the best kid to answer but I'll try. On NYSE to get the real opening price from the auction you have to use NYSE. That first...
4 fills, all longs 3 winners (+0.06, +0.21, +0.15) 1 scratch (should have been filled on profit target!, I guess my API sent the order too...
1 fill short, +0.11. Could have been better. Blocked 15 out of 32
You seem to envelope by 0.5 fix but I think most people envelope by a %. I envelope by between 0.7% and 1.2%. Depending on the futures. On flat...
2 fills, 2 short + 0.20, + 0.03 Fast exit on HPQ was a good deal so far.
Do you guys use only the NYSE auction close for the FV calculations or do you include the ECNs? Thanks
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