in most, if not all, testing i have done, a stop always costs you something, if not in terms of direct profits, at the very least the cost is...
both marketwatch and briefing have daily coverage of up/downgrades; it seems the content is only slightly different. does anyone use one vs the...
q1. yes, volume and volatility are positively correlated. q2. yes, volume is autocorrelated. q3. same as (q2) above. q4. yes, volatility...
agreed; although ensign is excellent software, backtesting is probably one of its few weaker areas. i think you can create entry/exit signals...
are you basically trying to find out if returns over the past x days have predictive value for the next x days? most, if not all, studies i...
good trade. the whole consumer discretionary sector has been selling off for a while. - you have outlined a hedging strategy for your long...
i haven't seen all the details, but is there any knowledge if there were any significant named counterparties on the other side of these spreads?...
indeed, you are going to a significant level of detail here - the right answers to your questions will depend on the requirements of your trading...
thanks for the explanation, i look fwd to following the journal. all the best.
alphastocks - i am wondering if your fundamental indicator(s) are mechanical (i.e. some sort of a formula / combination of fundamental inputs) or...
i have been searching around and quality news archives seem to be hard to find - i am not prepared to pay for the institutional product level, at...
one cent per share sounds high - what would this figure include?
i have not had to deal with autoliquidate, but here is a recent post from IB's discussion board shedding some light; i don't know about the...
thanks to all for the feedback and some very useful points for me - i use Interactive Brokers, they simulate stop and stop-limit orders for stocks...
thanks for the feedback, appreciate it - on some openings, i see very fast moves, and i am trying to figure out how to best accommodate my stops...
question for OO traders - do any of you use stop-loss orders, and how much slippage have you experienced on the more volatile trades in liquid stocks?
qcharts has a few years intraday - i have not used it for backtesting, so i am not sure how reliable it is.
i don't know what's "easier" but a portfolio offers significant advantages over a single instrument, such as: diversification, correlation between...
i did some testing on this a while ago and i also found that the results were contrary to what i had expected... - i ended up not reading too much...
to be honest, i think Elder's, Douglas's etc. books have cost me a considerable amount of time - specifically their statements about beliefs,...
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