So maybe I dont fully understand how the open auction works? Also, how do I ensure I get the open price with a limit if I dont know what the open...
I run a system based on getting the open price and got completely slaughtered this morning. I put in a short "at open" order in for 3.5k shares...
Ive been dealing with this alot on the stock side and have found that an "At Close" order works well. If that isnt an option Ive done market...
I had to think about that second paragraph, Im not sure if the set price point is valid (Saying this for purely discussion purposes, not a right...
Isnt backtesting part of forward testing??? Slight optimization of your backtest sample is then used in a different sample AKA forward testing?...
You're illogical for thinking Im illogical ;)
During backtesting I have found that accidents have provided me some of my best results. I will be tweaking variables trying to represent some...
In my experience with backtesting with an eye to position sizes....Its alot easier to make a higher return with less money. As your equity...
Theyve been pretty much a horror story and have cost me quite a bit of money, however, I can avoid the pattern day trader rule and my account is...
Thanks for the replies d08..I think there may be some gaps in my understanding. Im currently using suretrader and I originally was doing my...
I believe their ARCA orders go through JPMorgan?
What is the benefit to them, and/or the detriment to me?
Correct...I dont care about the fair market value of the stock or even what the company is. My system is all statistically based but assumes I get...
Well its more that my backtested system assumes getting the open and close price within reason. Im just not sure how bad slippage can get and at...
I like your thought process but I may be limiting myself if I follow that exactly. My orders are only at open and close and the volume is...
Ideally less than .5 % round trip. I have noticed that sometimes slippage is in my direction but I havent gathered enough data to see what...
I trade smaller stocks and the biggest elephant in the room for my system is at what point does slippage start to make my system invalid or become...
Trying to figure out how to do this now, Ill get something up shortly.
I believe its because I had to increase my % of equity per trade as it does not generate a whole lot of trades even though they are low risk, high...
The thought about HFT crossed my mind but I wasnt sure if that causes larger short term moves or smoothes them out. I think I recall reading...
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