Come on guys, this is an interesting thread let's keep it civil. :) I'm sure everyone would appreciate any hints to helping achieve a better...
I agree with this. I can tell you what I've done to try and combat it. I have been testing with YTD data because we have had a correction, a...
I'm glad I found your thread cause I have just came to the same conclusion. I've been working for a month now on backtesting and forward testing...
I'm only trading nasdaq & amex. Do they have a similar list? One stock I wanted to short went down 10% yesterday. So I'm wondering why...
Got an interesting message from IB today: I didn't take them up on it, it was way too late and the almost 2% premium is too much. but it was...
Too bad for Royal, went down big time. I kept my eye on both IB & MB and neither would let me short it. :(
For my scan for today there is ROYL.
I've noticed that some stocks which show up on my scans aren't shortable. I'm curious what the reasons are for this. I've heard that IB allows...
Today I couldn't get a fill at all with the sim account. I was bummed, I had 5 stocks that I could sell. All I could do was watch them go down....
"Wall street doesn't change because human nature doesn't change." Paraphrased from a quote from jesse livermore. :)
This test isn't reliable because you can't control how many others have their stops. At the same moment you put your stop for test 1, someone...
So, to hide orders does that mean we should avoid limit orders? Does IB have an order type for hiding orders? I'm not yet convinced that my...
But if I understand correctly, this is what IB's scaling feature is designed to avoid. It puts out 1 limit order at a time. you pick the # of...
I too have noticed very bad fills using MOO compared to the published open price (I've compared with fidelity, ib, & yahoo). The other day it was...
Very interesting thread, I see I'm not the only one. Thanks for the link. The bottom line is that if one depends on the open price for a...
Sorry, i'm a little slow. It's weird for me because with NASDAQ 99% of the time I get the exact opening price to the penny. So I'd expect the...
I tested out the Good After Time feature of IB. It's hard to know all this stuff exists because IB hides them and you have to activate them (Good...
My point is that if my backtesting depends on getting the open price and I can't get it with NYSE stocks then I have no choice but to not trade...
Just to update the thread, I quit placing MOO for NYSE stocks due to poor fills. I'm now noticing the same thing with Amex. Today I got a fill...
Is it possible to specify an order to execute at a specific time? I like to close out at the end of day but I don't want to wait until 4pm...
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