I am referring to the periods of the SMA's you are using, ie your SMA parameters...for example: if you are using a 10-bar moving average crossing...
Are the results highly dependent on the periods you're using for your SMA crossover?...If so, your results may be curve-fitted.
Check TWS manual on OCA group and GAT order, then, using the TWS demo, try to combine a GAT market order and your sell limit order in one OCA...
Use Good After Time (GAT) Conditional market order with time 3:59:55pm
1. Modify your automated program to send a closing market order at a certain specific time, not when the bar closes. OR maybe better 2. Have...
If you add liquidity in SPY you get an ECN rebate, thus lowering your costs
Which problem is that?
I don't know if it makes sense to compare fixed ratio and fixed fractional in an absolute sense, ie this technique is always better than that...
What you're describing sounds like a charting problem, and my theory is that it has to do with how a data provider collects trade data for a...
What you're saying sounds logical to me and that would be my guess too, but I don't have a definitive answer on that one. It would depend on how...
The opening price for a stock is set by the "primary exchange" on which the stock is listed. NASDAQ is the primary exchange for GOOG. Therefore,...
There is no specific rule. Different trading platforms have different rules dictating how stop orders are triggered. Sometimes bid/ask, sometimes...
519.10, which is the price at which the NASDAQ opening cross printed today. Nasdaq Info-quotes is giving you the correct value. "Q: How does...
http://www.nasdaqtrader.com/trader/tradingservices/integration.stm
Thats not a bad yardstick, but what if the guy with house #1 has a $zillion in debt and the guy with house #2 has zero debt, which is more profitable?
post mortem
dont forget SEC fees
Same thing happened to me with IB on a few equity orders, no fill on the open due to IB not routing the order to the exchange. IB told me their...
Yes, this happened to me during high volatility on Feb 27...nasdaq quotes were crossed and stops did not trigger because nasdaq quotes were not...
i do that with alarm clocks too, have 2, one main, and one "backup"...for the main i can turn it off without getting out of bed, but for the...
Separate names with a comma.