That would no longer be the strategy that he wants to deploy, obviously. Look, I've wasted more than enough time engaging with you. You're clearly...
Only if you assume that all the candidates have the same expectancy. In fact, the ones that fill nearer to the open have considerably higher...
As it happens, I'm familiar with the strategy in question. So I'll let you do the re-reading. In particular, see the clause "Most days only 1 or 2...
No, I think I understood correctly. Assume it's a strategy that places the limit orders fairly far below yesterday's close, so that on any given...
Desire to buy the first X of N symbols (a different set of N each day) that reach their limit price triggers intraday, at those prices (no...
Thanks! I'll be very happy to have you try it. With your knowledge and experience, I'm sure that you'll have many useful suggestions for its...
Certainly. The first area would be power and flexibility of chart customization. My charts are flexible enough to be useful for reviewing the...
In addition to Val's reply, see also my first reply to you on this topic. The little script that I posted a picture of does exactly what you...
That's pretty cool! But can you do this? (Which, it occurs to me, is also kind of a metaphor for how we trade.)
The former is what my simple example script does. The purpose of that example was to answer the question that is quoted in that post. It does not...
I see that you have a good understanding of some of the typical pitfalls in modeling limit order entry using daily bars. However, the particular...
You could develop a portfolio of strategies which place all their orders before the open (as in the example I just posted, though it is obviously...
I think I'm allowed to answer this, since RealTest is not currently a commercial product. Here's a simple example of this kind of strategy, which...
Thanks, Val! I have enjoyed our correspondence and collaboration over the past few years and am impressed with how quickly and successfully you...
Wow! Re-reading Trading In The Zone this morning, I am fascinated by Douglasâs theory about how our brains become conditioned to resist...
Of note: (a) today's rally is on light volume; (b) long term treasuries have now reached a 4-month high.
Right -- it sounds like you're just using an inferior backtesting platform. The code and data has to support the same time granularity used in...
You were not alone in losing money in 8/07: http://web.mit.edu/alo/www/Papers/august07_2.pdf
Has anyone else noticed this? Each page takes at least 30 seconds to completely appear. (No, it's not my connection: FIOS 20mbps -- every other...
Good answer. In other words, price movement against the direction of the trade around the time of entry gives you a superior fill but possibly...
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