back from holiday... flat opening...lots of fills 16 fills / 12000 shares 5 long / 11 short / - 207.00 worst offender......
actually...rtd is awfull...i use dual xeon and dde with vista 64 bit and excel 2007... i have the max 2500 dde links and it works great... i...
2 fills / 2 shorts / 2000 shares / + 224.00 blocked 24 of 86 normal envelopes
off a couple of days... no fills today... widened envelopes...a bit too much
8 fills / 10000 shares 8 longs / no sells sent / +818.00
6 fills / 6000 shares 4 long / 2 short / + 313.00 out quick...
4 fills / 4 short / 5500 shares / -876.00 pooh....:(
8 fills / 8500 shares 2 long / 6 short / +138.00 3000 shares were F... i have to spend some time on this one...
4 fills / 4 long / 3500 shares / + 638.00 chicken shit exits...left a bunch on the table...flat by 8:31:00 cst oh well..it's green......
pretty much...yeah
6 fills / 3000 shares 1 long / 5 short / +20.00 :eek:
mismash of fills +55.00 one givith one takith away... 5500 shares :eek:
no fills...
6 fills / shares 2 long / 4 short / -24.00 no feel today...just closed 'em out...
6 fills / 3500 shares 5 long / 1 short / + 317.00 tgif....:)
good news gives you a small pop.... bad news beats you to death...they do not balance out... little wins...very, and i mean very painfull...
7 fills / 5500 shares 4 long / 3 short / + 245.00 ........................... backtesting on this strategy is a non entity... just use...
it is all there in the threads from 2003 on... i learned it from the thread ...so more than likely you can too... what you are doing is...
9 fills / 8500 shares 6 long / 3 short / + 96.00 sharply unchanged...:)
3 fills / 2000 shares 2 short / 1 long / + 115.00 blocked 11 of 86 off yesterday...
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