Opening Orders - 2008

Discussion in 'Journals' started by Don Bright, Jan 3, 2008.

  1. 2 fills, 2 long winners. +0.53 average!
    Cancelled a lot, larger envelope.
    Getting tired of cancelling a bunch.
    Many non financial unavail this morning for me.
     
    #1141     Sep 26, 2008
  2. Sure, we call them "Bright Bands" (can be found on www.trade-ideas.com )..... we use volatilty to determine standard deviation moves intraday.

    We take volatility (based on an average of year/quarter/month, smoothed to latest directional move, up or down). Multiply by stock price, and divide by the square root of time (in this case 19).

    Rough example: GE around 35 volatility. Price around $25.

    35x25= 875/19= around 46 cents for 1 std. deviation. Now you can either look at intraday hi/low from open, or go from previous close ( a bit more than really necessary) to determine entering prices and likely retracements.

    Don
     
    #1142     Sep 26, 2008
  3. First opening I did for a while. Nice long in GE but got out before the move to 25 and even 25.20. Small loss short DUK. I know, cancel shorts on large gap downs....
     
    #1143     Sep 26, 2008
  4. Wow. I send in a basket of orders of which some are shorts are not executed due to the fact of you can't short those 800 stocks but hte past few days WOW, i've been w/ a very long bias
     
    #1144     Sep 29, 2008
  5. 2 fills, 1 long, 1 short, all winners. +0.24 average.
     
    #1145     Sep 29, 2008
  6. I noticed I have been doing best with T, and with this news based market I have been maybe too wary of opening orders. This am only 1, long in T +.08.
     
    #1146     Sep 29, 2008
  7. Do you guys take out crazy stocks like the financials & energy out of your list?
     
    #1147     Sep 29, 2008
  8. Yeah. I took out COP a while ago after it hammered me a few times. Meanwhile PFE T are consistent earners. Also, I haven't been doing openings on some of these big news days, probably a mistake but, in my thinking openings are for more mundane conditions.
     
    #1148     Sep 29, 2008
  9. one fill DOW, +15 cents

    played the pseudo-opening on WB as soon as bob pisani announced it...bought 1.26 sold 1.41

    almost 35 million shares crossed on the first NYSE print...shoulda held out longer :D
     
    #1149     Sep 29, 2008
  10. Took most of financials out on fear of a last minute news. I dont play them but I'm sure someone could without a problem. I still have some oil/gold.
     
    #1150     Sep 29, 2008