Recent content by jftrader

  1. J

    Tell me why this doesn't work

    So here’s the scenario that I have in my head. It seems so simple which is why I’m sure it won’t work, but I would like to be educated as to why. Why can’t you sell the same # of contracts of uncovered Calls and Puts at the same strike price (near or slightly in the money but it...
  2. J

    Historical Data Sources and Back Testing?

    Also, does anyone know where the Yahoo Finance data for the Dow Jones Industrial Avg comes from? The numbers don't line up with the 9:30 to 4:00 OHLC values from an IB chart of the index. Is Yahoo Finance using a different time frame?
  3. J

    Historical Data Sources and Back Testing?

    Sorry I should have clarified, just daily. I'm used to stocks so to compare to stocks I'm looking for the open, close, high, & low for the 9:30 to 4:00 hours.
  4. J

    Historical Data Sources and Back Testing?

    I’m new to the futures market so please be easy on me if this is a stupid question. Where can you get historical data for the emini futures? If I want to back test a strategy using the YM can I just use the OHLC historical data for the DIJA index? How closely does the price and the movement of...
  5. J

    Question About Getting Filled at Nasdaq Opening Cross

    Here's an update with some additional information. I just noticed that when placing my order it tells me that it will not be submitted until 09:30:00. Is this simply a limitation of Paper Trader? Seems to me if this were real trading that wouldn't be the case for an OPG order placed at 6:00 PM...
  6. J

    Question About Getting Filled at Nasdaq Opening Cross

    Hi all, I have a strategy that I have back tested extensively and I'm now trying to forward test with IB's paper trader. The strategy requires me to enter at the opening cross. I tried entering Limit orders with a TIF of OPG but I either do not get filled at the opening cross or I don't get...
  7. J

    how do the specialists handle opening price and price improvement?

    That clears up a lot of confusion for me...thank you to those who responded. I do have another question though. Do NASDAQ stocks work differently when it comes to the opening price? I'm looking at some time and sales sheets for various stocks and I don't seem to see any large block trades at...
  8. J

    how do the specialists handle opening price and price improvement?

    I apologize if this is off topic slightly but I have a similar question about the opening price myself. To illustrate my question let me use the stock RRC on 1/4/05. On 1/4/05 the opening price is listed at 27.60. Now if I look at the time and sales the first orders I see are two 500...
  9. J

    Anybody know good intraday screening software?

    I'm looking for some recommendations for a good intraday screening program. I have tried out the Yahoo & MSN screeners but they don't have the capabilities that I need. The main capability that I need is to be able to compare the day's current high and low to the open price. The only program...
  10. J

    Can bad ticks trip stops?

    Thanks for all of the good information everyone! Just to clarify what I meant...for example when I'm doing research in QCharts I notice yellow bars in the charts which I'm told are "bad ticks" that were later corrected. I was curious what would happen if I was long a stock with a trailing...
  11. J

    Can bad ticks trip stops?

    As the thread title indicates I was curious if bad ticks can cause a stop loss to trigger. Thanks in advance for the help.
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