Recent content by ufo12

Thank you def for your investigation in this problem. Yesterday all was normal, but today around 10:00 the crossed bid ask problem was back. I tried to exclude ARCA from smart and there was an improvement. a short time later a stop market in a 19$ stock with 2 million shares traded after...

I don't think that arca is the problem. I had the same problem with the ORCL stop market with a second account which has no subscription to a datafeed. There are now 4 accounts with triggered but not executed stops for ORCL on friday. It seems, that def is interested to look inside to this...

3 days in a row I had the same problems like jaiko. 30 minutes after market open all bid ask prices are crossed and false. No stop market order is executed when triggered, also selling to the bid with limit order does not work etc. I don´t mean the normal cross of Qs, all displayed Nasdaq...

I think man is your man for answering this question. > I started testing the last mentioned and within 3 hours I came to incredible results. 1994 to yesterday, same timeframe as the numbers above from hedgefundindex.com, I’ve got 590% with -12,77% drawdown DAILY. This would be a ratio of 45...

Hallo Harry! ich freue mich, dass du noch am ball bist! das schwierigste am trading (nebst disziplin) ist, sich auf die veränderten marktbedingungen einzustellen. was kann sich verändern: 1. Trend 2. Volumen (damit meist auch der spread) 3. Volatilität wenn du so wie die...

1. QQQ exists since 3/10/99 so a backtest ist not possible back to 1985. 2. A backtest at the index is not identical to a backtest on the QQQ. a) the most chart programs show false open gaps for the index. b) the QQQ trades more agressive than the index. c) the index stops trading at...