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What if you go long 1000 shares and only sell 500 shares by end of day. The NEXT day you sell the rest. Does the partial sale count as 1 daytrade? Or, because you sold the rest of the position the next day, does it not count as a daytrade at all? I guess what I'm asking is if you sell or...

Thank you very much for your helpful reply. This thread (and its predecessor) are two of the best on this site!

I am going to be a bit selfish here and ask the group for their collective opinions on the following signals I received the past three days, and the results of the trades....should I have made these trades? If not, why? BTW, it was my belief that all the following trades met the requirements...

In addition to getting burned by the RTSX signal, I got stopped out hard on KNDL as well, which I had bought two days ago.... Took a short on JMDT based on various short signals that have been bandied about on this and the previous thread, and although it gave a nice profit today, I worry it...

Trying to understand a bit more here. When I run CMT, IIG and STV through the HER v.3.0.0, all three of these stocks currently are ranked. I thought stocks were removed from the FUL when they no longer have a rank. Could you take a moment to clear up my confusion? In any event, thank...

Can any more detail be added to this process? Is this something I can do using one of the Wealth-Lab scripts? If the answer to my question resides elsewhere on this site, a link will suffice, or at the very least, relevant search terms...LOL

I do use QT, but not with TWS (I use QT for stocks with Ameritrade, and IB with Ensign + my own homegrown software). Never seen anything like this before using IB with my own software. The only thing I can think of that may have caused this, is that I lost my data connection during the...

OK, so I logged off and then logged back into IB, and everything is back to "normal" Very weird how this happened. I wonder what data I was getting? Negative volume prints every now and then, VERY granular data.....prints going off with regularity above the offer and below the listed bid on...

I am getting negative volume tick data for the first time ever using IB TWS as my ES data source. Did I miss something? What's with the negative data prints? Also, it seems a lot more granular today than usual.....

Great question. Still no clear answer, unfortunately (and another year goes by)..... Anyone?

Well then, if you feel this strongly, my only advice to you is to short as much as you can.....

There is more to this world than you or your friends.

I see them all around. I have one as well....just bought it in fact (about a month ago)

The numbers I posted include commissions I would have been charged using IB as my broker.

I totally agree. I don't think I ever tried to argue against this point. My broker is IB, but the data feed I use for charting and backtesting after 2002 is IQFeed, which most would say is quite complete in its delivery of unfiltered tick data. For data prior to 2003, I used data purchased...

yes it does show a positive mathematical expectation. Probability * W/L - (1 - Prob) .64 * .65 - (1-.64)=.056 which is a positive expectation over 7000+ trades Pure chance? Here's the performance breakdown by contract: Contract P/L Winners Losers Total$Win Total$Loss @ESH4...

Is it then next to impossible to come up with an effective real world system that takes advantage of high win % and low win/loss ratios? Typically, high winning percentages and low win/loss ratios are indicators of a system that holds for only a very short while, and a system that will be...

Not to be confrontational, but how does it not work on paper? It has a positive mathematical expectation. It shows a decent profit over a five year test period over thousands of trades. How does it not work on paper? I understand why it probably won't work in the real world, but what about...

I guess the ultimate question is how does anyone successfully trade an ultra short term method like mine that appears to work on paper? I can see being successful holding for bigger gains, as this would naturally incur less overall trades, less commissions, and a lesser chance that slippage...

Signals are generated at the end of 1 minute bars. I assumed that all orders were filled at the closing price of the 1 minute bar that generated the signal. The same for exits. I assumed all orders were filled at the closing price of the 1 minute bar that generated the exit signal.