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    Opening Orders - 2009

    I dont have a fix 10 cents envelope. It's a % around 0.5%-1%. More like 20-40 cents on a 40$ stock.
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    Pair Trading Strategy Journal

    The way I see it is the opposite. They diverge on some institutional buying/selling pressure?
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    G20 wants to crack down on hedge funds and tax havens. But why?

    It may not be a crime in itself but writing 500 billions of naked CDO and CDS when you are understanding what you are doing is a little irresponsible to me. I'm refering to the little "hedge fund" in AIG that was led by a guy that I dont remember the name. He basically was long a free call (his...
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    Opening Orders - 2009

    We had some really shaky days lately, not what I'm used to. And they are bad.
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    Opening Orders - 2009

    January and february where a bit dry for me. March was a little better. Obviously what we had in october and november is not the standard. Both extremes IMO. It's a known fact that profitability come and goes. Like right now, there just is not as much liquidity coming in the market so it's no...
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    Opening Orders - 2009

    BNI I agree, I hate thoses. I would have been stoped out with the 50 cents pop. NSC, I did not get my price but I would have make a profit, or at least a small lost. WAG; Briefing.com (Thu 8:02am) InPlay: Walgreen reports that March sales increased 6.8% y/y; Sales in comparable stores rose...
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    Opening Orders - 2009

    2 cents per share per day, 250 days per year on a 40$ average stock makes a 12.5% annual return without compounding.
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    Opening Orders - 2009

    7 fills, 2 longs, 5 shorts, 6 winners, 1 loser, +0.07 average. Feel good to be back to profit. Loser @ 9:35, shaken out on stop.
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    Opening Orders - 2009

    I find it much less risky than many other things. But you need carefull preparation and execution. It's just that the distribution of the profits and losses can have a very negative skewness. A lot of small profits and some big losses. Not for everyone and like everything in trading, only a few...
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    Opening Orders - 2009

    Away 2day. On monday morning before the open I read in a news that the S&P PREM was large before the open. The way I understand it, the ES was lower than the value implied by the sum of the stocks in the S&P adjusted for FV. I dont have that PREM number myself. I had this little "feeling"...
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    Opening Orders - 2009

    March monthly review: Played 21 days. 60 longs, 80 shorts, 90 winners, 50 losers. +0.023 average per share. Lower $/share, I'll have to work on that. Lower % winner with the use of stops as expected. Got some improvement do do on that. Stops get me out often but so far I like it even if at...
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    Opening Orders - 2009

    2 shorts, 2 losers, -0.08 average. Fantastic. Wider envelope this morning. x1.3 on longs, x1.1 on shorts.
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    Pair Trading Strategy Journal

    Failed at it last summer. I was doing a convergence on famous pairs: CVX:XOM, T:VX, ... FNM:FRE (back then, lol). I had settings like RSI, Force and MACD histogram. Most of the time The where just keeping going on their way or I was getting out too soon and the net P/L was negative. May be...
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    Opening Orders - 2009

    10 longs, 3 winners, 7 losers, -0.09 average. Really bad. Should have been a little more conservative on the envelope. Program was slow sending closing orders, got shaken out on stops for a lot (No need to comment Don :-). No a single good winner.
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    help with IB stop order

    Yes, You can make a bracket order from the begining. Right click on you order before sending it, attach/bracket. Or, when the trade is on, create your limit and stop orders, dont send them, give them an OCA (One Cancells All) group name and then send both orders. You have to add a column in...
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    Bundling vs. Unbundling at IB

    Cumulative over the month. unbundled can help you save on fees depending on what you do/trade. But you are not capped at 0.50 per share as in the bundled. You may pay some exchange fees but you can also get the rebates for posting liquidity. I lowered my cost on comish with the unbundled.
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    DDE stock order example

    Since the spreadsheet is not the problem then maybe you could try to have a look at the "Show Errors" button and see what it tells. I guess you already did. Did you make sure that the options are available in TWS? Did you try to direct the order to a particular market (ECBOT, CME,...) instead...
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    DDE stock order example

    Can you make it work with a stock order? If not, can you describe what you mean by it dosen't work? Can you send the order and then it cancel? Just can't send any order? ...? If it's a futures only problem I can't really be of any help, I dont trade them with the API.
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    DDE stock order example

    =myname|ord!'id78539416?place?BUY_200_GE_STK_SMART_USD_LMT_16.85_{}_GTC_{}_{}_O_{}_{}_1_{}_0_0_0_0_0_0'
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