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Had trouble with a feat of my spreadsheet so I didn't make the final adjusments that I usually do. Went for it anyways! Player the envelope a little tighter, got filled on my 3rd layer for the first time. 7 fills, all winners, 5 shorts, 2 longs. Average of 0.06 per share, 1200 shares total...

Manually on 32 stocks for now. Takes about 20-30 minutes. Better safe than sorry so I trim a lot. I plan on automating the dividends, earnings and the like also. If you skip the news I think you at least have to look at unusual pre-market bid-ask move. I cant really believe it but news have...

I dont think I'm the best kid to answer but I'll try. On NYSE to get the real opening price from the auction you have to use NYSE. That first print that you see on TS must be including the ECNs and there is no way to get that (if you are refering to thoses wet dreams kind of 1$-2$ over...

4 fills, all longs 3 winners (+0.06, +0.21, +0.15) 1 scratch (should have been filled on profit target!, I guess my API sent the order too late... have to follow that) I'm still on 100 shares but I added 2 layers today.

1 fill short, +0.11. Could have been better. Blocked 15 out of 32

You seem to envelope by 0.5 fix but I think most people envelope by a %. I envelope by between 0.7% and 1.2%. Depending on the futures. On flat days it's 0.9% both sides. I also have special adjusments for some stocks (when I get to know them).

2 fills, 2 short + 0.20, + 0.03 Fast exit on HPQ was a good deal so far.

Do you guys use only the NYSE auction close for the FV calculations or do you include the ECNs? Thanks