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I guess. What level of return on papertrading would you like to see on a system that doesn't deduct these things? Do you have an estimate of what % a good, experienced trader would lose in commish/slippage? [/B] Why can't I do the latter? Yes, these sound like nifty ideas...maybe...

I moved this to my new journal, here: http://www.elitetrader.com/vb/showthread.php?s=&postid=233021#post233021 zorak

("man" made some comments in my earlier journal, I'm moving them here.) ---------------------------man--------------------------- > I agree with Trendfader. Though smaller stocks are more inefficient, > thus open more opportunity you simply cannot seriously short a 20 Cent > stocks. Once...

4/4 0.90% -0.05% 0.42% Total 1.26% 1.35% 1.31% zorak

Rank LONG Last SHORT Last 1 MDR 2.69 NUVO 1.23 2 NMSS 1.27 MEH 2.70 3 ARIA 1.45 CMRC 2.29 4 ENTU 2.29 PGNX 5.85 5 PLXT 2.32 INKP 2.14 6 CHRD 1.00 CANIE 2.56 7 FIBR 6.26 PDII 9.05 8 STAA 5.38 IMMU 3.41 9 UFI 4.48 GGNS 2.11 10 STNR 10.02 HAKI 1.70 Time: 4/4/03 3:30 PM...

DAY LONG SHORT ALL 4/3 0.27% 0.46% 0.36% Total 0.37% 1.40% 0.88% zorak

Rank LONG Last SHORT Last 1 VPHM 1.72 GGNS 2.13 2 GTI 2.51 PGNX 5.40 3 BPUR 3.06 CTS 7.31 4 VNWK 1.17 TRID 4.35 5 LUME 1.22 BTGC 3.37 6 TUNE 2.03 IMMU 3.27 7 CNET 2.30 NUVO 1.08 8 ASF 6.11 CMRC 2.28 9 UFI 4.65 DIOD 12.35 10 DATC 1.35 GSIC 2.15 Time: 4/3/03 3:30 PM zorak

DAY LONG SHORT ALL 4/2 0.10% 0.94% 0.52% Total 0.10% 0.94% 0.52% zorak

I was able to enter short orders for all the ones on the list on IB just now. I've looked at the majority of stocks under consideration, most of them can be shorted on IB... zorak

Rank LONG Last SHORT Last 1 VPHM 1.80 CGO 1.05 2 MCTR 1.62 MICC 8.02 3 TMAR 2.25 GSIC 2.18 4 MDRX 2.47 CGA 1.31 5 CNH 7.22 QUIK 1.24 6 ITXC 1.24 GLFD 4.21 7 ANLY 1.39 NNDS 12.00 8 GTI 2.64 XETA 2.25 9 CNET 2.34 VTIV 2.76 10 SIPX 3.21 ELP 2.79 Time: 4/2/03 3:30 PM zorak

Hi All, This is a new journal that modifies my system explained in: http://www.elitetrader.com/vb/showthread.php?s=&threadid=15478&perpage=6&pagenumber=1 TrendFader pointed out a few things about the nature of the low volume stocks being picked, and made a couple suggestions. This...

4/1 -2.25% 1.73% -0.26% Total 3.03% -0.49% 1.27% I'm going to stop this journal, and begin a new one that takes some of TrendFader's suggestions into account. I'll continue this one if there is any interest, or I may pick it up again after awhile. zorak

Heh, I thought I had been pretty clear that a) I haven't traded these lowvolume stocks, and b) I suck at trading in general. Thats my stated reason for doing this...to get help from someone who doesn't suck at it. Is there any level of return for paperport that would interest you enough...

DAY LONG SHORT ALL 3/31 2.75% -2.22% 0.27% Total 5.28% -2.23% 1.53% zorak

Rank LONG Last SHORT Last 1 RCOT 0.22 DDIC 0.14 2 ADAT 1.75 TFSM 0.31 3 SOI 1.60 ROBV 0.19 4 HAKI 1.43 POSO 0.17 5 RDRT 0.66 MDEA 1.24 6 XING 2.08 COB 4.03 7 SGNT 0.11 EGAN 0.23 8 MTEX 2.55 MCTR 1.75 9 NPRO 0.65 MTZ 2.16 10 PLXT 2.40 GLFD 3.80 11 TRPH 0.21 PRM 2.35 12 MPH 3.66 SIPX...

Why would my actual fills be automatically worse in a volatile market? I'm sure my results would be different than paper trading...but what about someone who knew what they were doing, or knew how to trade low-volume stocks? Thanks for the comments, btw. zorak

DAY LONG SHORT ALL 3/28 -1.47% -2.25% -1.86% Total 2.53% -0.01% 1.26% zorak

Rank LONG Last SHORT Last 1 VWPT 0.44 SGNT 0.13 2 PCSA 0.25 ASPX 0.17 3 DDIC 0.14 PME 0.66 4 SOI 1.71 TAXI 3.99 5 PLXT 2.58 MTSN 2.01 6 RDRT 0.73 MDEA 0.96 7 HAKI 1.54 ARTX 0.54 8 ATCO 3.39 CTEC 8.80 9 GEMS 0.86 TFSM 0.29 10 NTCT 3.02 EGAN 0.22 11 XYBR 0.36 MICC 6.61 12 SCMM 2.68...

DAY LONG SHORT ALL 3/27 6.32% 1.81% 4.06% Total 4.00% 2.24% 3.12% zorak

Rank LONG Last SHORT Last 1 CLCI 0.11 MICC 6.78 2 NVTL 1.00 PME 0.65 3 DIGX 0.36 PCOM 0.16 4 RCNC 0.75 CTLM 4.75 5 FWC 1.16 SGNT 0.11 6 GRA 1.48 TXBI 1.33 7 BMM 1.21 COPY 0.18 8 HAKI 1.53 MTSN 1.98 9 EXBT 0.12 CORV 0.69 10 INLD 0.70 UCOMA 3.00 11 DSLN 0.40 ASIA 4.50 12 VNWK 1.40...