Search results

I use limit orders for everything, so the spread doesn't come into play. Commish at IB is $4.80 r/t.

Here are the times based on illiquid's suggestion to try the fib series in reverse from the close: 12:06 13:35 14:31 15:04 15:25 15:38 15:46 15:51 15:54 15:56

One question for you - why are 17,1,17 "odd" ? What should they be?

Well, I've always liked X,1,X settings on stochastics. I liked using settings like 34,1,34 on one minute charts in the past. I also like using fib number multiples of 8 on parms for stochs, ma's and such. 34,1,34 was a bit too slow on a 2 minute chart, so I halved it - to 17. Like what I...

No specific reason why, just thought I'd try them.

A VPN has nothing to do with making a connection cleaner or more stable - VPN's are for security.

Sounds reasonable to me - I'll work up the times in reverse, starting from 16:00 (eastern). I haven't looked at this, the main reason being that I have to pick up my daughter from school around 2:30 - then homework, etc :) - so I want to be as free as possible during those afternoon hours...

[B] I wouldn't say I don't care about attempts to improve upon this system - I choose not to think about how to improve this system because, IMO, the chances that I really have no idea what would actually improve it vs. hurt it until I actualy try it - just like I'm doing here. There have...

Leave it to you to turn something not even directed at you into something about you. Diagnosis - NPD.

There really isn't anything subjective about it. With the signal I've been using, either K is above D or it isn't. Either it is one of those times, or it isn't. That said, I don't claim that the specific indicator I'm using and/or how I'm using it is the best or only way to go about...

The only disclaimer you should have is that you didn't acutally code up the system like you stated in the sentence before. Come on. You mention the stop logic seems screwy to you - that's fine - so, how should the stop logic be? Doesn't really make any sense to me for you to say that...

What is assinine is for you to post these results and call it a backtest of the system I've been talking about here. It's not even close, as you "disclaim". You disclaimer really means nothing - sort of like me saying I'm going to test the 0-60 time of a Corvette and say it took 5 minutes to...

Bottom line - IMO, it's not possible to backtest something like this since you can't tell your backtesting system "if I didn't get a fill, don't take the trade" on entry - or "if I didn't get a fill, try again or wait for the stop-out" on exit. Automatically assuming a fill and including...

I meant it was besides the point that you normally end up getting a fill in real life. That doesn't mean you always will, thus if backtesting always gives you a fill the first time thats another area where it may be inaccurate.

20*20 = 400, not 800.. however, that is still nutso. :)

And yes, the exit is another reason that backtesting this really doesn't prove anything. If it just trades at the exit price without going through it you might not get a fill. This happens all the time - you hit the exit price, no fill, but it almost always comes back - either in a few seconds...

Of course there is a difference - no doubt. The results I've posted have been realtime trades unless posted otherwise. It's not that hard to get a fill on the open - most of the time you end up buying the ask or selling the bid anyway. Unless the open is the high of the bar (and you were...

How can you have slippage on a limit order? Not possible. You see the open, you put the limit order there, you get filled. You don't get filled, you don't have a trade.

ctrader - I think you missed one of the rules - 3 losses in a row are not allowed... :)

opm8 - The values are "fixed" every two minutes, but the values are calculated and displayed with every tick, no matter what period-size chart you are using.