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  1. R

    Problems with IB stop orders?

    Hi, I also had a stop completely ignored today. It was for SPY and through the smart routing. I use them frequently and it seems to have been intermittently malfunctioning this week.
  2. R

    Something very simplistic

    Quah, I wonder if the edge here has nothing to do with entry time. Maybe its the 1 1/4 stop loss vs 1 point profit target. While I haven't tested it, I would guess the ES makes more chops of a 1 point magnitude than of a 1 1/4 point magnitude. Positive expectation could be coming from the...
  3. R

    The perfect moving average

    "Even tick data is imperfect. What if you have this scenerio: 802.50 x 802.75 [1 contract x 193 contracts] -- Well, if someone actively sells into that 1 contract bid, the next tick gets knocked down to 802.25 x 802.50. Hi Aphie, I'm not so sure this is a flaw. Isn't this exactly how...
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