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In system testing you need a statistically signifigant number of trades to generate results worth considering for trading. Using intraday data, you can generate a lot of trades with only a few months of data. But, you also need to have coverage of all types of markets, up, down, sideways...

They have always been a sales organization. They have never been a software company, until they bought Window On Wallstreet, that is.

So are you using it in thinner issues to step in front of size with smaller orders? How do you manage risk- do you get out if the size you stepped in front of starts getting eaten away?

I love saying that.

I've been fooling around with the pfg simulator. There are some problems. It will fill market orders a couple of points better or worse than the actual market. It will sometimes fail to execute stops or limits that are traded through if price does not stay beyond the stop / limit price...

............or complexly simple.

The PFG simulator sometimes works ok. Other times, if price trades through a limit or stop order and then goes back the other way, you never get a fill. You have to make sure that you make notes of orders you put in that should have been filled if you want to have an idea of how you would have done.

Your posts are totally useless, and why are you duplicating them on multiple threads?

One thing I have been doing lateley is looking at the range of the ES over the last 10 minutes or so before the open. Today I set my bids and offers, then as the ES kept rallying, I kept raising my offers, but I left the bids down where they started- I did not want to be buying anything unch...

except for JPM:)

When you send smart does your order ever end up in AMEX hell?

Amex or Nyse could have traded up to .94, and there could have been a seller(s) on Island that kept the price there from getting there. I use IB stops on island and quite often the price on the consolidated tape goes through my stop price by a tick or two, sometimes 3, and no trigger on island...

Yes, BMY was ok, but take a look at SGP. I had already moved the bid way down because of LLY, so I may or may not have been filled on this one, but I cancelled it a few minutes before the open.

How about a commission scale that would reduce commission on a sliding scale, sort of like the 1/2 cent per share charge on share amounts over 500 on a trade. What I'm proposing is that IB give a customer that 1/2 cent rate on all subsequent shares for the same symbol on a given day. This...

Netted 59 cents on 3 out of 4. Kicked two stocks out of my list that haven't done anything for me for months, and caused a little pain over the last few days. Had a fairly minor drawdown over the past 5 sessions, hopefully today starts a new win streak. (And it does seem to go in streaks.)

There were bad Friday closes right and left on many data services this morning. Tradestation, which is what I copy to my spreadsheet from, was full of them. I had to manually adjust all the closes, which fortunately were accurat on IB's feed. It looks like you calculated off of a bad number.

shoulda called the thread Nasdaq 1K, or .5K.

down a few pennies today, axp got me for 20 cents but I reversed that trade and got it back. No fills on Friday, 6 day win streak prior to that. Today's open was pretty blah, but after last week and Friday of the week before, that's to be expected.

I was gonna say....................