Search results

GC 1030 is the short term top

Here is IB¡¯s response today (after the ticket opened for 5 days). There was no answer to my first question: what happened? -------------------------------------------- Interactive Brokers LLC ("IB") received your correspondence datedDecember 16, 2008 regarding the execution of your...

I never had problem with market order for NQ, ES, YM, ER2 future for the last 2 years at market hours with IB. This is the first time. Waiting for 4.5min to fill is unacceptable. Something must be wrong. I have the datalog on my side for that day. Everthing was normal.

Thanks. Really learned somthing from you! But I am afraid if I send a limit buy at 1238. I got filled at 1238, even at that time it is 1235.25/.50. Still at the mercy of the broker.

Thanks. GLOBEX accepts: GTC Limit Market Protect Market to Limit Stop Limit

Good point. But in some cases you have to use market order g.e. stop order. Stop limit order does not make sure you get out.

Thanks for let me know that, I though market would be the fastest. You mean if the price is 1235.25. I place a limit buy at 1238 would execute faster? But my order is delayed for 4.5min, not 0.1sec.

But my other orders and around 3:10pm EST works fine. The NQ ticks I recieved around that time is smooth and steady.

This afternoon, my bot placed a market buy order at 20:12:13 GMT. The order was filled at 20:16:44 GMT ( a 4.5min delay) . The fill is 10 NQ points against me! Turning a winning trade into loss. I attached my Audit Trail here. Should I call them to complain? Any one has the experience? Your...

I did not notice that. I will unsubscribe first, wait until Nov 1 and look for the $1 for non-professional. Thanks.

Is it possible to trade TF without subscribing to ICE NYBOT data?

Sorry, vol. no offence. Just some discussion. Your posts are the ones I always checked first before looking at the chart. I admire your insight and sense. Keep on the good work here.

Home made.

Thanks for the reply, callmate. I did a back test on just close-open for Tue and Thu 2007 till now Looks like there is no particular bias. I think what you said like gap down, down spike, and 10:30 plays a more important role. T day, ES close-open, accumulation 20070104 4.5 4.5 20070109...

I agree with 1&2, but next Monday will be boring. 3 won't happen until Fed day (next Tue), maybe up, maybe down. Next week is OE week. After next Tue&Wed big move, next Thu, Fri should be boring, too.

Is T day theory summarized as-- Tuesday has big range (or trend) for ES? Sorry, I am new here.

Wow, impressive. Stock system or future system?

If you have system1, system2, and system3. The expected return for system1 in one year is P1 ,average DD is D1 ; The expected return for system2 in one year is P2,average DD is D2; The expected return for system3 in one year is P3,average DD is D3; Assuming the 3 systems are not related...

Most of these stocks are very thinly traded. Although you claim last quarter you have 53% win rate. But the win is only 25c and the loss is -12c on avg per contract. a stop order can easily cost 5ticks spread or even more on these stocks. I think you have to try very hard to exit on limit order...

Form robbie380's top25 efficiency post, I think they are using the same automatic scalping strategy (their unique G8 platform) provided by the firm. The difference is the different stock candidate each trader selected to scalp and pre-program into the computer in the morning. If everybody...