Search results

If you have the stock data you can use Excel and compute the stdev() on a rolling window of x days. A simple as that.

3 fills, 1 long, 2 shorts, 2 winners, 1 loser, +0.02. Small winners, loser mostly flat, no meat in my fills today. Cancelled 2/3.

5 fills, 4 longs, 1 short, 4 winners, 1 loser, +0.12 average. A good one. Cancelled 1/3.

It's so hard to get an answaer here, JFGI. Part of the answer... http://www.investopedia.com/ask/answers/07/circuitbreaker.asp

Also lost 0.08 on TOL.

January monthly review: Played 14 days. 24 longs, 26 shorts, 42 winners, 8 loser. +0.03 average. Would have been decent except for yesterday :( Still a good month though.

2 fills, 1 long, 1 short, 1 winner, 1 loser, + 0.04 average. Good cut on the loser. Overly cautious this morning. Cancelled 2/3.

Note to self: 0- Accept losses as part of the game. 1- Don't average down, no rebuys. 2- Dont ride a losing stock, cut suckers fast. 3- Be torought, keep your eyes glued on the screen. The tape is reality. 4- Be torough on the news. (did not cut all insurers on ALL earnings, THE mistake...

Kept the hand grenade in my pocket, lol. 9 fills, 8 longs, 1 shorts, 7 winners, 2 losers, -0.26 average. Lost 1/2 of my monthly profits on only one: LNC, over 2$ per share loss. PRU also bad. Just did not cut it fast and rode the thing all the way down. Even averaged down. My fault. It seems...

Is that still a high % fill? I mean over 10-15%.

6 fills, 1 long, 5 shorts, all winners, +0.11 average. Second best day of the month so far.

I sent him the calculation (old Don's post) by PM.

You really mean 0.90, not 0.09? And yeah, HD announced job cuts way before the open.

2 fills, 1 long, 1 short, both winners, +0.07 average.

It's going to open up, 50.19 - actualisation - risk premium. Up on the open print and then it's a really boring stock. Really nothing to get out of it.

This risk is there in any trading strategy (very highly improbable at 9:30 flush, like getting struck by lighting in a forest). If it happen, you just hit the panic button, cancell all orders. You would see the ES and GC going nuts as indicators. If your already in you have xx% chance being...

3 fills, 1 long, 2 shorts, 1 winner, 1 loser, 1 flat. +0.03 average. Not easy, expected more fills.

2 fills, 2 longs, both winners, +0.10 average. Cancelled over 60% I could have get much better prices. Got to get better at that.

To continue on that vibe, the idea still remain that with many fills you can average down some losers with the winners. All you need is positive expectation overall to net a profit.

I sort of backtested something like that a while ago with shaky results (without cutting the news). The stocks that are going to open at 2% are mostly going to be stocks with news (earnings, up/downgrades) so you will want to cut them from the list and at 2% on the no news ones you are not...