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Yes, I see many more of those now than just one month ago.

I've seen the same problem both Friday and Today. Since I put in limit orders, it seems like TWS should be able to value my order without a Bid/Ask!

I've seen the same problem both Friday and Today. Since I put in limit orders, it seems like TWS should be able to value my order without a Bid/Ask!

fwiw: it's very hard to keep those JH threads clean. I've had to move two of the last three threads to CC due to general deterioration and flaming.

Moderator note: This thread has devolved into a general discussion unrelated to JH and his methods, so I'm moving it to CC. Those who want to discuss/work JH, please start another thread. Everyone else, please leave them alone. We all know that there is great disagreement about the...

I'm having a hard time with the JH threads. Somehow a few get very emotional. I suggest that those who disagree simply let those who want to "work their way through it" do their thing. I don't have time to edit posts, so I'll simply delete the offending ones.

Moderator note: Why don't those who don't like this approach simply stay away! Some of the participant are really trying to make sense of things, and I think we should let them. I have removed several posts with foul language and insults, and will continue to do so. If it gets out of...

Trader666 & man: Let's stay on topic and away from insults.

fwiw: I have a dual core P4, and is having a difficult time keeping both cores busy. I primarily use it for simulation, and will have to redo the simulation software to get any benefit. At present the dual core runs slower than a single core HT at the same clock rate running the same...

I look at it a little bit in reverse (from your question). The data is what determines how many degrees of freedom you realistically can have in a system. So if you take e.g. the SP various measurements of dimension will give you an answer from 1.5 to about 4. I'm not sure there really is...

My main strategies, which involve lots of orders the first 45 minutes, are seriously toast. Not to mention that I cannot close out open positions without canceling one of my pending orders. Just nuts.

Ditto here. I had to click that blasted dialog for at least 500+ times, while TWS was blocked. At least they could send the error message through the API -argh! Do we know that the number is 300? I didn't see that in the error messages.

you're right; this can be looked at in many different ways. I find profit factor plus %Win to be two good dimensions since they together produce the expectancy and you furthermore can see how good your edge is in two different ways. Re drawdown: I always use full face value of e.g. ES...

i've sat through 20% a few times

Don: thanks for the clarification; I can see that makes sense. I have a couple of times been a the limit price and been partially filled.

thanks - yes I'm not too familiar with AMEX. It's interesting that Yahoo has the opening print at 2.93, fwiw. Ditto at MarketWatch. IB, for some reason, does not show any trades for the first hour.

I rarely trade AMEX, so this may not be of value to you: On the NYSE you're NOT guaranteed a fill at the OPG. The specialist determines the size of the print. The earlier in the queue you are, the more likely you are for a fill. Secondly, I just don't like AMEX. To quote marty schwartz...

My two cents on this (and there is no "right answer" anyways). This is where reality meets simulation: If you're running at 30%winners you're counting on few winners to be very large. This puts your simulation at risk, since those 30% tend to happen when you're sick, traveling or have...

Sure, i just mean that there only is so much information you can extract from one data series, such as the price for instance Two conditions could be long Entry if c > mov(200,c) AND rsi crossing above 20 My point is that if you have entry conditions such as c > mov(200) AND rsi...

same here: no backfill but can log in