Search results

back from holiday... flat opening...lots of fills 16 fills / 12000 shares 5 long / 11 short / - 207.00 worst offender... mo...-718.00...stopped out at the top...almost... should have blocked on spin off...ooppsss

actually...rtd is awfull...i use dual xeon and dde with vista 64 bit and excel 2007... i have the max 2500 dde links and it works great... i use sterling rtd because they do not support dde anymore...dumb... esignal dde is working just fine...

2 fills / 2 shorts / 2000 shares / + 224.00 blocked 24 of 86 normal envelopes

off a couple of days... no fills today... widened envelopes...a bit too much

8 fills / 10000 shares 8 longs / no sells sent / +818.00

6 fills / 6000 shares 4 long / 2 short / + 313.00 out quick...

4 fills / 4 short / 5500 shares / -876.00 pooh....:(

8 fills / 8500 shares 2 long / 6 short / +138.00 3000 shares were F... i have to spend some time on this one...

4 fills / 4 long / 3500 shares / + 638.00 chicken shit exits...left a bunch on the table...flat by 8:31:00 cst oh well..it's green... tgif......

pretty much...yeah

6 fills / 3000 shares 1 long / 5 short / +20.00 :eek:

mismash of fills +55.00 one givith one takith away... 5500 shares :eek:

no fills...

6 fills / shares 2 long / 4 short / -24.00 no feel today...just closed 'em out...

6 fills / 3500 shares 5 long / 1 short / + 317.00 tgif....:)

good news gives you a small pop.... bad news beats you to death...they do not balance out... little wins...very, and i mean very painfull loses... trust me i know...

7 fills / 5500 shares 4 long / 3 short / + 245.00 ........................... backtesting on this strategy is a non entity... just use small orders on a small group of stocks and work from there... this works due to singular events on the opening...the exact thing you would filter...

it is all there in the threads from 2003 on... i learned it from the thread ...so more than likely you can too... what you are doing is trading the opening imbalance against the paper with pricing help from the specialist... so easy a caveman...i mean a trader can do it...:)

9 fills / 8500 shares 6 long / 3 short / + 96.00 sharply unchanged...:)

3 fills / 2000 shares 2 short / 1 long / + 115.00 blocked 11 of 86 off yesterday...