Opening Orders - 2008

Quote from Don Bright:
http://finance.yahoo.com/q/hp?s=GE
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Hi Don,

Thanks for that quick response. It looks to me like Yahoo has composite opening prices. If you look at FRE for 4/9/08
( http://finance.yahoo.com/q/hp?s=FRE ), you see it opened at 25.60, yet I was filled at 25.99.

I realize that I am departing from the classical application of this sytem by attempting a fully automated implementation. I also do my stock selection differently. I hope I am not seen as a heretic or nut case.:D

On another matter, why do you use a spreadsheet to enter trades? I understand that you have programmers on staff. Couldn't you have them write a custom order launcher for you? Mine is sooooo much easier to use.:cool: O.K., I'm a lazy pig.

Thanks again for sharing this approach.

[rwk]
 
I heard there were some problems with closing imbalances yesterday too...which tends to bring out all of the conspiracy theorists. :)
 
Quote from rwk:

Hi Don,

Thanks for that quick response. It looks to me like Yahoo has composite opening prices. If you look at FRE for 4/9/08
( http://finance.yahoo.com/q/hp?s=FRE ), you see it opened at 25.60, yet I was filled at 25.99.

I realize that I am departing from the classical application of this sytem by attempting a fully automated implementation. I also do my stock selection differently. I hope I am not seen as a heretic or nut case.:D

On another matter, why do you use a spreadsheet to enter trades? I understand that you have programmers on staff. Couldn't you have them write a custom order launcher for you? Mine is sooooo much easier to use.:cool: O.K., I'm a lazy pig.

Thanks again for sharing this approach.

[rwk]
More...

I have a couple of pretty robust programs that I use. Sends 200 orders in about 7 seconds, sends variable retracements, keep track of P&L daily, "kill switch" all sorts of stuff. We use the Redi Add-in on Excel for this.

Don
 
Quote from gehko:

I heard there were some problems with closing imbalances yesterday too...which tends to bring out all of the conspiracy theorists. :)
More...

The "problem" was that we had giant sell imbalances at 3:40, which switched to massive buy imbalances at 3:50...no system problems or anything, just a lot of orders I guess.

Don
 
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