Opening Orders - 2008

I am trying out a new OO method, but i am "paper" trading it going forward because my backtesting has a positive outlook and i want to see how realistic the fills and situations are. My platform allows me (my spreadsheet) to enter and exit trades realtime, but in a paper fashion, thus allowing me to factor in slippage and fill likelihood.

The new method arose with the NYSE hybrid system. I feel that the old way works great, but the new way might better fit the openings that i am seeing.

We shall see.

16 trades / 0 Blocks

10 long / 6 short

14 winners / 3 losers

12 AutoTrade / 4 Manual Close

+1610.00
 
took some time off...

increased my size...got whacked...

slow on the trigger today...

13 fills / 14400 shares

6 long / 7 short / - 3748.00

let 2 get away...would have saved 2900 if i was not quite so slow...damn......
 
Quote from progasol:

not sure if this is off topic... but does anyone know where i can find guidence/ helpful tips on automating this strategy using excel? I currently use rediplus as my execution platform. All i need to do is execute my entry and then offer/ bid to scale out of my position. I've read that excel can do this, I just can't find any documentation on how to program it.

thx.
More...

We have all sorts of programs for the openings. Send me a PM if you like. We have basic Active-X for manual exits, and we have semi and fully automatic spreadsheets available.

Small Monday, 2 fills +$220.

Don
 
Today
2 shorts - 2 wins
1 long - loss 2.6 cents loss avg per share. Loss was double the share size, could have been much worst.

Friday 2 fills short 2 wins, 6.2 c/s avg, strange, expected more fills with such a gap up
 
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