Thursday, February 14, 2013

Thurs. 2/14

2:15pm CST - As close as I can get to turning a +$400 day into a loser.  Happy Valentine's Day Mr. Market - love you too!
RESULTS FOR DAY
ZS Contracts:6
Net $P/L:-556
Wins:0
Losses:2
Win%:0
Avg$Win:0
Avg$Loss:-278
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2 comments:

  1. AnonymousFebruary 14, 2013 at 2:42 PM

    which backtesting software do you use for your research? Some softwares will allow you to backtest a limit order only when the limit order price has been breached by a tick. This features allows for more true backtesting.

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  2. MBAGearheadFebruary 14, 2013 at 3:07 PM

    I scroll through charts and record in Excel mostly. Symbols like ES I don't record a fill unless it goes through my limit price. Others like ZS I'll assume I get filled 50% of the time when price just touches my limit order (assuming the order has been sitting there awhile). That's about what I experience in reality.

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