A daily chronicle of results of one retail futures trader trading my own accounts. I define myself as a day trader and generally swing for at least a few points most of the time. But I do make the occasional scalp for ticks too.
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!
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.
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.
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.
ReplyDeleteI 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.
ReplyDelete