|
Gross: |
$ 290.00 |
|
|
Fees: |
$ (67.20) |
|
|
Net: |
$ 222.80 |
|
|
Contracts: |
28 |
|
Today was a lot better than yesterday. I have also found it difficult to trade the first half hour of the market open; as such I will change my trading schedule to be from about 6:50 am to 8:30 am. In this time period there is still a lot of volatility with quite a few block trades, all without the unpredictability of the market open.
I am also studying the tick indicators for use as signals. Interactive Broker’s Tick Indicators are intermittent (approximately every 15 seconds) and appear to be latent (by several seconds at least). I wonder if just taking ~25 of the biggest stocks in the Russell and combining their tick values would provide a good approximate for the NasDaq/NYSE ticks. The other option would be to follow the up ticks / down ticks in IWM to approximate the up ticks/down ticks in the market. What do you think?
I discovered my P/L calculator was wrong for yesterday and will update the post shortly. I also spent quite a bit of time working through the Interactive Brokers C# Order Placement Bug, and discovered it was several subtle casting errors, I will have an update out shortly.
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