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SPY Historical

Posted by ascr on 11th of May 2011 at 12:12 pm

Can anyone share reliable historical data for SPY.  Daily OHLC.  The "Past Data" on stockcharts.com is showing me different prices than Matt's Trade History.

Tumbler - what program did

SPY system using options on SPY

Posted by ascr on 10th of May 2011 at 12:53 pm

Tumbler - what program did you use?  I'd like to backtest SPY LEAPs with the system.

Hear hear!

As Matt pointed out previously.

Posted by ascr on 4th of May 2011 at 04:31 pm

As Matt pointed out previously.  After hours trading is very liquid for SPY.  In the future, under a similar scenario, we can wait until we see the true EOD price.  Then hit the after hours.

You should care because you're not trading the system if you ignore the actual close for the day.  We're thinking that Matt's data for the close was pending an update as the last trades for the day were settling.

Matt's data in tradestation will update just like everywhere else.  I don't trust that buy notification, yet.

Argh!  Called my broker, they

Posted by ascr on 4th of May 2011 at 04:22 pm

Argh!  Called my broker, they still have 134.83 as the close!

Now stockcharts.com shows 134.77 as

Posted by ascr on 4th of May 2011 at 04:19 pm

Now stockcharts.com shows 134.77 as the close.

I was on the phone

Posted by ascr on 4th of May 2011 at 04:14 pm

I was on the phone with my broker from 3:59 - 4:10.  They were giving me a closing price for SPY ranging from 134.73 - 134.84.  As the trades for the day settle the posted close changes.  

at 4:10 my broker is

Posted by ascr on 4th of May 2011 at 04:11 pm

at 4:10 my broker is see's the SPY close at 134.83 

" some days it will be

SPY important trade notification

Posted by ascr on 4th of May 2011 at 03:52 pm

" some days it will be hair trigger like this

worst case scenario can enter after hrs, SPY is liquid as hell, again today is gonna be tight and close"   Matt

I never expected this much

Posted by ascr on 4th of May 2011 at 03:51 pm

I never expected this much excitement around the close of a day with this system.  Exciting stuff.

Is UPRO also very liquid

SPY system important!

Posted by ascr on 4th of May 2011 at 03:46 pm

Is UPRO also very liquid after-hours?

Close price reliability

SPY system important!

Posted by ascr on 4th of May 2011 at 03:29 pm

Matt or anyone,  I was talking to my broker and they confirmed that there can be a change in the posted close price for the day within 10-15 minutes after 4pm.  But they couldn't tell me how much this range can be.

Does anyone know what the range usually is?

Confused

SPY system important!

Posted by ascr on 4th of May 2011 at 03:20 pm

Matt, please check your posts.  Go long below 134.79 but not above 134.61?!?!

Check Single-Entry or Multi-Entry tab in SPY Swing section.  There's a Current Trade Tab.

I was considering using in-the-money

SPY System and Options

Posted by ascr on 30th of Apr 2011 at 02:01 am

I was considering using in-the-money LEAP options, but opted for 3x ETFs.  It's just way easier to get a hold of the data to back-test ETFs.

I'm going with the Single.

SPY System

Posted by ascr on 29th of Apr 2011 at 04:02 pm

I'm going with the Single.

Single vs. Multi The value of

SPY System

Posted by ascr on 29th of Apr 2011 at 03:36 pm

Single vs. Multi

The value of the Multi over the Single is the reduced losses.  This is different than draw down.

"What time frame is the

SPY System

Posted by ascr on 29th of Apr 2011 at 03:32 pm

"What time frame is the $100K/Multi that yields a net profit of $337"

1995-today

"What is "TS""

TradeStation

"If the market continues up, you are in 60% of your $100K, never fully invested with your allocation, right?"

In your scenario that is correct.

 

 

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