Posted by dickdos2 on 15th of Sep 2011 at 03:55 pm
Perthx - I ran some numbers on this earlier today, looking at
all entries. For simplicity, let's say I'm looking at the
multi-entry system.
So far, for live trading, about half of the signals do not
execute. On average, the trigger go over/under by about 0.60% of
the prevailing SPY price. The misses tend to come in clusters
interestingly enough.
Like I said, I looked at total entries from the perspective
of the multi-entry system. The single entry system has a different
perspective.
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Some stats...
just curious but...
Posted by dickdos2 on 15th of Sep 2011 at 03:55 pm
Perthx - I ran some numbers on this earlier today, looking at all entries. For simplicity, let's say I'm looking at the multi-entry system.
So far, for live trading, about half of the signals do not execute. On average, the trigger go over/under by about 0.60% of the prevailing SPY price. The misses tend to come in clusters interestingly enough.
Like I said, I looked at total entries from the perspective of the multi-entry system. The single entry system has a different perspective.