Posted by imdarkman on 7th of Oct 2009 at 03:04 pm
If anyone is trading this strategy, what time did you get a
cross down today if at all. Ninja Trader executed my sim
trade at 2:00 et, when the chart does not show a cross until
3:00. Freestockcharts is showing a cross at 11:15 and i'm being
told esignal gave a cross at 2:00 also.
Wonder why you got filled at the Opening price and the not the
Closing price of the signal bar.
I guess I need to make sure I am executing this right.
I need to wait until the bar closes to make sure the MA's are
still crossed at the close of the bar, correct?
If they cross during the 15min of the bar but go back across by
the close of the bar, there is no signal, correct?
In reality, you would wait till the close of the signal bar
(MA's crossed) to confirm the cross at close and then buy at
the open of the very next bar, correct?
I got a sell around 1:00 confirmed at 1:15 on stock charts but
free charts did not cross over that i could see untill 1:30.
Somtimes I wonder if anyones charting system is the same????
SRS swing #2
Posted by imdarkman on 7th of Oct 2009 at 03:04 pm
If anyone is trading this strategy, what time did you get a cross down today if at all. Ninja Trader executed my sim trade at 2:00 et, when the chart does not show a cross until 3:00. Freestockcharts is showing a cross at 11:15 and i'm being told esignal gave a cross at 2:00 also.
Thanks for your help
2:15
Posted by sporopat on 7th of Oct 2009 at 05:14 pm
Just checked now and mine triggered at 2:15. Got filled at $10.21.
2:00
Posted by sporopat on 7th of Oct 2009 at 06:37 pm
Sorry, I was incorrect. It triggered at 2:00 (at the opening trade of the 2:15 bar).
Wonder why you got filled
Posted by stevedfw on 7th of Oct 2009 at 05:50 pm
Wonder why you got filled at the Opening price and the not the Closing price of the signal bar.
I guess I need to make sure I am executing this right.
I need to wait until the bar closes to make sure the MA's are still crossed at the close of the bar, correct?
If they cross during the 15min of the bar but go back across by the close of the bar, there is no signal, correct?
In reality, you would wait till the close of the signal bar (MA's crossed) to confirm the cross at close and then buy at the open of the very next bar, correct?
SRS swing #2 mech system
Posted by matt on 7th of Oct 2009 at 04:25 pm
For SRS swing system #2, the time was 14:15 at a theoretical price of $10.21
In my Interactive Brokers account, I was filled at a price of $10.210, perfect! no slippage.
my orders are routed from TS to IB through Tradebullet
In FSC, I show the
Posted by stevedfw on 7th of Oct 2009 at 04:36 pm
In FSC, I show the 2:15pm bar Opening @ $10.21 but Closing @ $10.34. I took the trade at the $10.34 Closing price.
My Ninja (IB data)has the cross
Posted by bkout3 on 7th of Oct 2009 at 03:59 pm
My Ninja (IB data)has the cross at 2pm and the chart agrees
Maybe check your MA types
Different data vendors do result in different entries -- sometimes in no signal at all
I got a sell around
Posted by RM686 on 7th of Oct 2009 at 03:14 pm
I got a sell around 1:00 confirmed at 1:15 on stock charts but free charts did not cross over that i could see untill 1:30. Somtimes I wonder if anyones charting system is the same????
I went short at 1:15pmCST/2:15pmEST
Posted by stevedfw on 7th of Oct 2009 at 03:24 pm
I went short at 1:15pmCST/2:15pmEST today and I use FreeStockCharts.com
TS executed mine at 2PM.
Posted by cw12 on 7th of Oct 2009 at 03:08 pm
TS executed mine at 2PM.
2pm on TD
Posted by mark09 on 7th of Oct 2009 at 03:08 pm
2pm on TD
Yep, you're right, Sam, closer
Posted by mark09 on 7th of Oct 2009 at 03:10 pm
Yep, you're right, Sam, closer to 130 on TD once I expand it a little
I show a cross at
Posted by stzsam on 7th of Oct 2009 at 03:08 pm
I show a cross at about 1:30 eastern on Strategy desk
Sam
2 pm
Posted by alefhand on 7th of Oct 2009 at 03:07 pm
2 pm