Jim Thorpe Member  Posts: 36 Joined: 10/11/2012  User Profile | Wouldn't the use of limit orders help with this? The limit orders could be assigned as a percentage of the ATR perhaps (percentage allowed assigned by the user). This way we wouldn't be filled if the price creeps up too much at the open. But if the price pulled back again any time during the day, then we would be filled around our allowed price. So maybe I set up to assign limit orders at 20% of the ATR over the closing EOD price for example. If within that range any time during the day, I am filled. | |
