Steve2 Elite    Posts: 750 Joined: 10/11/2012 Location: Annapolis, MD  User Profile | My apologies but I miscounted the June trades (a hazard of manually trying to count in a scrolling window). The correct counts for the entire month of June were: 51 winners and 9 losers. Still pretty good. Ed, These counts are for the OV trade history in my live account which is using 5 RTM strategies which I prefer not to share at this point (although you guys can presumably see them). This does not reflect the actual trades that were performed. As discussed in the latest post in the General Discussion Topics > IB Slippage Data By Order Size and Trade Type thread, I'm submitting opening orders as day limit orders at the previous trading day's close. Because of this, some of the OV opening orders do not fill. My actual trade counts for June were 43 winners and 7 losers. The actual trades are attached to the post in that thread. The P/L for June was 9.69%. Also, there is a question for you in that post concerning the use of opening limit orders. Steve [Edited by Steve2 on 6/29/2013 6:29 PM] | |
