Mark S Regular  Posts: 56 Joined: 10/11/2012 Location: Barrington, IL  User Profile | Thanks, Mark - I continue to be impressed with your thoroughness and diligence. Thank you! I will upload my data, starting in April which is when I first started trading your strategies. Please note that I recently started delaying my orders for my 3 accounts by 5 minutes, 6 minutes, and 7 minutes respectively. I'm considering waiting even longer to allow the crazy first few opening minutes to settle down. I've seen other studies that say you get better fills a few minutes after opening than right at the opening, but I have no idea if that's true. It just seemed credible, and has the additional benefit of spreading the load for the AWS instance. Anyway, if that messes up your analysis, and you'd prefer not to include my data, just let me know. | |
