The Geek Forum

[CPTMatt]

Cap, I think you should take the average of the first 100 trades or something like that to determine your position. With only 10k your purchase/sell is not going to move the market and with the liquidity of these indices it wouldn't be a problem.

Considering what was presented as fact, historical data, in the article that I posted here a week or two ago I think that your method of testing BPA is flawed. At the very least you're not giving yourself enough of a chance.

If it sets the day's high in the first hour and you choose that as your fill and as the article suggests that is the highest high of the day you just shot yourself in the foot. I think this is why you get stopped out quite often.