Trade
QQQ · Nasdaq opening-range retest
Opened Oct 16, 2026, in INTRA1.
The trade
Record Trade journal
Cost model
Alpaca paper fills, with no commission; Alpaca's SEC and CAT fees, charged by the day, are left out. Commission is estimated at $0.007 a share a side, the rate at the owner's own broker: the net P&L is the P&L less it; the P&L, the return, the P&L in basis points of the book and the R multiple are before it. The rule book's day return is the rule's own replay on SIP bars, after the research's own costs: $0.0035 a share a side in commission for the noise area and $0.007 for the other rules, and a cent a share of slippage on every fill except a resting limit order's and the noise area's exit at the close.
Notes
the Nasdaq opening-range breakout with the trend filter, on QQQ
- 09:45:04 range 721.44-725.69
- 09:55:04 no more entries: one setup a day
- 09:55:04 short breakout on 5-minute bar 4; the trend refuses it
- event
- at
- 09:55:04
- bar
- 4
- note
- short breakout on 5-minute bar 4; the trend refuses it
- side
- −1
- event
- refused
- trend_up
- 1
- inputs
- tick
- 0.006079717873531508
- trend_up
- 1