I’m not sure it’s suggestion or just observation for tweaking RF, because I don’t know logic of forming the indicator. I think it’s related only to day trading.
BTO PMTC trade filled @5.97 (11/15/05 9:51)
At moment of publishing the fill was unrealistic and if nothing changed during intra day session the trade must be penalized by C2’s RF. However the stock went down and made the trade very possible.
My question is how the trade will be reflected in RF? As realistic or as not realistic?