Or changes the order level continually, will push itself back in the Any strategy that places it's order late, Number 700 but only 650 contracts get filled at that price then ofĬourse you don't get filled. Most of my strategies coming from Builder show this effect.Ģ) Where are you in the order queue? If your position in the queue is How much does your equity curve change? I suspect it changes a lot. If you change to fill it only when exceeded There isĪn option in TradeStation's simulator to fill a limit order when I will give you a couple of things to think about:ġ) How 'over-optimized' are your strategy entry/exit points. Opinion and I encourage you to really dig in and figure it out Has much to do with the root cause of the problem, but that's just my Itself, even if I include how TradeStation's network routes orders, Last 5 years and I've never been able to demonstrate that the platform Unfortunately the platform is not cooperating.įrankly Ernie, I doubt the platform has all that much to do with your
> I agree with you 100%, the strategy is doing precisely what I'm asking it to On Tue, at 12:54 PM, Ernest Martinez wrote:
0 kommentar(er)
