When does spread actually change?

Viewing 3 posts - 16 through 18 (of 18 total)
  • Author
    Posts
  • #77680 quote
    Nicolas
    Keymaster
    Master

    Spread should always be set/modified at first tick of the time schedule. Your tests are confirming this concept. Good job.

    #77682 quote
    Vonasi
    Moderator
    Master

    Spread should always be set/modified at first tick of the time schedule. Your tests are confirming this concept. Good job.

    Unfortunately they also revealed some problems with trades actually opening when they shouldn’t and not opening when they should:

    Trades not opening at set time and strategy stopped but still running!

    ….and then that progressed on to some difference between back tests and live trading:

    Cumulating Orders ???

    #113996 quote
    Mike
    Participant
    Junior

    Thanks for all that Vonasi.

    By way of additional information, IG’s guaranteed stop levels go way up at times of high risk to them, eg, when a FED announcement is due and every Friday afternoon. The levels can jump from 10 on DJI to 550.

Viewing 3 posts - 16 through 18 (of 18 total)
  • You must be logged in to reply to this topic.

When does spread actually change?


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Vonasi @vonasi Moderator
Summary

This topic contains 17 replies,
has 5 voices, and was last updated by Mike
6 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/24/2018
Status: Active
Attachments: 3 files
Logo Logo
Loading...