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