Entry on daily open when liquidity is low

December 17th, 2021, 04:13 PM

Question for those doing systematic/algo trading:

Say for example a system trading ZC on daily time frame generates signal for entry on "Next Bar Open" - isn't that an issue, since corn futures and other ags do not have much liquidity at 19:00?

December 22nd, 2021, 01:23 AM

ask your broker

Entry on daily open when liquidity is low

Discussion in Commodities

Entry on daily open when liquidity is low