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Search: Posts Made By: RM99
Forum: EasyLanguage Programming August 23rd, 2011, 12:54 AM
Replies: 28
Views: 25,413
Posted By RM99
If you're issuing on the momentum side, just be...

If you're issuing on the momentum side, just be aware that your pricegap is slippage, just in deliberate form.

In a sense, you're avoiding slippage from market orders, but at the cost of the...
Forum: EasyLanguage Programming August 22nd, 2011, 08:29 PM
Replies: 28
Views: 25,413
Posted By RM99
I recommend issuing orders at the bid/ask and...

I recommend issuing orders at the bid/ask and applying some sort of momentum cushion.

In high velocity markets, your limit order can get skipped if you try to issue at an open price.

...
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