Recent content by axaa2

For the start ,CL is one of the various components of a futures basket . So given that for CL : a. There will be slippage and headache of constantly managing partial fills b. Inability to scale .. thinking of removing CL and substituting it with FESX. How is the liquidity for FESX during...

Yes, I forgot to mention that strategy will run during the liquid first 60 min of US session. Do you know someone who actually trades 10-20 CL lots in production and gets 1-2 tick slippage at entry/exit ?

These links are helpful. I focus on ES and am familiar with ES tape that I read on x_trader TS. However x_t does not report block trades like IB + Ninja TS. Now it makes sense why 185 lot traded at just one level. It was picked up by another counter party off exchange and was just reported as...

So new_trader, based on your knowledge, do you think market order type would get a fill within 1 to 2 tick range during the most liquid,first 60 min of US EST session ?

Thanks LV for the info and the link. I was just looking at the tape and was wondering how do these big blocks get traded at the same price level

Developing a Algo strategy and trying to determine the optimal order type for entry. Trying to decide between 'Market ' or ' Limit with 1 tick' ( buy at ask, sell at bid). Can someone trading crude CL future ( 10 to 20 lots) comment how much is the slippage in production during normal market...

Any thoughts

Hi All, I am trying to find the best paper trading software for futures. The Strat to be tested is a non-HF one with simple Target and Stop loss limit orders . I have used both IB Paper and Ninja Sim. I understand that it is impossible to recreate real order book and fills. However I...