Then I buy (through ibc) at a limit
price of lastvalue(askRT) or short at the lastvalue(bidRT) limit price.
It almost always executes immediately,
in fact, I can’t recall missing an execution although there may have been
a few.
I have played around a little bit with
shaving off a ticksize or two, but then in a fast market, you miss the trade.
And how do you know when the market is going to take off?
I have used this mainly in trading the
futures on my paper account with IB, though it should work with stocks as well.
I really like the idea of using limit
orders instead of market orders.
Best regards,
Grover
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman Sent: Friday, January 30, 2009 3:25 AM To: AmiBroker User Group Subject: [amibroker] Using Bid Ask in RT trading
Would anyone have coded rules on using Bid Ask prices to improve trade
execution?
Is it worth the effort?
ideas and/or links would be appreciated,
herman
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