|
PureBytes Links
Trading Reference Links
|
OK. In that case will increaing my timeframe will
improve the things ?
Alternatively is there any way in Easylanguage to
backtest in such a way that on every bar on which I
exit the lowest price or highest price actually
exceeded the one I was looking for ? That will give me
assurance that I would have got filled.
Regards,
Sudhir
--- Henri Amand <h.amand@xxxxxxxxx> wrote:
> Sudhir Menon wrote:
>
> > Now what can be the reason for this ? I was
> under
> > impression that E-mini S&P market is very deep and
> I
> > will almost always get the price I want.
>
> Exactly right ! The market is very deep.
>
> You place your limit order and what do you think ?
> You are the only one there with a limit order ? Ever
> heard of the depth of the book ? Well, basicaly you
> are put in last. So if there are 99 orders at the
> same
> price in the book, you will be number 100.
>
> If there are not other people that want to buy 100
> contracts at the same price you will not get filled.
> Very normal, nothing to do with TS securities, just
> with you who does not understand how it all works
> :-)
>
> So basicaly your first statement is right. The
> market
> is very deep and you will get the price you want.
> But that is on market orders. If you would place a
> market order every time you would almost alway's
> get filled for the price in the book. Limit orders
> are
> just a different thing.
>
> Welcome to the markets,
>
> greetings
>
> Henri
>
>
|