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I am *almost* done struggling with HyperOrder API to automate my EMD
strategy. It's a simple strategy and I am sick of babysitting that
manually. I need a fix urgently and looking at DynaOrder to get a quick
& dirty solution going.
I reviewed the code of that doMarketExecutor EL script that DynaOrder
provides. It depends on I_MarketPosition & I_CurrentContracts to do it's
thing. But that also means it's always at least one tick behind to
trigger an order. I suspect this not being much of issue in ES (except
your limit order is guaranteed to have one tick slippage), but are any
of you using this on say ER2? How's the slippage? Is it tolerable?
I want to get this going starting tomorrow and wait for HyperTrader
folks to fix some of the bugs I have pointed out to them, that have
turned out to be complete show stoppers with no workaround.
TIA for sharing your experience(s).
Abhijit
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