(If you already have an account, login at the top of the page)
futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.
At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors – all of which you can find on futures io, utilizing our social trading environment.
With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you don’t need to worry about fake reviews.
We are fundamentally different than most other trading sites:
We are here to help. Just let us know what you need.
We work extremely hard to keep things positive in our community.
We do not tolerate rude behavior, trolling, or vendors advertising in posts.
We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
We expect our members to participate and become a part of the community. Help yourself by helping others.
You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple.
Hi, I have been researching a lot about this subject and finally have arrived to the conclusion that with this two sentences for instance:
Buy next bar at market;
Buy next bar at ... limit;
There is a latency not simple to see. One would expect to buy at market or to place the limit order in the moment the strategy generates the order, however "Next Bar" implies that for the strategy to send the order to the broker the next bar that we are trying to buy has to be formed with at least one tick. In higly liquid markets this could be a bunch of milliseconds but in other not so liquid it could be perfectly 1 min. I have realised that in some cases my order gets filled two bars after the order should theoretically be sent.
I'll appreciate some comments on this, and if someone would know how to send the order in the instant that the last bar close, not waiting for a new tick in the next bar, or if this could be fixed in other platforms. Thanks.
Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.
Multicharts and Tradestation for that matter are event driven, meaning the code gets executed only when there is an event triggering it - in general that would be a new tick arriving.
You can look into using timers to forcefully recalculate your code and send orders even when there is no new tick arriving. The one "limitation" for that is that is, it only works in realtime.
Regards,
ABCTG
Last edited by ABCTG; September 27th, 2015 at 05:46 AM.
The following 2 users say Thank You to ABCTG for this post:
