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Russel 2000 TF Fills


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Russel 2000 TF Fills

  #1 (permalink)
 marker 
Las Vegas, NV
 
Experience: None
Platform: NinjaTrader
Broker: NinjaTrader Brokerage
Trading: CL
Posts: 102 since Jun 2010
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Just wondering if anyone has any experiences (or keeps track) on how good/bad are the TF limit fills as the number of contracts traded are increased.

Trying to get a feel of an optimal number of contracts to be traded without any contracts left behind in the dust.

I know there is no scientific exact answer to this, just a looking for some sort of "feel."

ie:
Meaning, if I trade 20 contracts at a limit order, do you think all of these 20 for the most part be filled at the same time? Or trading 10 would be the better bet? etc.

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  #3 (permalink)
 indextrader7 
Birmingham, AL
 
Posts: 1,065 since Apr 2012


I trade pretty short-term (usually have stops 5-10 ticks from entry). It all depends on the type of trading your doing. For example, if I'm entering a limit on weakness, There's usually at least 30 contracts for every level if you watch the DOM. I know for a fact getting filled on 36 is not difficult. If you're chasing momentum, it's a different story, you may have 1-2 tick slippage on a market entry.

I'm no guru, but that's just my observations. Hope it helps some.

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Last Updated on April 23, 2012


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