TWS adaptive algo
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TWS adaptive algo


IB Trader Workstation

Created March 17th 2019 by muscleman
Updated March 18th 2019 by fugu
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TWS adaptive algo

  #1 (permalink)
Seattle, WA
 
Trading Experience: Beginner
Platform: Fidelity active trader, Sierra Chart
Broker/Data: Fidelity, Infinity futures
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TWS adaptive algo

Has anyone researching into depth on this order type? On their website they say it starts from bid and scans all the way to ask to find the best price. But how do they scan? Does the scan itself cause market to move?

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  #2 (permalink)
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muscleman View Post
Has anyone researching into depth on this order type? On their website they say it starts from bid and scans all the way to ask to find the best price. But how do they scan? Does the scan itself cause market to move?

The only way I can think of is scanning the Limit Order Prices because they are the only orders in the book.

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