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Stop-limit fills: Live vs Sim


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Stop-limit fills: Live vs Sim

  #1 (permalink)
nourozi
New Zealand
 
Posts: 92 since Jun 2013
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Hi guys,

just thinking about testing a strategy that uses stop-limit orders. Do they fill faster live vs sim? How about on fast moving markets like FDAX and GC? My friend said they fill faster live vs sim but I would like to get other opinions based on experience.

Thanks!

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  #3 (permalink)
 zachary1g 
toronto
 
Experience: Advanced
Platform: Esignal / MarketDelta
Trading: ES
Posts: 2 since Apr 2014
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Faster live. You're always at the bottom of the que in a sim ... you need the bid/offer to get lifted for a fill

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Last Updated on October 16, 2014


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