Un-attended trading

NexusFi · 2011-05-02T05:47:11-04:00

drolles if you have not already seen it take a look here: It is in the Elite section so I won't post the code here. Basically you might consider all the things that might go wrong, and code for each of them seperately. You also need to think about what is "global" and what is strategy-specific. Disconnects, for example, might be considered a global problem that can be managed by a seperate strategy. The biggest problem I've come across is placing limit orders too close to the market. BuyLimit/SellLimit …

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Updated May 2, 2011

Un-attended trading

May 2nd, 2011, 05:47 AM	#21 (permalink)
drolles London, UK Elite Member Experience: Beginner Platform: TradeLink, OpenQuant, considering anything that works... Trading: if it trades... Posts: 94 since Oct 2010 Thanks Given: 24 Thanks Received: 39	I’ve found another one on this topic – margin requirements. We need to calculate the margin requirements prior to trading. I guess this is the next step after your position size calculation. Has anyone seen any good code fragments for this? I suspect that it will be different for each broker and instrument. Kind regards, drolles