@ Germany
Experience: Beginner
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: FDAX
Posts: 569 since Nov 2011
Thanks Given: 440
Thanks Received: 518
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Hello,
i've found very good setups during my strategy testing which appearing outside the RTH session (Metals). Due to lower volume i couldn't assume proper fills at my order volume. It's not a big problem to get a worse price but it should stay within reason and the trade should be triggered. The first question is how i can estimate how big my position can be without a huge market price impact. My first thought was to grab the historical average volume at these specific time and use this as reference. I own the books "Trading + Exchanges" and Algorithmic Trading & DMA" but (very sadly) couldn't read all of the stuff yet (I'm neither a computer nor my name is Fat Tails ) ). It seems that i can enter the market better with an enhanced order enter tactic using the DOM at the entering time to find the right levels + times to scaling in my position with the help of the market depth information. I've read about "guaranteed fills" thru marketable limit orders above/below the current price. But i don't understand if this is a own order type or not and how this works within ninja script. I'm also a DOM newbee.
Short: How do you enter in thin markets?
Thanks, Koepisch
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