Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Strange day: very bad fill for one of my brokers for EMD, it needs some investigations. Not fill for 1 NQ contract, the same broker was a bit slow... An no trade with the 2 TF contracts, too bad, I was in the right direction, that was 40 easy ticks, but that was limit orders. If this happens too frequently, I'll go back with market orders.
Week 1: +977.5$ (+1217.5) before com
Week 2: +130$ before com
Week 3: +1180$ before com From the beginning: +2187.5$ (+2477.5) before com
Can you help answer these questions from other members on NexusFi?
What are you placing the limit at? GetCurrentAsk() and GetCurrentBid() ? Or Close[0] ?
For everything but CL, I use market orders. For CL I use GetCurrentxx() and even then often get left in the dust, even using Zen Fire.
I've checked my ping to the Zen servers before (rithmic) it's about 24ms. If this is happening to you a lot you need to decide how much it is costing you -- there are obviously a lot of traders that co-lo @ broker's house to get better fills.
I use GetCurrentAsk() and GetCurrentBid(), and 40ms to Zen servers.
The volume activity on EMD was quite unusual today, at the end of the day, I think that was just bad luck, but I'll keep an eye on this, and maybe go back to market orders.
I enjoyed your journal. Pretty good results. Nice job and keep rolling!
My 2 cents on automated trading...
I have been running a few robots. First I had a setup like yours, VirtualBox or a dedicated trading computer, but as I am residing in China which is thousands of miles away from the exchange (I trade NG on Nymex), I got frequent disconnections, data delays, and big slippages because of order delays (I could not use resting orders in some of my strategies), sometimes as large as 30 ticks ($300 per contract).
A month ago I went to rent a VPS in a data center located in NY. Think VPS as a dedicated computer from the user's point of view but it is located in NY or other places and it has no power outage and no network disruptions (ok, almost). I have been very satisfied with the ride hereon. The strategies are running smoothly and so far I have had none of the problems that I mentioned above. It costs around $40 a month but I think the benefit far outweighs that cost.
I know this may sound like a commercial so I refrain from posting the name of the business, although I am really satisfied with their services. If you (or anyone who is viewing this post) are interested in knowing the details, please PM me.
About the NT problem you have mentioned, I had seen similar things recently. I use NT 6.5 and if I set EntryHandling to UniqueEntries in backtest and live trading then the problem goes away. Hope this helps.
Week 1: +977.5$ (+1217.5) before com
Week 2: +130$ before com
Week 3: +1180$ before com Week 4: -340 $ before com From the beginning: +1847$ (+2137.5) before com
edgefirst, thanks for your explanations, you can post the name of the business, some people here might be interested.
In my case, the robot is supposed to be "bad ping proof", this is not an HFT robot where the base unit is the micro-second.
I think that would be a good idea for for people to share their experiences with VPS's.
Could you open a new thread with your own experiences and recommendation? This way more people would benefit from this.
It appears that there are some interests on running automated strategies on VPS. I am creating this thread to share experiences and to find help related to VPS.
First, VPS stands for Virtual Private Server. From a trader's point of view, it is like …
Week 1: +977.5$ (+1217.5) before com
Week 2: +130$ before com
Week 3: +1180$ before com Week 4: -620 $ before com From the beginning: +1567$ (+1857.5) before com
Only with 6 cars, the 2 ES contracts were not filled...
"limit orders" vs "market orders": 0/2.
As I didn't use a lot limit orders in my previous NT strategies, and didn't use the logic im using now here, I didn't have this:
- a limit order is sent
- next bar -> order not filled, order canceled.
Ok, why not, now I know it. This detail was a 4 ES pts detail (200$), but that's a good lesson: I'll go back to market orders next week.
Week 1: +977.5$ (+1217.5) before com
Week 2: +130$ before com
Week 3: +1180$ before com Week 4: -345 $ before com From the beginning: +1842$ (+2102.5) before com
