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How to identify when the future/stock is at auction in a strategy?


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How to identify when the future/stock is at auction in a strategy?

  #1 (permalink)
 janiodesouza 
Francisco Beltrão PR Brazil
 
Experience: Intermediate
Platform: NinjaTrader
Trading: forex
Posts: 4 since Oct 2019
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I have a scalper strategy, which runs tick-a-tick, however, when the future/stock goes into auction, there is lack of control in the issuance of orders.

How do I identify when the future/stockis at auction?

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Mozart2112
Minoqua Wi USA
 
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janiodesouza View Post
I have a scalper strategy, which runs tick-a-tick, however, when the future/stock goes into auction, there is lack of control in the issuance of orders.

How do I identify when the future/stockis at auction?

you have to look at your order history and look for active working orders and or filled orders

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