Recent Content by Gregk

  1. Futures Truth.... Trading System

    Based on my experience, I have to respectfully disagree with you. Successful traders and investors understand that the goal is risk vs reward, not...
    Post by: Gregk, Nov 21, 2020 in forum: Strategy Building

  2. Are you asking to get screwed with a limit order above the mkt?

    Correct, this is an invalid order. We submit a STOP LIMIT order with the STOP price being above the mkt. When the stop is hit, it is immediately...
    Post by: Gregk, Nov 11, 2020 in forum: Automated Trading

  3. Are you asking to get screwed with a limit order above the mkt?

    This question is about how the CME matching engine works. We are currently submitting limit orders and we get filled at our limit price 80% of...
    Thread by: Gregk, Nov 10, 2020, 21 replies, in forum: Automated Trading

  4. Real live trading experience: Market Vs Limit orders

    I've been running an automated algorithmic futures trading system for 2 years. On average, it trades 6 to 10 different futures markets, a few...
    Post by: Gregk, Jan 7, 2016 in forum: Automated Trading

  5. Does it really cost 20% to trade emini?

    Wait a sec.. I can't short the SPY so that won't work for me.
    Post by: Gregk, Sep 7, 2010 in forum: Index Futures

  6. Does it really cost 20% to trade emini?

    That's an interesting perspective. I've been trading the big S&P contract for years (many years prior to the e mini). I just hadn't considered...
    Post by: Gregk, Sep 7, 2010 in forum: Index Futures

  7. Does it really cost 20% to trade emini?

    According to the 1 tick slippage method of estimating slippage, + commissions and fees, I calculate that it's WAY cheaper to trade the SP pit...
    Post by: Gregk, Sep 7, 2010 in forum: Index Futures

  8. Does it really cost 20% to trade emini?

    Thanks pspr. I am trying to estimate the difference between my back-testing results where I have used the published settlement price, and what...
    Post by: Gregk, Sep 7, 2010 in forum: Index Futures

  9. Does it really cost 20% to trade emini?

    I am getting ready to use a system that I have been developing to trade the emini (S&P) for a 1 hour hold period. I am trying to get a better...
    Thread by: Gregk, Sep 7, 2010, 17 replies, in forum: Index Futures

  10. used to trade pit

    Are there any contracts where volumes are better in the pit? Oil? SP? Is there a difference between the bid/ask spread for pit traded contracts vs...
    Post by: Gregk, Jul 13, 2010 in forum: Commodity Futures

  11. used to trade pit

    I used to trade pit Soybeans and Wheat (SU10 and WU10 for example), and now it seems that most of the volume is with the electronic contracts...
    Thread by: Gregk, Jul 12, 2010, 8 replies, in forum: Commodity Futures

  12. expensive bid/ask spreads?

    Hello: I am working on a trading system that trades a basket of uncorrelated futures. The time-frame is day, from open to close. I use the...
    Thread by: Gregk, Jun 30, 2010, 1 replies, in forum: Financial Futures