I've found very interesting method of checking if a trading system "is broken". From the book of John Wolberg "Expert Trading System - Modeling...
It would be nice to have statistics about slippage in execution of MOO/MOC orders. I want to start new thread where everybody can publish real...
There is very interesting dialog between market wizard in the book of Bruce Babcock "The Business One Irwin Guide to Trading Systems". The dialog...
The strategy I build and test uses MOO orders. There are many reasons why I need exactly that order to make my strategy robust. My broker is...
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