Automated Trading

Discussion in 'Automated Trading' started by Andre, Oct 7, 2003.

  1. Andre


  2. Andre


    Chat in 1/2 hour today, folks.... in the ET Chat Room

    Anyone on ET using Strategy Runner through Advanced Futures?

  3. donald74


    It is too bad Anna from Strategy Runner didn't answer the issue below:
    suppose that several clients are trying to get out at the same price or try to enter at same limit price ... so who gets the fill ?

    anna becker mentioned a "randomization of the queue"

    I think a simple contractual rule would be better; like the one below which is fair :
    client with the highest account ID get the highest prices during competing orders/fills.
    ( this means if it is a buy order client with higher ID will pay higher or not get filled ... and if it is a sell order client will sell lower or not sell at this price)
  4. donald74


    [..] client will sell higher [..] :eek:
  5. My honest thought:

    Interactive Robo-broker.

    Automated Trading? ummm.... I had a different definition.

    But solid platform for part-timers who have a good system to trade.