Help I'm using E.Signal and I.B as an Broker using supplied API for direct placement of Orders NO problems at all , good speed , perfect. "using VWAP settings in API" Except I cannot work out : Bracket ordering . still from E.Signal in other words , would like to have Stoploss order being created simultaneous as order being filled ( was bitten big time a few days ago, got emotionally attached ) Any ideas . greatly appreciated Thanks
You are trading volatility, I believe that is a very sound strategy. The trader value added in this strategy is Stock Selection, Bet Quantities, Distance from your anchor if VWAP, EMA or whatever. Why waste your time developing the commodity part of the business "The order handling" ? There are several systems that can envelope a data point, managing Buying Power, Trailing Stops, Static Stops, Rejects, Broker connections, etc. Just license a system to handle that. If you had an account that cleared Goldman, Merrill, or Citigroup. I could help you. Less coding more trading, Greg