How to gurantee the execution of order at close without bad slippage?

Discussion in 'Automated Trading' started by mizhael, May 12, 2010.

  1. Yeah, it's like bunch of folks has given their house for buy & sell to a single broker who can make the price at his will. No audit, no transparency.

    Also think about MoC imbalance. How is he managing when there are more buying and less selling (or other way).

    I think that the last 10 minute rally/crash must have something to do with MoC imbalance.
    #11     May 16, 2010