Need Advice on Best Order Fills

Discussion in 'Order Execution' started by wfeagin3, Aug 23, 2013.

  1. wfeagin3

    wfeagin3

    I have an algorithmic trading strategy that I am ready to implement. The backtesting is nearing completion, and now I am ready for the next step.

    The strategy was backtested on tick data of actual filled orders. So, I am assuming that if I implement the strategy with market orders, it will closely mirror the same results that I achieve during backtesting. Am I correct with this assumption? Is there a better method for order execution? Is there any good reference material on the subject?

    Thanks!