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gbarber

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Joined: 12/30/2012
Location: Pearland, TX

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Subject : RE: IB Slippage Data By Order Size and Trade Type
Posted : 3/14/2013 1:19 PM
Post #24606 - In reply to #24602

I don't claim much experience with this but it seems to me that your earlier post Ed, that doubted Omnivest traders were causing the gaps was right (unless you have very many users of Omnivest, I have no idea). I have my account settings set to filter out any trade with a volume less than 500,000 and trade size must be less that .1% of trading volume. But I still suffer pretty badly from gaps up followed by a retrace. I am thinking that the systems in use have some commonality with many systems used by many other people. It seems to me that some automation to avoid trading into a gap would be the best solution. A limit order seems to be the simplest way to do that. But you guys know this stuff much better than I do. I know something isn't working right. I have been using a set of strategies with excellent stats and outstanding recent performance (from 1 Jan to now) but I have been losing since I started trading with it about two weeks ago.
Deleting message 24606 : RE: IB Slippage Data By Order Size and Trade Type


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