kmcintyre Elite    Posts: 890 Joined: 10/11/2012 Location: Portland, OR  User Profile | Steve2, I think your work supports the Intelligent Order Processing (IOP) approach I've evangelized. If TP used real time pricing data to only enter trades at the target price (or better), that would map your experience placing limit orders, If TP had a plethora of trade opportunities supplied by OV and performed "late binding" of opportunities to actual trades based on real time market pricing, those 21 missed trades would have probably been replaced by 21 other trades that met or bettered the target entry price. Assuming those trades performed as well as the trades you actually took, you would be even further ahead. (Closer to 100% invested anyway...) IOP would also provide "load balancing" between trade opportunities, allowing more OV users to trade the same strategies without impacting entry prices due to too many orders chasing the same symbol. Nice work! Cheers Keith | |
