OmniVest Forum OmniVest Forum
Main
forums calendars search
Threads
today this week
Jump To Forum
 
Account
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


Only Forum Moderators, Administrators, and the owner of this message may delete it.

 
BrianD

Legend
100100100
Posts: 302

Joined: 2/23/2013
Location: Grand Rapids, MI

User Profile 
Subject : RE: IB Slippage Data By Order Size and Trade Type
Posted : 10/4/2013 9:17 AM
Post #27278 - In reply to #27274
Steve: I have been tracking my real time slippage closely for the last few months. If memory serves me correctly, you use IB and Smart routing. Do you have "Seek Price Improvement" in the routing settings enabled too?

In a very unscientific manner, I enabled this routing feature and made all trades 'Min Trade Size = 100', at the same time. Once done, these two settings provided definable positive improvement to my actual versus OV entry/exit values - both long and short.

I'm curious to know if you have Seek Price Improvement setting enabled. I can build a case that shows Min Trade Size was not as important as the Seek Price Improvement setting.

I do miss allowing OV to select some smaller size (<100 share) picks, and I've been having a hardest time entering Priceline.com in 100 share lots ;-)
Attached file : NBB0.png (22KB - 203 downloads)

Deleting message 27278 : RE: IB Slippage Data By Order Size and Trade Type


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.