Hafnium![]() Regular ![]() ![]() Posts: 74 Joined: 1/1/2004 Location: Fairfax, VA ![]() | Mark, You stated the following on MOC orders "Given all that, there are some serious practical problems with MOC orders in an autonomous system" I have found that autonomous MOC orders actually work fairly well (11 months of live trading with OT2018/ATM/Macro Micro Steps to implement -Modify the tradeplans in use to use MOC orders. -Set the Autotrader to use forming signals only. -With GXtrader/IB - MOC orders must be submitted before 3:45 EST. Since my normal OT run takes 22 mins (250 Liquid stocks) - I set my AutoTrade Run Time to start at 3:20. The orders are generally submitted at 3:42 , just prior to the 3:45 deadline. -Every now and then, the final market closing price will move enough to cancel a trade entry signal (as the entries are submitted before the actual close-this happens roughly 1 or 2 times a month). This is not a problem logistically. Even though the strategy entry signal disappears from the vote line the actual trade remains active - the strategy trade plan manages the trade to its full completion. These trades have the same overall characteristics as the normal trades (HR, PPT, etc...) LD |