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Strategies & Market Trends : The Player's Club -- Ignore unavailable to you. Want to Upgrade?

To: Gersh Avery who wrote (2185)12/3/1999 8:36:00 PM
From: Vitas  Read Replies (1) | Respond to of 11513
 
I'm wondering if it might make it more realistic to use the first
tick of the SI time stamp bar for market orders, instead of waiting until
the entire minute goes by and using the average.

The CME file posted at the end of the day would be used for fill
prices.

Vitas



To: Gersh Avery who wrote (2185)12/3/1999 8:51:00 PM
From: Soumen Barua  Read Replies (1) | Respond to of 11513
 
Thanks Gersh for the help.
Have a nice weekend everyone.
Soumen

PS: Next time I have to pay attention whenever SI notifies warnings about duplicate messages being posted (SI thinks they are duplicates although they are not because they have different timestamps) instead of trying to fool it by adding some lines into the message.


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