Anyone with solid experience in autotrading that has some tips as what to be aware of when creating a system?
Things like: Better to place a limitorder (when you get a signal, for instance) or a marketorder at the same time the limitorder would have executed?
What is more likely to get filled, slipped etc?
Would there be a difference between brokers, perhaps serverside limitorders and stoplimits is better to avoid when using a less reliable, non-direct-execution broker?
Things like: Better to place a limitorder (when you get a signal, for instance) or a marketorder at the same time the limitorder would have executed?
What is more likely to get filled, slipped etc?
Would there be a difference between brokers, perhaps serverside limitorders and stoplimits is better to avoid when using a less reliable, non-direct-execution broker?