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Post From: Limit v Chase Market Orders using spreadsheet

[2019-06-13 17:16:04]
MotoMoto - Posts: 47
1) Post number three has the best relevant information and images. (bottom of page 1 and then page 2)

2) It started from wanting to minimise issues with slippage and spreadsheet trading (A resonable solution has been found), and then
3) when backtesting and using the replay I noticed the range bar was repainting, which I found odd.
(Unfortunately I deleted the original IB live data when I changed the data download and downloaded again from IB using 1 tick rather than 1 sec - but the images were saved).
With the new data from IB it still repaints....whereas with the data from SC it does not which implies that its all about the poor data from IB as a main source of the problem.


However, in respect of range bars I would have thought that even in the event of the data showing a large jump in prices (a gap) that the spreadsheet would interpret this as 3 rows and would run each row independently.

(thanks for the link to improve the replays - I will add it to the list of things to do, and in the meantime, I simply use the Simple Replay - sorry to sound so harsh)
Date Time Of Last Edit: 2019-06-13 17:18:17
attachmentLimit Orders.pdf - Attached On 2019-06-13 17:08:22 UTC - Size: 515.39 KB - 364 views