I tested out the execution speed for my QuoteTracker Automated Trade System today and made a video. It took 6 seconds from the time the signal fired to the time I got filled. Also the trailing stop adjusted to the trade what appeared to be less then a second on bracket trader and IB's TWS. Six seconds really isn't that bad of a lag depending on the type of strategy your implementing.
On a side not, I noticed QT's charts were printing candles 1min ahead of the actual time stamp, ie the 6:15am 1min candle (1min candle chart) should have had a close of 940.75 with 537 as the volume but instead it had the close for the 6:15am as 941.25 and 1310 as the volume, which in actuality should have been the close for the 6:16am 1min bar.I checked against IB and ZenFire data, so this is just an issue with QT printing candles 1min early.
PS- How often do you get door to door religious recruits coming to your house? I'd say I average about 1 every 2 months. They always come in groups of 2. I normally try to answer the door naked before they walk away. Good times.........
0 comments:
Post a Comment