fhb22266
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I've just had my IB account approved and am in the process of funding. I wonder if anyone can give me some advice on how to set up TWS/e-Signal most efficiently for an auto strategy trading?
I use e-Signal charts and data and have written a strategy for YM on a minute time-scale. It's not that efficienct at the moment - I'm still developing it, but what I'm concerned about is: will orders generated by e-Sginal will be filled quickly enough by IB, ie what slippage could I expect? Also, is the market data - the quoted prices, matched in TWS and e-Signal? Obviously this would be very important, if one or other is delayed my strategy will not work.
I use e-Signal charts and data and have written a strategy for YM on a minute time-scale. It's not that efficienct at the moment - I'm still developing it, but what I'm concerned about is: will orders generated by e-Sginal will be filled quickly enough by IB, ie what slippage could I expect? Also, is the market data - the quoted prices, matched in TWS and e-Signal? Obviously this would be very important, if one or other is delayed my strategy will not work.
