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It was not far ahead, I just improved the ask at a time the market was slow and saw 10 lots getting filled before my 2 lots. On ICE website, they claim to use FIFO algorythm "most of the times" or something like that. I don't remember the exact sentence. It can be a spread order or some...

I figured out NYBOT soft commodities matching algoryhtms were based on price/time priority, but I was first on a queue yesterday afternoon and didn't get filled... Is there some exceptions( I was on cocoa ) or is there some hidden orders? Thanks.

Hello, I am spread trading indexes futures as well( really great since volatility increased:D ... ), but I can't figure out how you manage to spread ER2 / ES??? ES tick is too big to let some profits available to me, or perhaps on a very fast TF but it would be more like pure arb...or are you...

Are you kidding? It's just incredible you have to close a position to transfer funds that are already available... I'm really pissed about it. Close position = commissions + slippage. I have to stop one of my systems.

Yes I had one short futures position. There was 2 trades left but definitely had 2 times the wire amount in cash. That's why I don't understand. I explained it to the phone girl but she said me to call whatever desk... I'm sure they will try to do it tomorrow and have the same problem.

Hello, I made an outgoing wire request from TS last week, and I received an e mail saying that they were unable to transfer the funds. I called them back and they explained me that it was impossible because I was trading( supposedly the cash balance was not enough... ) at the time. The...

Yes me too. The last 2 weeks, it has happened a million times. I was not used to it before. Don't know what the problem is...

"So, in theory, if one where to devise a system that cuts losses and lets winners run, one could profitably trade a totally random market. " This is false. 2 reasons : - As soon as you set a stop loss nearer than the profit target, you will really have a lower rate of profitable trades...

It seems that options are listed til the end of the year :http://www.cme.com/clearing/clr/calendar.html?category=CME+Equities&product=ER&year=2007&view=table&x=18&y=12 Futures are listed til june 2008

Nice. I quite agree with the initial post of this thread. My most profitable strategy is one I figured out in my early days, perhaps in the first month I decided to try to daytrade, but just didn't add the hindsight to judge its value. Instead, I preferred to get into such reliable tools...

TS is not offering eurex for trading. Here is all you can trade with a TS futures account : 3 exchange + 1 thing that cannot be called an exchange yet( One Chicago ):http://www.tradestation.com/popups/fees/commissions_markets/cbot.htm You can place order through RJO Brien platform MCD for...

Does someone knows if exchange fees for CBOT products will change?

Last question about spread/combo trader on TWS : Can you setup intercommodity/ interexchange spread limit orders? Perhaps with combo trader? Thanks.

interesting stuff.Thanks again.

OK, thanks. I can't figure how the exchange manages 2 different levels( spread and outright ) of limit orders in a single book. To me, if spread limits are filled on outrights orders, the trades are not "simultaned"( sorry, english is not my mother tongue ). The exchange has to wait for...

Hello Jim, thanks. I have a question: does the counterpart of a spread trade is always a spread trade or is it possible that when you're getting filled on a limit spread, the counterpart are two independant ( successive )outright trades?

Thanks a lot. Yes, I know you can't go long and short the spread at the same time. I was asking if it was simply possible to short the spread through the software and if there was not a limitation to short limit a spread for whatever reason, IB or regulations.The sentence on the website was just...

Thanks a lot , Gkishot. It's not a problem how you set the spread as soon as i can define a limit spread of whatever value, transmit it to exchange in the morning and let it run for as long as it's not cancelled or filled. Can you both go long or short the spread through SpreadTrader?I...

Hello, I am about to move from TradeStation to IB and I have a few questions about spread trades on "SpreadTrader for futures". If someone is using it, I would be glad to get these informations: - I have tested some calendar spread strategies based on calendar limit orders. Can you place a...

Yes, but there are niches were you really feel you got "something" and you can hope it will last a certain time. For example, one of my systems I'm trading for 4 months just made one losing ( almost breakeven ) week, making 30-40 trades per week, with extremely stable results. It's the first...