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Well it depends. If the calculation period is EOD (or even weekly/monthly) then basically all intraday fluctuations are excluded. Or is it at the every closed trades which may not enough either. This was my original question that do you exactly know the method ?

So you may don't know the real risk the system is carrying while in positions.

Sorry cannot help you in your original question but do you know how exactly the Drawdown is calculated ? It looks like it doesn't show you the drawdown from open positions only at the close.

Too much talk now. Re-read. It's all in there. I cannot help you more. Let's move on.

What on earth are you talking about ?!? I gave you the correct answer in my posts already. Then you came in with your bad attitude. You get what you give. And my question was very relevant.

Subscription documents are normally based on the exchange rules. Some brokers will create their own rules. Don't you know how google works ? for example: https://www.cmegroup.com/market-data/distributor/files/non-professional-subscribers-faq.pdf

Every business has it's own costs so you can honestly ask from yourself are you really a professional if some silly $100/mo is a problem... so from this point of view I think the current CME rules are ok.

Please read the data subscription document carefully. If not defined there then it's up to you to decide where the limit goes. Some brokers will put all LLCs automatically into pro category no matter what the exchange rules are so avoid them.

You have to look the exchange rules for example in CME you can trade futures from a LLC under non-professional status if it's small business entity.

It depends on the order type. There is two types of stops, and only one used the protection value. So it's optional.

Yes. That functionality is optional.

This is correct. Just check what order types the exchange natively supports and you're just fine. But of course it's up to your strategy what types you need and can you use exchange supported. IB's platform is very slow. I like TT.

CME GCC replied and there is no difference. Timestamps are the key in here ie. FIFO in the whole system. I just have to remember that if I update quantity, price, or customer id the order will be updated by a new timestamp ie. rescheduled.

Currently I think it is the very same FIFO queue where the StopLimit and Stop orders are sitting. When the stop price is traded then this queue is checked in the first in first out basis .

The question was about StopLimit (wide band) and Stop orders used for stop loss. -> My mistake in the latest message (edited)

Thank you very much for your reply. Yes that is FIFO. Used in queues but I was just thinking that stop orders may be in another queue than stoplimit orders and then which one has better priority... the more I think the situation I feel there is only 1 queue and all different kind of orders...

Excuse me ?!? Can you please behave ?

I am familar with that document so what is your point ? I think this is more a question of how the queues are priorized OR is a STOP and STOP which will be converted into a LIMIT order on the same priority and it's all about FIFO ie. timestamps ?

What makes you think stops SHOULD be faster ? What is the logic ?

Do you know is in CME/Globex any difference in filling priorities if you are implementing your stop loss orders as a) Stop order b) Stop Limit order with a wide limit price Price bands are given in the Globex Product Reference. For example you can have 6.00 point price band in the ES futures...