CL Redux

good book

Algorithmic Trading and DMA: An introduction to direct access trading strategies [Paperback]

http://www.amazon.com/Algorithmic-T...tegies/dp/0956399207/ref=cm_cr_pr_product_top


- An introduction to the different types of execution is followed by a review of market microstructure theory

- Trading algorithms are explained and compared using charts to show potential trading patterns.
TWAP, VWAP, Percent of Volume, Minimal Impact, Implementation Shortfall, Adaptive Shortfall, Market On Close and Pairs trading algorithms are all covered, together with common variations.
 
NoDoji,
Good evening.

Curious what is your avg stop in CL?

When using 2BR in 5mins CL chart most times the stop is close to .25.
In one of your posts I remember reading you use .1 stop in Cl so was curious. Even the typical pierce of 20 EMA is typically > 0.1.

In references to 2BR in your posts, are those 2BR on 5 mins or in a different chart?

Thx
Buster
 
Quote from Visaria:

I had a phone call, or woulda posted earlier (only did the the trade about 10 mins before i posted though).

What is ET POS?
More...

A pointless thread :D
 
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