How Much Time a Marketable Order in ES Takes to be Filled?

I have observed now that the order to open the trade has filled after a while. And the target also is similar. But the stop, which had 6 times the number of orders / volume before the stop price (as the open and the target order had before they were filled), filled as soon as it was touched. Not sure why this is ?
 
I have observed this and had made a similar message earlier. That message had IB live on one side and AMP multicharts simulated on the other. But since then I have traded the AMP multicharts live and still observe that IB orders on live almost get filled as soon as the price is touched whereas in AMP multicharts live, it takes a few passes to the price and then gets filled. Although I do not have a DOM on IB whereas AMP I have a DOM. Both are limit orders




IB have the book trader (DOM), and make possible earn 8 dollars per trade, making 500 or 600 trades per day this is a huge gain, so I came here because this is crazy, I don't believe that is too easy to earn money like this, do you used a real account or a demo? And where is the city you are trading from?
 
Hello I'm using IB demo and tried NINJA TRADER demo, but the time to orders be filled in IB is too fast, and NINJA TRADER although the order is in a marketable price she is not filled, I live in North of Brazil if you want to know, how much time your order takes to be filled? I simulate trades of just 0.25 points of difference, in IB is very lucrative in Ninja is a way to ruin, I want your help.
my cell phone and my high speed computer are the same from NY instantaneously.
 
what you are observing is the difference in the order fill software for different simulators. Nothing to do with how long a real order will take to fill. If using a simulator do what MarkBrown suggested. Then if your still making money you may have a chance to make money with real trades. There is a least one Broker whose simulator software fills buy orders on the bid and sell orders on the ask, the exact opposite of what happens most of the time for most retail traders. Of course, If you could regularly buy on the bid and sell on the ask, you'd make easy money.
Can you say GO futures. After their demo I thought I was natural. Far from the truth. Use the results that least produce rather than the opposite.
 
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You cannot make general statements about how fast you will be filled. It differs from day to day, hour to hour, month to month. There are too many factors that influcence this.

The only way to get a feel for it is to either:
1) trade a live account and place real orders
2) Trade in sim with a software that calculates your (estimated) position in queue.

In live trading, CME supports already Level 3 (market by order) since quite a while. This means you will know exactly how many contracts are still in front of you before you get filled. In simulated trading, this is of course not possible, because you have no order at the exchange. But both CQG/Sierra,TT and Jigsaw offer an ESTIMATED position in queue in their simulated trading. Simulated fills in their software are based on this information and are therefore pretty realistic.

So if you want to get a feel, how your orders would be filled in a live market, without the risk of actually loosing money, then you should get either CQG/ Sierra, TT or Jigsaw and test your trading in their simulated environment.
Yes, simulators vary. I used your checking system, same trade, bracket, entry time, and the results were remarkably the same.
I trade the ES all day long, 42 contracts today all by the market button. All filled immediately as they do everyday. I can only speak for Tradovate.
 
Yes, simulators vary. I used your checking system, same trade, bracket, entry time, and the results were remarkably the same.
I trade the ES all day long, 42 contracts today all by the market button. All filled immediately as they do everyday. I can only speak for Tradovate.


So the Broker GO FUTURES is like IB, I will try Go Trader, but you say that you use market order, and I want use limit orders, how do you know that the market don't go against you?
 
So the Broker GO FUTURES is like IB, I will try Go Trader, but you say that you use market order, and I want use limit orders, how do you know that the market don't go against you?
Don't know about IB. Go futures filled immediately which gives false sense of security. I settled with Tradovate. trained on their demo. They gave two weeks free and then I funded the minimum. As long as some balance is there, they treat you like a member and demo is on. Demo is free to balance holding members.They need to filter out the in sincere.
I have a thread with 30 pages going right now. I invited you today to it. Only thread dealing with one tic plan active.

read through if you like and join in. I have all the children blocked their and am no longer going to venture in others. One tic is possible and I use manual entry, no automation. Over 10,000 on my demo which produces muscle memory. This is a game of seconds and sometimes less. Miss the market button and go to hit it again and sometimes that is enough to lose.
Hope you profit. I explained today how keep costs at a minimum. Lease a seat at rthe exchange 350 a month and tradovate unlimited contracts $199 a month. The reality is a one tic winner pays $12.50 and nets around 9.75 one you have both these items prepaid. my post should explain a lot to you. Your choice to visit or not.
I want to go that famous beach in "girl from impanema?????? Brazilian woman are among st the hottest in the world.
 
So the Broker GO FUTURES is like IB, I will try Go Trader, but you say that you use market order, and I want use limit orders, how do you know that the market don't go against you?
I don't know that the market will turn against me. If I did my winning percentage would be 100%. Before I used the market button, I used the limit orders.

As small as this may seen, when you use a limit order, say for a buy, you come down from above. Let's use 2900.25 and 2900.50. The market passes to 2900.50 and down to 2900.25 and you fill the order. The trend is down. You are expecting it to pop back up and then exit at 2900.50 for plus 1 tic. I found that the market took it down to 2900.00 more than I cared for. Moreover, if the market was about to move above 2900.25 then I missed the fill. Sometimes led to me chasing the market up and that really led to disaster.

I do use the limit orders under certain conditions. Not sure if it is wise yet but want to develop into a real trader. On days when I have over $300.00 in days profit, I experiment for two tics. Short of breaking even so far but closer to profit than I was say 4 months ago.

People say you are playing with the houses money but I disagree. Once I close a trade, the losses or the gains are mine. Don't like to give a penny back.

I have chronic pain issues and cannot sleep through the night. Have to stretch out every 3 hours or so. Tried real hard to figure the much slower overnight market and did extremely poorly. I just made the $12.50 from the currently moving market. The trade lasted 2 min 24 seconds. That's 30 seconds too long for me. I want to go again but I know better. Lessons from the past. Could have easily lost up to 62.50 and then the strong desire to get it back rears it's ugly head.

I start at 1030 after the first hour, volume is strong but not crazy like the opening. Not super busy and not super slow. Takes screen time, or at least it did for me, 2 years demo, almost 2 years live now.

Tradovate has an option called replay. Probably others do too. This allows you to go back in time and then replay the actual day, tic for tic. I believe it is $99 if you have no membership but check the sight. It has a speed feature from 20% to 400% actual speed. I slowed it down, 20%, for closer analysis and then 400% to learn to think faster. Developed muscle memory as a result. This was the tool that helped me the most.

You do not need to fund your account and as long as you are paying them for something, you get to use their platform and the simulator. If $99.00 hurts then use the heck out of it for a month and cancel the renewal right after you sign up so you do not forget. Go back to demo for a while. If you get better use it, if not, find another tool. Like I said, this was the tool for me.

The children are going to argue the point that one tic down is not a trend. To me it is. One tic down leads to many tics down in many cases. I always enter with a bracket, no reason for me not to and many reasons for me to. All based on my previews results. Get burnt enough and you will protect each and every trade if you do not want to bust faster than necessary. I funded 7 times to 11k before I made a dime. Call it what you want, I call it losing, some call it training expense, like college.
 
Hello I'm using IB demo and tried NINJA TRADER demo, but the time to orders be filled in IB is too fast, and NINJA TRADER although the order is in a marketable price she is not filled, I live in North of Brazil if you want to know, how much time your order takes to be filled? I simulate trades of just 0.25 points of difference, in IB is very lucrative in Ninja is a way to ruin, I want your help.
I posted this. let know you are doing percentage wise?

www.elitetrader.com/et/threads/traderex-learn-from-a-profitable-one-tic-es-scalper-cme-tradovate-gratis-always.325453/#post-4736314
 
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