Alan
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Stop with volume parameter in Superdom
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Stop with volume parameter in Superdom
Being able to add a minimum volume condition to an ATM strategy would be extremely useful to scalpers and other traders who use tight stops - e.g., enter a long postion with a stop at -5 points, but execute only if 50 contracts are traded at or below the stop price(yes, I'm aware of the simulated stop, but this would be based on actual contracts traded, rather than the supply/demand situation). While I'm wishing, in addition to this volume parameter a size filter would prevent getting stopped out on large spikes based on a single large trade - e.g., do not count contracts traded in trades of 100 contracts or more. Thanks.
AlanLast edited by alanack; 01-15-2009, 03:16 PM.Tags: None
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