I am testing a approach where I enter trades using Limit orders (ie get best fill) in both directions of market in Market Replay. Is this a result of Market Replay?
And I can have several trades in at once. However from time to time when I get filled on subsequent orders it can cancel that trade and an additional one already filled.
I hope I explained this ok.
Also I am using the same ATM strategy and I do reselect it before entering again.
Every time I enter again I repeat the same steps. I place Shorts above price then move entry to area I am happy with and for longs the exact opposite
Am I missing something? or subtly doing something different?
Thanks
Comment