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Post# of 1986
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Trade Ideas

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Alias Born 01/21/2003

Trade Ideas

Re: alexa post# 1581

Monday, 02/01/2010 4:24:27 PM

Monday, February 01, 2010 4:24:27 PM

Post# of 1986
Keep in mind a powerful filter we already have but you may not be familiar with: The Max Distance from the Inside Market filter.

http://www.trade-ideas.com/Help.html#WSF_MaxDNbbo

The successful robot traders say that this is an essential. Whether it's caused by a strange print on an ECN, or anything else, this will filter out unrealistic prints.

I usually use a value of 0.15 in the Max Distance filter. You'll be pleased with what it keeps out.
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