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Post# of 1985
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Baoli

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Alias Born 04/25/2010

Baoli

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Sunday, 04/25/2010 6:34:15 PM

Sunday, April 25, 2010 6:34:15 PM

Post# of 1985
Automated trading / Oddsmaker results

Hi
I have recently started trading fully automated via TIpro and IB.
All the results of my strategies look pretty good backtesting with the TIpro's oddsmaker.
I only trade stocks with more than 500'000 shares (daily volume)and 0.1% max distance from inside market. --> means: All the stocks that come through TIpro are tradable quite well.

Now the problem is that the oddsmaker results are not the same as they are in real trading. There are even quiet big differences.

I hope there is some help for this.

Thanks
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