Replies to post #29625 on Cycle Trading

[Duma]

Too bad we can't input limit orders finer than one penny such as 100.355. I wonder if the mid-point feature will work. I know IB had it, I don't recall if CS does.

I have a small amount of cash in one of my accounts that I will put in Monday at bid and see what happens.

Next will need to play around with exiting and see what can be done.

[Duma]

I am a bit confused, I don't see a .02 wide window. The chart is clearly marked .36 to .37.

buy bid atf 100.36 the algos will fill at anywhere from 100.3600 to 136.3699
What does that even mean. I am clearly not a level 2 guy.