Fill progression steps for DCs
under consideration
David
In another bot platform I'm using on timed exits or any form of 'stop' on a DC the bid is run up in increments that become larger with every step. It starts with 0.05 from the mid and next step is 0.10 till it fills. I have seen 0.50 steps on deep itm dcs. The longer it takes to fill the larger the steps will become.
This will ensure exits on dcs will happen swiftly and will act like a market order just not the slippage of an market order
r
rusty.moorman@optionomega.com
under consideration