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Fantastic. ok thanks for that.
I guess any EA solution I build should not be relying on commentary. At least is rest of the history reliable? I believe the ordering of history entries is not reliable either
Fantastic. ok thanks for that.
I guess any EA solution I build should not be relying on commentary. At least is rest of the history reliable? I believe the ordering of history entries is not reliable either
It is best to presume that it isn't.
I never realised that determining B-book orders was as easy as looking for commentary in your trade history.
Besides aren't the majority of market maker bookers B-booking clients anyway?
Yes, most brokers are "B-book" and the practice itself isn't unordidox as over 95% of those who place orders end up losing on the same trade anyway. So it is wise that the broker takes the reverse side of your trade, but when you have signal providers who work with brokers, then the broker will erased orders which have high drawdowns or orders which are about to margin call.
It is best to presume that it isn't.
ok gotcha.
I guess I have to built in my own tracking solution inside the EA.
Is at least the ticketing system reliable? or is that bound to change between pending order and history entry?