Hi,
i trade FX against IB.
Is it possible to setup a symbol or something else to trade on (bid+ask)/2,
instead of trading on bid or on ask.
thx.
Wegi
bid and ask...
- Andrew Kirillov
- Posts: 1589
- Joined: 28 Jul 2005
- Has thanked: 2 times
- Been thanked: 31 times
- Contact:
I trade some forex pairs during the night (FFT), where there is not so much trading acivity.
I found out, that i have better spreads, when i run my systems on (bid+ask)/2, instead of trading on bid or on ask.
At the moment i use excel to receive realtimequotes from my broker (mb trading)
In Excel i do the calculation (bid+ask)/2, and this value is given to the quotemanager as "trade" quote.
I want to do the same with interactive brokers.
Ok, i also can connect excel to the tws and then quotemanger to excel with DDE,
hm .... not a realy good way ....
Is there a better way ?
I found out, that i have better spreads, when i run my systems on (bid+ask)/2, instead of trading on bid or on ask.
At the moment i use excel to receive realtimequotes from my broker (mb trading)
In Excel i do the calculation (bid+ask)/2, and this value is given to the quotemanager as "trade" quote.
I want to do the same with interactive brokers.
Ok, i also can connect excel to the tws and then quotemanger to excel with DDE,
hm .... not a realy good way ....
Is there a better way ?
- Andrew Kirillov
- Posts: 1589
- Joined: 28 Jul 2005
- Has thanked: 2 times
- Been thanked: 31 times
- Contact: