have been looking at moving over some rules to forex....however it seems the feeds and prices are not 100% the same as ib takes feeds from multiple places and e-sig has a variety of feeds but none specific to IB
how do people get around this.....Limit orders are cmpletely useless and only Market orders seem to be able tpo be relied upon...but how do you build in relistice slippage into your back test?
or is there a contract type in e-sig that is simialr to ib prices?
confused
Comment