IOC vs FOK and the other order types an algorithm must choose between: how market, limit and stop orders combine with time in force, one order book with three results, FIX tags and execution reports, last look, where to place the limit, partial-fill handling and a strategy matrix.
Continue readingHow CEX-DEX arbitrage works and what it really earns: why decentralized pools lag centralized exchanges, AMM price impact and optimal trade size, a full cost stack for a 1% gap, the no-trade band, two-leg execution risk, MEV and block builders, chain choice and inventory rebalancing.
Continue readingWhat the Margin field in SharpTrader pair and hedge strategies really does: the exact values for spot, cross and isolated margin on OKX, HTX, Binance and Bybit, why it does not set leverage, how much leverage a hedged crypto pair can carry, and how to fix OKX sCode 51000.
Continue readingWhere forex tick data comes from, why two datasets for the same pair never match, and how to check and clean ticks before trusting a backtest: interpolated bars vs recorded ticks, broker vs reference feeds, time zones and daylight saving, quality checks, variable spread, execution time and storage.
Continue readingLockCL2 with and without the new impulse entry and adaptive exit parameters, side by side on live accounts, plus Phantom Drift with the new parameters: settings, first-week results from public monitoring, charts and what one week can and cannot prove.
Continue readingHow crypto cash-and-carry arbitrage works: buy spot, sell a quarterly future and lock in the basis. Worked BTC example, annualized basis vs real return on capital, USDT-margined vs coin-margined setups, costs and hurdle rate, early exit and rolling, and the risks that remain after hedging.
Continue readingDominionForce, the momentum strategy for gold and indices in SharpTrader, now has trading windows in UTC for every instrument and an optional reverse-signal exit that closes a position before the stop loss. What changed, how to set it up and how to test it.
Continue readingWhy forex spreads widen at the 17:00 New York rollover, around news releases and in thin sessions, what spread widening costs swing, scalping and arbitrage strategies, how it can trigger stops, how to measure your broker’s spread profile and how trading algorithms filter it.
Continue readingThree new SharpTrader settings give every arbitrage trade its own exit levels: more room for strong signals, earlier profit-locking after a bad fill and a tight stop when slippage has eaten the gap. How they work, a worked XAUUSD example and starting values.
Continue readingWhat crypto withdrawal fees, network choice and confirmation times really cost in cross-exchange arbitrage, with network tables, worked examples, a break-even model and how pre-funded balances and rebalancing avoid most of the cost.
Continue reading
