Hello jcl,
thanks for taking a look. On first glance, it look like a grid trader but i dun think so.....
he explains in more details in a live journal here:
http://www.elitetrader.com/vb/showthread.php?t=279057It will be interesting if we can have a Z system for this.
Also is it possible to have the algo trading metrices implemented first?
Best regards.
-guandi