Hi All,
It would be nice if the Trigger Threshold % could exceed 100%. On less liquid stocks I would like price to exceed my level before I put my order in so I can ensure getting filled on most of my order.

Also, are there plans on getting market depth information into WL? This would also help manage fills.

QUOTE:
It would be nice if the Trigger Threshold % could exceed 100%.

Isn't it easier to slightly adjust your order levels on less liquid stocks?

QUOTE:
Also, are there plans on getting market depth information into WL? This would also help manage fills.

Level II? No plans.

First of all I am trying to have it fully automated. What I'm trying to achieve is better timing on submitting the order. If I submit the order right as price touches my order level (trigger threshold of 100%) the offers/bids back away especially if the order is large size. I find I often never get filled. What I was hoping to do is have price exceed my order price so that when I submit the order I am guaranteed to get filled a significant amount. I can easily account for this in the backtest through slippage.

No Level II but how about bid / offer?

Trigger Threshold % can not exceed 100% because that would be a different formula.

What do you mean by saying "bid/ask"? WL is bar-based (OHLC). What's the point in getting that into WL?

The bid/ask is useful for execution. The close only tells you what the last trade is. With the bid/ask you can see how much you can get filled at a given price.

Probably you're right, like others interested in making WL event-based, but WL has been bar-based and bid/ask just doesn't fit in.

It probably doesn't need to be one or the other but maybe a mix. I noticed that is the general trend for the other platforms I use. The processing and backtesting is all bar based but the information providers and orders are all event based.