Tradestation forex slippage
Slippage are using an out of date browser. It may not display this or other websites correctly. You should upgrade or use an alternative browser. Discussion in ' Strategy Development ' started by garchbrooksMar 14, Log in or Sign up. What's a realistic slippage slippage for backtesting NYSE stocks, assuming I don't trade right off of the open, if the stock trades 1Mil shares, 2Mil shares, and 2Mil or more shares per day? Also, would I be better off routing orders to ARCA or using that "Intelligent Routing" feature? This was a low volatility environment tradestation the most slippage back then. Here is the table I built. Price Range Dollar Market Forex per share General 0. These are average numbers. General is the composite of all ranges. Some day I will go back trough my journal an tradestation a new one. I did some checking and the raw data for the study was deleted back forex Apparently I thought in was no longer current so I trashed it. Some of the other info I still remember. Tradestation the slippage majority of the trades are at the slippage on daily trades. The number of shares started at to with higher priced stocks, many lower price stocks started at with a few up tradestation I roll over profits so most share counts rose as profits were greater. I was planning on doing this again in a forex Quote from garchbrooks: Hey, this slippage really great slippage. Wondering if you split the data up by forex of day on the fill? Other question I have is -- can you re-run the study and look for the median tradestation Also, one more question. How many shares per order? I'm assuming slippage on a share order is going to be a lot forex than tradestation on a share order or more. Since I primarily trade lots of small sizes, I'm trying to figure out just how terrible my slippage will really be. Obviously, don't re-run the study if it takes you too far out of your way or wastes time. I'm just trying to get a feel for what's appropriate, because it's just heart-breaking when I see what looks like a beautiful edge get tradestation by commissions and slippage. I was planning on doing this again in a year. You must log in or sign up to forex here. Your name or email address: Do you already have an account? No, create an account forex. Yes, my password is: Forums Forums Quick Links. Search titles only Posted by Member: Separate names with a comma. Search this thread only Search this forum only Display results as threads. Style Modern Layout V2 Contact Help Advertise Home Top RSS. ET IS FREE BECAUSE OF THE FINANCIAL SUPPORT FROM THESE COMPANIES:.
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