Search found 2 matches
- Mon Jan 05, 2015 11:23 am
- Forum: Testing and Simulation
- Topic: Slippage and Roll Slippage in Futures
- Replies: 2
- Views: 5518
Re: Slippage and Roll Slippage in Futures
Thats great thank you.
- Wed Nov 12, 2014 10:52 am
- Forum: Testing and Simulation
- Topic: Slippage and Roll Slippage in Futures
- Replies: 2
- Views: 5518
Slippage and Roll Slippage in Futures
Hi, I was wondering if people minded sharing what they felt were realistic figures to have in for slippage(%) and roll slippage(% of ATR) based on futures trading experience? Obviously conservative testing figures would be 100% for both but curious as to what can realistically be achieved. Thanks in...