Hi Forum Mgmnt,
When you say you use slippage of 8%. That's 8% of what? Of the price of a contract? That seems high to me. Would it be better to use some tick multiple or ATR multiple as a slippage estimate?
Thanks,
Robby
Search found 1 match
- Fri Feb 06, 2004 3:51 pm
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 27625