Slippage
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- Roundtable Knight
- Posts: 112
- Joined: Wed Jul 31, 2013 3:33 pm
Slippage
Does anyone have a slippage % that they use in test that is pretty accurate/standard for trading equities that can/should be used for back testing?
These are related to Futures trading.
viewtopic.php?t=3688&highlight=slippage
viewtopic.php?t=226&highlight=slippage+skid
viewtopic.php?t=226&highlight=slippage+skid
I like Tim Arnold.
He does not write too much , but when he say something you have to believe
him.
To make it simple:
I think you can test and trade with the parameters as they come with TB.
Small differences, if any, will take months of real trading before come up.
viewtopic.php?t=3688&highlight=slippage
viewtopic.php?t=226&highlight=slippage+skid
viewtopic.php?t=226&highlight=slippage+skid
I like Tim Arnold.
He does not write too much , but when he say something you have to believe
him.
To make it simple:
I think you can test and trade with the parameters as they come with TB.
Small differences, if any, will take months of real trading before come up.
-
- Roundtable Knight
- Posts: 112
- Joined: Wed Jul 31, 2013 3:33 pm