Slippage

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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Ghost11365
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Slippage

Post by Ghost11365 »

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?
marriot
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Post by marriot »

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.
Ghost11365
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Post by Ghost11365 »

Cool. Thanks. I'll check this out.
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