Traders' Roundtable

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 advance

I believe 5% on both overestimates reality, which in a back-test is what you want.

Good luck

Thats great thank you.