the relationship between slippage and volume & volatilit

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yoyo2000
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the relationship between slippage and volume & volatilit

Post by yoyo2000 »

In TS/WLD/AB or other platforms,slippage should be taken into account,many guys relate it with volume,or volatility,or both,but what's the relationship between them?(IMO,correlation but not linear),anyone give me some suggestion or references please?

and,in the case of volume,how to get the thresholds of different levels to set slippages?

Thanks in advance.
jankiraly
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Location: San Diego

Post by jankiraly »

Would you please tell us your experience in actual trading, yoyo? How long have you been trading, how many trades have you made, and what sorts of slippage have you seen personally?
yoyo2000
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Posts: 58
Joined: Fri Jan 30, 2004 10:37 pm

Post by yoyo2000 »

No,actually,I just feel there is a relationship between them,but can't get a clear view.
IMO,it's important when developing a realistic system before real money&loss are made,I posted my opnion here for further guide & help.
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