Contract Liquidity when testing

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.
Post Reply
Salamander
Senior Member
Senior Member
Posts: 37
Joined: Sun Feb 06, 2005 4:31 pm
Location: Massachusetts/New York City

Contract Liquidity when testing

Post by Salamander »

When testing systems, what kind of parameters do you guys use for limits on % of contract volume, minimum # of contracts traded, etc.? Obviously it depends on the size of the account, but you get the jist of the question. Thanks.
Top
sluggo
Roundtable Knight
Roundtable Knight
Posts: 2987
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo »

I think this message might be helpful

viewtopic.php?p=12115&highlight=#12115
Top
Post Reply

Return to “Testing and Simulation”