NexusFi: Find Your Edge


Home Menu

 





Eliminating slippage


Discussion in NinjaTrader

Updated
    1. trending_up 1,999 views
    2. thumb_up 1 thanks given
    3. group 2 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread

Eliminating slippage

  #1 (permalink)
 
patbateman's Avatar
 patbateman 
NY, NY
 
Experience: None
Platform: T4, NinjaTrader
Trading: All!
Posts: 235 since Mar 2012
Thanks Given: 113
Thanks Received: 200

Is there any way to eliminate the forex slippage in market replay? I find that the spreads in market replay are bad. Some users use an ECN broker, which has much smaller spreads. I find it a pain to have to bid and offer to get a realistic ECN execution.

"A Jedi's strength flows from the force."
-Yoda
Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Better Renko Gaps
The Elite Circle
Option : Call and Put increase at same time ?
The Elite Circle
Trade idea based off three indicators.
Traders Hideout
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
 
  #2 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,103


patbateman View Post
Is there any way to eliminate the forex slippage in market replay? I find that the spreads in market replay are bad. Some users use an ECN broker, which has much smaller spreads. I find it a pain to have to bid and offer to get a realistic ECN execution.

Some brokers offer ECN access and charge a higher commission, others have the commission built into the spread.

For a realistic backtest with replay data you would need to record data from the ECN that you wish to use.

Reply With Quote
Thanked by:




Last Updated on September 30, 2012


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts