Forum: Brokers
August 3rd, 2011, 07:07 AM
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Replies: 12
Views: 6,282
I'm betting your $4.94 is round trip. So...
I'm betting your $4.94 is round trip. So $5/trade.
I simply add an additional tick to my commission and make it $12.50/RT (or $25/trade) when testing, just because it's easier than adding it...
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Forum: Brokers
August 2nd, 2011, 08:58 AM
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Replies: 12
Views: 6,282
Like I said, Fat Tails has some methods for...
Like I said, Fat Tails has some methods for estimating slippage based off CBOT market analytics and such. You might PM him. At least it'll give you a number to start from. (for market orders)
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Forum: Brokers
August 2nd, 2011, 04:59 AM
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Replies: 12
Views: 6,282
As far as sim goes, whatever the results are,...
As far as sim goes, whatever the results are, they're artificial. It depends on your settings on your platform. On mine, I can select to not assume the order was filled unless price moved above the...
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Forum: Brokers
August 2nd, 2011, 04:34 AM
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Replies: 12
Views: 6,282
Similarly, this is how your stop orders get...
Similarly, this is how your stop orders get "jumped" if the market gaps significantly during an open and close and your order was in the gap. The order was sitting at the brokers stop server and not...
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Forum: Brokers
August 2nd, 2011, 04:19 AM
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Replies: 12
Views: 6,282
You still get slippage with limit orders. I've...
You still get slippage with limit orders. I've discussed this at length in a couple of other threads, I'll search and provide a link.
The short version is that your limit order is maintained on a...
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