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Search: Posts Made By: kevinkdog
Forum: Commodities January 20th, 2013, 11:06 AM
Replies: 59
Views: 35,280
Posted By kevinkdog
And really, you need to know the max drawdown...

And really, you need to know the max drawdown over the same period that returns are quoted (so, you really need the max drawdown in the past 3 years). Then, annual % return / max drawdown % = MAR...
Forum: Commodities December 10th, 2012, 01:04 PM
Replies: 59
Views: 35,280
Posted By kevinkdog
If I were you, here is what I would do: 1. ...

If I were you, here is what I would do:

1. Develop a set procedure for measuring slippage/performance, etc. Sounds like you already have this for 1 contract.

2. Keep recording this real time...
Forum: Commodities December 10th, 2012, 12:52 PM
Replies: 59
Views: 35,280
Posted By kevinkdog
Thanks. Ok, so you do get slippage, but you...

Thanks. Ok, so you do get slippage, but you adjust your exits to compensate. I'm surprised that moving profit target and stop loss by 1 tick has only given different results that TS strategy fills...
Forum: Commodities December 10th, 2012, 10:39 AM
Replies: 59
Views: 35,280
Posted By kevinkdog
Yes, I totally agree!

Yes, I totally agree!
Forum: Commodities December 10th, 2012, 10:01 AM
Replies: 59
Views: 35,280
Posted By kevinkdog
In futures, you should NEVER get negative...

In futures, you should NEVER get negative slippage with limit orders. You could see positive slippage. The order book itself is a limit order book. If someone sees negative slippage on limit...
Forum: Commodities December 10th, 2012, 09:14 AM
Replies: 59
Views: 35,280
Posted By kevinkdog
Hi pepelucho- Can you explain how you do...

Hi pepelucho-

Can you explain how you do this (get no slippage)? Maybe I think of slippage differently. I define slippage as the difference between Tradestation strategy fills and my actual...
Showing results 1 to 6 of 6

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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