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Slippage w/ one ES contract?


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Slippage w/ one ES contract?

  #11 (permalink)
 mjarzoms 
Houston Texas
 
Experience: Beginner
Platform: TradeStation, ThinkorSwim
Trading: emini ES
Posts: 12 since Dec 2015
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Use a limit order for your 1 lot and you will not have any slippage.
You may not get filled but this is the trade-off you are making, the trade will take place at the limit price only.

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  #12 (permalink)
 
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Slippage won't be your real issue trying to develop a system like this.

The 3 major issues are:

1 - Getting filled on your entries, or rather having the system report realistic fills
2 - Optimizing the system to get it to work on historical data which leads to failure in real time
3 - Trying to program something you don't know how to do. So if you cannot currently trade, it's unlikely that you will be able to code a trading system

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Last Updated on December 27, 2015


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