RE: [amibroker] Slippage &

<FONT face="Comic Sans MS" color=#0000ff 
size=2>If one's target price is $100 and the trade actuallytakes 
place at $101, that's 1% slippage or $1 per share.  If you trade 100 
shares or 1000 shares, 1% will be $1 per share either 
way.
<FONT face="Comic Sans MS" 
color=#0000ff size=2> 
<FONT face="Comic Sans MS" 
color=#0000ff size=2>Correct me if I'm thinking wrong here 
!
 
<FONT face="Vladimir Script" color=#000080 
size=5>Rick

<FONT face=Tahoma 
size=2>-----Original Message-----From: Steve Karnish 
[mailto:kernish@xxxx]Sent: Thursday, April 18, 2002 4:17 
PMTo: <A 
href="">amibroker@xxxxxxxxxxxxxxxSubject: 
Re: [amibroker] Slippage & Slop
 
Rick,
 
"since slippage is better calculated as a 
percentage of the trade."
 
Why so?  
 
Take care,
 
Steve
 
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
<A title=RickParsons@xxxx 
href="">Rick Parsons 
To: <A 
title=amibroker@xxxxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 

Sent: Thursday, April 18, 200210:10 
AM
Subject: [amibroker] Commission and 
Slippage

<SPAN 
class=790200616-18042002><FONT face="Comic Sans MS" 
color=#0000ff size=2>This has been discussed before but I would like to 
add some comments on this 
subject.
<SPAN 
class=790200616-18042002><FONT face="Comic Sans MS" 
color=#0000ff size=2>Using a fixed commission from the portfolio module is 
not accurate since slippage is better calculated as a percentage of the 
trade.
<FONT 
color=#0000ff><FONT 
color=#0000ff><SPAN 
class=790200616-18042002>Using a percentage Commission in Settings is not 
accurate since commissions are 
fixed.
<FONT 
color=#0000ff><FONT 
color=#0000ff><SPAN 
class=790200616-18042002> 
<FONT 
color=#0000ff><FONT 
color=#0000ff><SPAN 
class=790200616-18042002>Tomasz, would it be best to have both:  a 
fixed amount for commissions and a percentage field for slippage.  
These would be combined to give a more accurate trade 
cost.
<FONT 
color=#0000ff><FONT 
color=#0000ff><SPAN 
class=790200616-18042002> 
<FONT 
color=#0000ff><FONT 
color=#0000ff><SPAN 
class=790200616-18042002>Thanks,
<FONT 
color=#0000ff><FONT 
color=#0000ff><SPAN 
class=790200616-18042002>RickYour 
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