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Gary Fritz on 17/07/08 17:00, wrote:
Adam Hardy wrote:
Out of interest, since I'm just looking at my slippage setting and
wondering if
it's too much ($50 per round-turn), what level do you use?
That depends hugely on what you're trading. You get very different
slippage on, say, IBM vs. tiger-shrimp futures. :-)
Sorry. I always assume everyone's doing what I'm doing. I'm trading 25 diverse
and liquid futures markets. Indices, currencies, energy, ag, interest rates,
metals. I adjusted the TS point value for each market to reflect their
respective volatility, and I'm just hoping that the slippage will be a factor of
the volatility, on average (all other things being equal).
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