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Rick,
The slippage question is constantly debated.
About the only concrete premise is that you WILL incur slippage. So, in
your example, does that mean if you trade a 100 or 10000 share of a ten dollar
stock....that your slippage will be only 10 cents?
Take care,
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A href=""
title=RickParsons@xxxx>Rick Parsons
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 18, 2002 8:16
PM
Subject: RE: [amibroker] Slippage &
Slop
<FONT color=#0000ff face="ComicSans MS"
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 color=#0000ff
face="Comic Sans MS" size=2>
<FONT color=#0000ff
face="Comic Sans MS" size=2>Correct me if I'm thinking wrong here
!
<FONT color=#000080 face="Vladimir Script"
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: Steve Karnish [<A
href="">mailto:kernish@xxxx]Sent:
Thursday, April 18, 2002 4:17 PMTo:
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 href=""
title=RickParsons@xxxx>Rick Parsons
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 18, 200210:10
AM
Subject: [amibroker] Commission and
Slippage
<SPAN
class=790200616-18042002><FONT color=#0000ff
face="Comic Sans MS" size=2>This has been discussed before but I would
like to add some comments on this
subject.
<SPAN
class=790200616-18042002><FONT color=#0000ff
face="Comic Sans MS" 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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