Re: [amibroker] IB Commissions and slippage (stocks)

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

 

Set your commissions to 0.5%. That would account for realistic slippage & commissions at once.

If your system survives that - you can consider trading it.

 

If you set commissions to 0.01 per share backtest results will be simply too optimistic (because of no slippage assumed).

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Evo1

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, December 18, 2005 11:54 PM

Subject: Re: [amibroker] IB Commissions and slippage (stocks)

Hi all,

EDIT :

Here are my 2 questions :

1) I tried to enter the IB commissions in the "Commission Window" but I 
think it is not possible because IB fees are all expressed in $ but with a maximum percentage (0.2%).

- shares < 500 : 0.01 $
- shares > 500 : 0.005 $

- maximum : 0.2 %

How could I do that ?

2) What would be the "realistic" value for the slippage (US stocks) and 
where do I enter these information in AB ?

Thanks for your help,
Evo1

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