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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, 2002 10:10
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: afixed
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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