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<FONT face="Comic Sans MS" color=#0000ff
size=2>If one's target price is $100 and the trade actually takes
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: 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@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 18, 2002 10:10
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 isnot
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
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Your
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