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hi,
my feeling is to use a commission as close to what you actually have
to pay. I don't see the point in testing a system using 50$ per trade
if I pay between 10 and 30$ per trade.
I don't see that I need to include slippage in my simulation. First,
I trade heavily traded stocks and the spread is small. Also in my
current simulations (using EOD data) I enter a trade at the open the
day after a signal and I exit at the open as well. In practice there
would be no reason to assume that I would always pay a few cents more
than the open price. I could pay a few cents less. I would say the
effect averages out.
regards, Ed
--- In amibroker@xxxxxxxxxxxxxxx, "bmx888" <bmx888@xxxx> wrote:
> it's better to take $50 each way for commission and slippage.
> Execution is large part of a trading plan and you have to take into
> account slippage.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ed2000nl" <pablito@xxxx> wrote:
> > hi,
> >
> > maybe I am asking too much but I can always try .... for
commision
> > settings I currently use 0.01$ per share (trading with
Iinteractive
> > Brokers). However, if I buy 211 shares I will have to pay 3$ and
> not
> > 2.11. Also one pays 0.01$ per share trading below 500 shares and
> only
> > 0.005$ above 500 shares.
> >
> > So for 1000 shares I would pay 7.5$ commission. For 1150 shares I
> > would have to pay 8.5$. In the simulation it would charge 11.5$.
> >
> > I wonder if such a feature could be added?
> >
> > thanks,
> >
> > Ed
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