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Hi,
I've got the question which is important for every and each trading
system - slippage. Did anyone explore the magnitude of current
slippages nowadays? How does it depend on trading volume, price etc.
Probably, anybody has just the rule of thumb (or empiric rules) - which
level of slippage should be applied to the trading system. Please,
share your thoughts. I especially interested in considering opening
slippage on daily-basis trading systems - I suspect trades on opening
are the subjects to the greatest slippage, but how to count it and how
to go to "numbers"?
With kind regards, Dmitri
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