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A question about Data and the Open price.
I have a number of system which signal a buy (or short) for the next
data (SetTradeDelays( 1, 1, 1, 1 ); ).
However, after doing a recent analysis of data from Yahoo and data
from EODDATA.COM, I have found a great deal of difference between the
two, in terms of the open price.
In order to compensate, (this is really slippage), I thought to put in
a higher $ figure in commission.
If you trade this way (market order on the open), how much would you
suggest for slippage?
Do you often get the open price, or something far from it? What would
be a good approximation?
Is the data from EODDATA cleaner than Yahoo?
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