[amibroker] Re: forex - mini lots

["ozzyapeman" <zoopfree@xxxxxxxxxxx>]

Wouldn't building in slippage on the sell and cover prices essentially
represent slippage on exits? If not, what do you propose as a coding
model to represent slippage on exits?

In the few real-world trades I have tested so far, I notice typical
slippage of a pip or less. So in that sense, I felt that putting
slippage at 2 pips for backtests would compensate for both real-world
slippage plus the spreads. But if there is a better way to model
slippage + spreads, I would be interested in hearing other ideas. I'm
still in the learning phase myself.



--- In amibroker@xxxxxxxxxxxxxxx, Aron <aron.groups@xxx> wrote:
>
> 
> > |// In real-world trading there may be slippage of 1-2 pips.
> > *BuyPrice*      = *Close* + Slippage;
> > *ShortPrice*    = *Close* - Slippage;
> > *SellPrice*     = *Close* - Slippage;
> > *CoverPrice*    = *Close* + Slippage;
> > |
> >
> You'll propably need to take into account slipage on Exits as well.
> Not to mention the spread.
>



------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com
*********************

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html

*********************************
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/