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> using $30 commision, $125 slippage
> (I know this is high, but you can't hurt to have worst case scenario in back testing)
If you think $125 slippage RT for in and out is HIGH than you should
try to trade REALTIME and not paper, make it $250 and youre safer -
and thats still not worst case.
BTW your short signals look to be as good as the ones from our
NN-friends in the current upmove which began end of jan.
rgds hans
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THERE IS RISK IN {BACKTESTING} FUTURES TRADING.
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