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I am wondering if anyone on this list has analyzed the percentage of the
profits projected by a stock trading system that are actually realized
in real time trading without considering commissions. I am trying to
establish a realistic number for slippage based on actual trading. Has
anyone done this on an intra-day system? Of course in some stocks one
can get better fills, however what I am trying to find is a percentage
number over a group of stocks.
Sincerely,
Lawrence Price
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