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Re: How to evaluate Commission & Slippage Precisely


  • To: cayenne@xxxxxxxx>
  • Subject: Re: How to evaluate Commission & Slippage Precisely
  • From: tszz@xxxxxxxxx
  • Date: Sun, 9 Sep 2001 02:36:39 -0700
  • In-reply-to: <007701c138bc$ed665bc0$9f5d7818@xxxxxxxxxxxxxxxxxxxx>

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Jim, I understand it depends on the market I trade. I just need concrete examples.
So, just take as examples the markets you trade. Thanx !

Greetz,

Denis

> The commission cost can vary depending on which markets you trade. So will
> the slippage...it will not be the same for soybeans and the S&P futures.
> 
> Which markets? Define that and you "should" get some reasonable answers from
> the list.
> 
> Regards,
> 
> Jim
> 
> > Hey !
> >
> > I'm new to futures markets.
> >
> > I'd like to know how to evaluate Commission & Slippage precisely in order
> > to enter the right value into my TradeStation "trade costs" Strategies.
> >
> > The fields are :
> >
> > Commission per contract
> > Slippage per contract
> >
> > I guess the type of contract & the speed of the fill has to be taken into
> > account for slippage. So let's say I choose a fast broker.
> >
> > What values would you enter in those fields ?
> > Please explain in detail why and give real examples.
> >
> > Greetz
> >
> > Denis