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----- Original Message -----
From: "frode aschim" <frode@xxxxxxxxxx>
To: "'Lucky Bastard'" <hadrada@xxxxxxxxxxx>
Cc: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Thursday, December 13, 2001 7:01 PM
Subject: Re: Opinions on this system??
: I trade Nymex every day -
: I would say at least 100-150 dollars. You may rarely get this much
slippage - however when you get slippage it's gigantic so the average number
should be higher.
: The key is a good broker I presume, and no MOO or MOC (Murder on Close)
orders.
: By the way - NatGas you should have at least 200 dollars. I got 1100
dollars slippage in the NG pit one of the days some enron news came out. :(
So, with slippage of at least $100 per contracts, that's $100 * 13 contracts
* 88 trades, that's $114,400 in slippage (if trading a maximum if 13
contracts.). Add $22,880 in commision....that's $137,280 in commision and
slippage if trading 13 contracts.
: Total Net Profit $128,810.00 Open position P/L
: ($29,370.00)
: Gross Profit $144,450.00 Gross Loss
: ($15,640.00)
:
: Total # of trades 88
: Max intraday drawdown ($41,780.00)
: Max # contracts held 13
: Commission Paid $0.00
:
: ----- Original Message -----
: > Let's not forget commision and slippage. $20 Round Trip*13 contracts*88
: > trades = $22,880. Anybody know what's the typical slippage in West
Texas
: > Intermediate Crude for market order?
: >
: >
:
:
:
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