Costs of trading

["Marcus Jellinghaus" <Marcus_Jellinghaus@xxxxxx>]

Hi,

letīs assume that one finds a strategy which makes x % per year. Letīs
assume that he buys and sells one time every day.
So one produces some costs, like brokerage fees, some costs if it is not
possible to buy at the price that the strategy simulation software used in
backtesting ("slippage") and some costs because of problems and errors
(trading the wrong quantity or too late, power outage, the datafeed didnīt
update, ...).

What are realistic costs per week?
1% for brokerage fees per week (10 trades)?
1% slippage per week (0.1% per trade)?
0.3% per week for problems and errors?

Has anybody in this group calculated this numbers?
Whatīs your opinion?
How do you lower this costs?


Regards,


Marcus