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Re: Strategies testing. Datafeeds differ a lot



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Kent Rollins wrote:
> 
> The S&P e-mini is unfriendly to market orders?  Since when?
> 
> Kent
> 

My experience is that market orders in the emini-SP usually have 0.5
slippage on each side. On the other hand, my experience with emini-SP
stop orders is that they usually have no slippage at all.

Let me know if your experience says otherwise ...

Regards, MT