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Re: user error?



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Also, do you enter/exit using stops, limits, etc?
Regards, Jack.
----- Original Message ----- From: "Adam Hardy" <adam.ts@xxxxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Thursday, July 17, 2008 9:21 AM
Subject: Re: user error?


Gary Fritz on 17/07/08 17:00, wrote:
Adam Hardy wrote:
Out of interest, since I'm just looking at my slippage setting and
wondering if
it's too much ($50 per round-turn), what level do you use?

That depends hugely on what you're trading.  You get very different
slippage on, say, IBM vs. tiger-shrimp futures.  :-)

Sorry. I always assume everyone's doing what I'm doing. I'm trading 25 diverse and liquid futures markets. Indices, currencies, energy, ag, interest rates, metals. I adjusted the TS point value for each market to reflect their respective volatility, and I'm just hoping that the slippage will be a factor of the volatility, on average (all other things being equal).





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