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Stops only, in every market. Which makes slippage worse, but at least
consistently worse across all markets, I assume.
jack zaner on 17/07/08 17:49, wrote:
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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