what kind of slippage do you guys use for a basic backtest to see if a strategy should be considered further ?
Is 5 ticks reasonable for crude oil? $50 per trade of slippage ?
thanks
shane
slippage
Re: slippage
Hello
First, it depend on your broker spread. I don't trade the crude so I got no idea for it
I trade mainly the Forex and my broker is IB. My normal spread is 0.5Pip on Eur.Usd. So for my simulation I will use 1 full pip per side
Good luck
Martin
First, it depend on your broker spread. I don't trade the crude so I got no idea for it
I trade mainly the Forex and my broker is IB. My normal spread is 0.5Pip on Eur.Usd. So for my simulation I will use 1 full pip per side
Good luck
Martin