Recent content by JohnRF

I apologize. The ideas I am testing are intermediate to longer-term trend following systems. Trades last anywhere from 1 day to many months. Thanks.

I've written a program to back test my futures trading ideas. One of the test variables is transaction cost for which I have been using a $100/rt default value. I have been wondering about the reasonableness of the default value and the potential benefits of varying the transaction cost based...