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Has anyone traded the Nikkei ($) with an automated system?(market orders) I'm curious to know how much slippage I can expect during normal trading hours. Is it more then tickvalue($25,-)? Thanks

Thanks Nitro! But isn't Pointvalue/MinimimTickSize for ES: 50/12,50=4? I also don't understand that slippage according to your answer has nothing to do with the spread. I thought total costs would be: ((bid-askspread)*Pointvalue + commission)*2 for a round turn.

I'm looking for information about the (non)correlation between different futuremarkets around the world and also the value in dollars of the spread in these markets. Where can i get this information? What is the right amount to deduct for slippage and commission in trading the mini's (ES,NQ)...

I'm looking for futures with the highest average daily movement in dollar terms and in percentage terms. I asked Tickdata.com but they couldn't give me the exact information. Does someone know where I can find this information?

Hi Bora and Ditch Yes, I'm also from the Netherlands. With such a name I cann't hide it! I live in Middelharnis on Goeree-Overflakkee. Ditch, are you trading short-term? I'm specially interested in intraday trading and I'am planning to devellop (several) intradaysystems with TradeStation.

Who has read the book: "TRADING SYSTEMS THAT WORK" from Thomas Stridsman. I like to know your opinion about this book.

I want to backtest intraday systems on ratio-based back-adjusted future contracts with TradeStation. Who knows what firm offers this kind of back-adjusted intradaydata? CSIData and TickData cann't offer me this. Point-based back adjusted data is easy to find buth that is not where I'm looking...

Tickdata.com only offers point-based back adjusted data

Does anyone know where I can find back-adjusted (ratio-based) tick-data? I know csidata.com offers this but only daily and tradersworld.net offers only point-based back adjusted tick data.

Who knows the formula of the Variable Moving Average based on the Truerange Volatility?:)