CL Redux

sim

short .84

:37 stop to be

(elite pages taking a long time to load)

:44 reverse at .70 - 10 tick stop

:45 stop to be

:46 stopped out be (+14 ticks - comm. first leg of trade)
 
sim

stop-limit OCO:

- long at .82
- short at .65

stop 10 ticks either
target: >40 ticks; might add

:50 filled short at .65 - break or kill time limit

:52 stop to .70 - about to kill if it doesn't break down now

:54 stop to be - now it'll touch it and break :D

stopped out be
 
I just got 5 ticks of slippage using a market order. Is this normal? I only backtested for 2 points of slippage. I have to use a market order because I can't miss the big winner, (trend following system). Any suggestions? Perhaps place a buy limit at my preferred price and use a market order if it starts taking off without me lets say 3 ticks away?
 
Quote from blox87:

I just got 5 ticks of slippage using a market order. Is this normal? I only backtested for 2 points of slippage. I have to use a market order because I can't miss the big winner, (trend following system). Any suggestions? Perhaps place a buy limit at my preferred price and use a market order if it starts taking off without me lets say 3 ticks away?
More...

Do you use Ninja?
 
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