It`s not fully automated?
Critique Data
- Thread starter Spectre2007
- Start date
It`s not fully automated?
It is. Entry exit logic can be tuned to minimize trades. But would rather have it trade on average twice per day.
that makes sense!
Not necessary.I prefer to take more chances.
less trades, less chances of getting screwed on both entry/exit fill. So worst case scenario if you loose a tick on both entry and exit. What would the results be still..
5550 - (104 x 25) = 2950.00/per contract before commissions in 240 days. Accounting for 2 tick slippage on market orders.
686 x 25 = over 17K exceeds, the pnl generated in the higher frequency. So slippage of 2 ticks kills strategy.
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