No Commission Market?

-$25.80...not $2.58.

Your a coder you cannot help it...The details haunt you. I understand completely. The way I have learned to combat that is comprehend peoples comments with a buffer and use them as generalities. Do not take everything so literal.

Good luck to you and your algorithm! I worry that your profitability is on such a fine line. Be careful.

ES

robthequant said:
ElectricSavant: could you please elaborate?
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It's 20% both ways.

$12.50-$2.58=$9.92/$12.50=79.36%-100%=-20.64%
$125.00-$25.80=$99.20/$125.00=79.36%-100%=-20.64%

By the way a point = 4 ticks = 4*$12.50. So say a "point" or a "tick" when you talk about ES.

ES

P.S. Now if you go for 10 ticks per trade vs. 1 tick per trade with 1 contract...now your talkin'..but I get the impression your hyperscalping and your algorithm is trying to compete with the HFT's. Move to Chicago and put your server next door to the exchange.


robthequant said:
ok, so that's 20% commission from profit if I get 1 point
and 2% if I get 10 points, that's really bad:(
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robthequant said:
haha :)
That's great, so If I understand this correctly...
If my bot trades E-Mini futures and 1 tick is worth $12.50
I buy and sell 10 contracts with a market orders and if I win a tick I'll get 125.00-2.58=122.42
and If I lose a tick I'll be down 125+2.58=127.58
Is this right?
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On a 10 lot
 
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