Yes, Ive run it with ES and other commodities. The only thing i change is slippage and commission. Here are the ES stats. ES has tighter spreads so i set the slippage accordingly.
NQ Fully Automated Trading System
- Thread starter Rickshaw Man
- Start date
Yes, Ive run it with ES and other commodities. The only thing i change is slippage and commission. Here are the ES stats. ES has tighter spreads so i set the slippage accordingly.
$4 commission per contract sounds right, but agree that $198 slippage per contract does seem high.
Thats 10 NQ points or 40 ticks in slippage per contract.
From that kind of slippage estimate I guess the the system is designed to take trades when the NQ is moving really fast?
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Are you also a TradeStation client as I am?
I pay roughly half that - including NFA fees.
Max strategy drawdown % is what is relevant there
Then we are missing a very important figure in this summary, aren't we?
I don't think so? What do you think is missing? The account doesn't blow out. Max drawdown is 5%
The true amount of money in the account, how long this trade period covered, along with a few other metrics.
Never trust sim engines to do a good job. Like the 40 ticks per slippage on each trade. That simply doesn't happen in the real world.
awesome, go live