NQ Fully Automated Trading System
- Thread starter Rickshaw Man
- Start date
is there a running total or summary on there somewhere?
I like the single trades on Saturdays for zero. Keeps things spicy. You'd think the "system" would show zero trades for Saturdays.
Good place for a summary tho. hmmmm
Hell's Bells. Why not set an "Educational Research Budget" and Crank that bad boy up on two micro contracts? If the loss approaches or perish the thought, exceeds your budget, then you have some live data to look into. Right off the reel you will find out about The Slippage Problem. That's worth a good bit right there. Times of day entry vs real world slippage, and crap that you algo cats deal with alla time will emerge in black and white.
I don't consider slippage a problem, it's just a fixed cost that must be accepted. There simply is no way to totally avoid the spread. Just as there is no way to avoid commissions. We can always work to mitigate these factors, but that's about it.
You are correct. The only time I see wider than 1 tick spreads is in the non-US trading sessions.
If you watch a price ladder closely you will notice what appears to bid and offers in a fairly tight spread. There are numerous ways to fool folks into believing these bids and offers are legit. Things are not what they seem.