NQ Fully Automated Trading System

Collagen said:
What You probably don't realize here is that You will trade MNQ with a greater size than NQ so the slippage (in ticks would be greater than the big contract). Another thing to keep in mind is the time when the trade is initiated. Ten points in some days or specific times of the day should be expected. Another thing that may change a lot the things is what algo is used for executions.. Beside, TS sucks bigly as a broker so I don't see any over-estimation in what Rick posted.
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The MNQ order book is as thick, if not thicker, than NQ. MNQ has more volume and liquidity than NQ.

10 points of slippage would be an exceedingly rare event. The only time I recall seeing it reach even a few points of spread was during the breaker events of last March.
 
Rickshaw Man said:
I've been working on this for about 10 years. It trades 2 full NQ contracts. I would estimate 10,000 hours of screen time observing just NQ. I have been working with easy language programmers, for TradeStation & Multicharts.

I'm not here to sell anything. If anyone has any comments please speak up. I know there are some system traders who pass through here from time to time, just looking for some feedback thats all.


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