Slippage drives me nuts really despite I know it is part of my daytrading system despite trading most liquid products out there
My rule of thumb for the performance expectation is
about 10% goes to commissions
about 10 - 15% goes to slippage
Now you have -25% (if everything else goes well) just cost of trading. Awful

My rule of thumb for the performance expectation is
about 10% goes to commissions
about 10 - 15% goes to slippage
Now you have -25% (if everything else goes well) just cost of trading. Awful

Last edited: