Quote from ocean5:
Thanks, i know that,but i don`t even bother with comms.Let it be tripple its ECMP.$9746.32 is 1 point on an approx.200 cars wich is 100K in margin.
Quote from dom993:
Taking 200 cars average per trade, your 2-days backtesting is about $1,400 / car for 97 trades, ie. $15 average per trade, before comms & slippage (please tell me all your orders are LMT, and your simulation ensures price trade beyond the LMT before assuming a fill) - and this is without any losing trade.
Factor-in comms, slippage, a realistic % of losing trades ... you have nothing there.
