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Viper Trading Systems Indicator

  #119 (permalink)

Phoenix AZ USA
 
Trading Experience: Advanced
Platform: SierraChart
Broker/Data: Sierra Futures/SC Denali
Favorite Futures: YM NQ
 
Posts: 358 since Nov 2009
Thanks: 146 given, 444 received


tomgilb View Post
I knew that slippage was an issue, but I didn't realize it was to that extent. I guess the thin market and the rapid movements of the TF both work against you. My recharted backtest of the RussellsViper showed it to be the best of the bad. In reality, it probably had even greater drawdowns.

-Tom

I had another thought about why the slippage is so great with Viper's ATs. The strategies are huge and take a very long time to load on a chart, especially if you are using Market If Touched (MIT). The code probably looks like spaghetti and when an entry triggers, it takes forever to execute.

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