Posts: 2,988 since Nov 2010
Thanks Given: 831
Thanks Received: 10,393
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Slippage won't be your real issue trying to develop a system like this.
The 3 major issues are:
1 - Getting filled on your entries, or rather having the system report realistic fills
2 - Optimizing the system to get it to work on historical data which leads to failure in real time
3 - Trying to program something you don't know how to do. So if you cannot currently trade, it's unlikely that you will be able to code a trading system
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