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Slippage w/ one ES contract?
Started:December 14th, 2015 (10:58 PM) by ptt196 Views / Replies:1,196 / 11
Last Reply:December 27th, 2015 (12:25 AM) Attachments:0

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Slippage w/ one ES contract?

Old December 26th, 2015, 11:59 PM   #11 (permalink)
Trading Apprentice
Houston Texas
Futures Experience: Beginner
Platform: TradeStation, ThinkorSwim
Favorite Futures: emini ES
Posts: 7 since Dec 2015
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Use a limit order for your 1 lot and you will not have any slippage.
You may not get filled but this is the trade-off you are making, the trade will take place at the limit price only.

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Old December 27th, 2015, 12:25 AM   #12 (permalink)
Market Wizard
Futures Experience: Intermediate
Platform: MultiCharts.NET, S5, Ninj
Broker/Data: AMP, S5, IB
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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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