Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
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Real trade fills will very much depend on :
- instrument you trade and size you are trading
- moment of the day you trade (with news, without news)
- type of trading, if you are momentum trading, fills will be affected
So there is not generic one fits all question..
If you test a system and it works with pessimistic fills, chances are bigger
that it will also work in live.
In other words, if it does not work in live, most likely it will not be the
fills that kills it.
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