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Forum: Traders Hideout

March 5th, 2013, 02:02 AM

Replies: 30

How large should transaction costs be for backtesting futures?

Views: 16,262

Posted By nomadx

Thanks OldGrey... this is for a system that has...

Thanks OldGrey... this is for a system that has already been developed.. thanks for the figures.. I assume it's relatively robust to assume similar transaction costs across different markets, e.g....

Forum: Traders Hideout

March 4th, 2013, 04:51 AM

Replies: 30

How large should transaction costs be for backtesting futures?

Views: 16,262

Posted By nomadx

How large should transaction costs be for backtesting futures?

Hi All... am in the process of backtesting a futures system, but am unsure of how large the one-way transaction costs I should assume for the following futures:

FX: EURUSD, JPYUSD, CHFUSD, GBPUSD,...

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