Recommended slippage and commissions for micro futures, ie @MES @M2K @MYM @MNQ? - futures io
futures io

Recommended slippage and commissions for micro futures, ie @MES @M2K @MYM @MNQ?

Discussion in TradeStation

    1. trending_up 297 views
    2. thumb_up 2 thanks given
    3. group 2 followers
    1. forum 1 posts
    2. attach_file 0 attachments

Welcome to futures io: the largest futures trading community on the planet, with well over 150,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

Search this Thread

Recommended slippage and commissions for micro futures, ie @MES @M2K @MYM @MNQ?

(login for full post details)
  #1 (permalink)
Seattle WA
Experience: None
Posts: 2 since Jun 2020
Thanks: 8 given, 1 received


The title says it all. I am wondering what people are using for slippage and commissions when backtesting the micro future indexes @MES, @M2K, @MNQ, and @MYM.

For @ES I'm using $12.50 slippage and $5.00 commission. I have some software that suggests $1.25 slippage and 0.62 commission for MES and I'm wondering how correct this is.

Since micros are 1/10th the size of minis, the $12.50 slippage of mini is probably how the value of $1.25 slippage for the micro was arrived at.

I also signed up for the Tradestation promo which ended last month where I get 50% off commissions for life, so hopefully that helps. Slippage and commissions are really destroying my nice upward equity curve, but I should probably just put one contract on and see what happens and even if I lose for a month I'll get some data. It's my first strat. The recent downturn of the whole market makes me feel like I'm entering at a scary time, unless this is the bottom, in which case I'll have unreasonable expectations for everything else going forwards.


Started this thread Reply With Quote

Can you help answer these questions
from other members on futures io?
NT8 - Footprint Chart adding on code
NT8 Batch load strategies from xml
Pinescript to EL conversion - ema cloud indicator
use of Ultimate Oscillator in NT8
Hey! Is there a way to change the date and symbol on a c …
EasyLanguage Programming
Best Threads (Most Thanked)
in the last 7 days on futures io
Spoo-nalysis ES e-mini futures S&P 500
12 thanks
Cycle Analysis... a way of looking at price action.
8 thanks
Want your NinjaTrader indicator created, free?
7 thanks
Basic Education for Beginner Trader
7 thanks
4 thanks
(login for full post details)
  #2 (permalink)
Saint Paul, Minnesota, United States
Experience: Beginner
Platform: MultiCharts
Broker: Edge Clear
Trading: Micros & Small Exchange Futures
FuManChou's Avatar
Posts: 91 since Jun 2019
Thanks: 1,003 given, 99 received

At minimum you should include 1 tick of slippage but I recommend 2 ticks of slippage per trade per contract for back testing. If 1 tick of slippage means you go from a profitable system to an unprofitable system, you may want to reconsider/rethink/redesign that system.

Reply With Quote
The following 2 users say Thank You to FuManChou for this post:

futures io Trading Community Platforms and Indicators TradeStation > Recommended slippage and commissions for micro futures, ie @MES @M2K @MYM @MNQ?

Last Updated on May 23, 2022

Upcoming Webinars and Events

NinjaTrader Indicator Challenge!


Copyright © 2022 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada),
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts