NexusFi: Find Your Edge


Home Menu

 





Eliminating slippage


Discussion in NinjaTrader

Updated
    1. trending_up 1,993 views
    2. thumb_up 1 thanks given
    3. group 2 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread

Eliminating slippage

  #1 (permalink)
 
patbateman's Avatar
 patbateman 
NY, NY
 
Experience: None
Platform: T4, NinjaTrader
Trading: All!
Posts: 235 since Mar 2012
Thanks Given: 113
Thanks Received: 200

Is there any way to eliminate the forex slippage in market replay? I find that the spreads in market replay are bad. Some users use an ECN broker, which has much smaller spreads. I find it a pain to have to bid and offer to get a realistic ECN execution.

"A Jedi's strength flows from the force."
-Yoda
Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Better Renko Gaps
The Elite Circle
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
NexusFi Journal Challenge - May 2024
Feedback and Announcements
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Trade idea based off three indicators.
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
36 thanks
Just another trading journal: PA, Wyckoff & Trends
30 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
23 thanks
GFIs1 1 DAX trade per day journal
21 thanks
  #2 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


patbateman View Post
Is there any way to eliminate the forex slippage in market replay? I find that the spreads in market replay are bad. Some users use an ECN broker, which has much smaller spreads. I find it a pain to have to bid and offer to get a realistic ECN execution.

Some brokers offer ECN access and charge a higher commission, others have the commission built into the spread.

For a realistic backtest with replay data you would need to record data from the ECN that you wish to use.

Reply With Quote
Thanked by:




Last Updated on September 30, 2012


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, 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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts