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Seattle WA
Posts: 5 since Jun 2020
Thanks Given: 11
Thanks Received: 1
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Hello,
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.
Thanks.
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