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Can I trade ZN Future with zero spread?


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Can I trade ZN Future with zero spread?

  #11 (permalink)
 
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 bobwest 
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www123 View Post
Yes my Future broker have commission + 1 tick spread on ZN. Since many weeks I found a strategy on demo account that have very high win rate catching only one tick and paying only commission (demo account don’t have spread, only commission). The commission is only 20% of one tick profit (my profit is 15,625usd*0,8 for 1 contract). So do you think we can found a strategy to Buy at Ask or Sell at Bid to avoid that one tick spread on my real account ?? I can see that sometimes Ask=Bid on ZN contract. Can we build strategy around that??

Two points:

1. If your strategy depends on being able to trade with no bid/ask spread, there is no opportunity for this in real life. This is just a result of the way your demo software ignores the reality of the spread when it counts an order as filled whenever price reaches your order. This is a flaw that is often seen in simulated trading results, but not in live trading.

2. Any strategy where one tick is critical has too small a profit margin, leaving aside the bid/ask question. Any event that differs from your ideal case will cause you to lose that one tick, and there will be many of them.

Sorry, another idea developed in sim that doesn't have a chance in actual trading. This happens fairly often, actually.

Bob.

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  #12 (permalink)
www123
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kevinkdog View Post
You are likely successful at this because it is a sim trading artifact.

The only people this might work for is some of the HFT hedge funds that are essentially market makers.

I would not spend much time of this idea, it almost certainly is impossible for retail traders like us.

So can that be done with ‘zero spread forex broker’ ? There are few that offer zero spread on EURUSD
What do you think?

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 kevinkdog   is a Vendor
 
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www123 View Post
So can that be done with ‘zero spread forex broker’ ? There are few that offer zero spread on EURUSD
What do you think?

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  #14 (permalink)
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I also thought about this question and didn't know where to find the answer. Good thing I went in here and found what I needed ))

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Last Updated on April 30, 2021


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