Register Login
Forums    February 9, 2012
TradersStudio Forums
Commission / Slippage clarification
Last Post 08-25-2008 12:14 AM by mur ang. 1 Replies.
Printer Friendly
  •  
  •  
  •  
  •  
  •  
Sort:
PrevPrev NextNext
You are not authorized to post a reply.
Author Messages
Alec Lopez
New Member
New Member
Posts:6

--
08-24-2008 05:00 PM

    I was following your example on TradersStudio's manual for developing a TradersStudio Stock Session and kind of got confused on your Commission/slippage inputs.

    You are using a Commision of .01.....so I'd assume you are not talking about an actual $10per trade Commision correct?  What is does that number represents then?

    Isn't 0.1% Slippage too small a number?  What is this suppose to represent? Ask/Bid percent difference?

     

     

    mur ang
    Advanced Member
    Advanced Member
    Posts:525

    --
    08-25-2008 12:14 AM

    .01 means .01 per unit. If unit size is 1, and we buy 1000 units, in this case 1000 shares this would be a $10.00 commission.

    .01% is  ten cents slippage on a $100.00 stock would be ten cents, This is a reasonable number since I used it on Nasdaq 100 stocks which have tight spreads.

    You are not authorized to post a reply.


     TradersStudio, Inc. ® Copyright 2004-2012 All Rights Reserved   Terms Of Use  Privacy Statement