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Forums    February 6, 2012
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Forex results
Last Post 03-03-2010 01:14 PM by Marco Grecchi. 0 Replies.
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Marco Grecchi
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Posts:4

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03-03-2010 01:14 PM
    I've got three questions on Forex session results. I'm using the INDEXSYSFX system just to test data and understand how reports are built. I'm using the USDJPY pair to keep things simple.
    Here are the questions:

    1. What's the impact of slippage on results? I've changed slippage from 2 pips to 0 pips at session level, but I've seen no difference. Same when I put a 4 pip spread at Data Universe level for that pair.

    2. From the Trade by trade report I see that each trade is valued at the daily closing rate, not at the exit rate. Any specific reason for that? On the sample tested (608 trades) the difference amounts to more than $ 4k.

    3. Where does the systems get its prices? Sample daily data use daily bars with only OHLC quotes, while the actual prices at trade level are different, but such difference doesn't seem to amount to slippage.

    Thanks!
    (Great software, by the way!)

    Marco
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