Recent Content by MarkDragon

  1. What slippage is normal? Stats on my 4621 trades

    Asymertical slippage is a usual thing for momentum driven sclaping strategies like mine. I am entering the market when it moves and exiting when...
    Post by: MarkDragon, Feb 10, 2016 in forum: Order Execution

  2. What slippage is normal? Stats on my 4621 trades

    The stats were collected on a Pepperstone Razor account. In the meantime yesterday I’ve tried out the following combination: an FXCM standard...
    Post by: MarkDragon, Feb 10, 2016 in forum: Order Execution

  3. What slippage is normal? Stats on my 4621 trades

    Slippage we see depends on available Market Depth (volumes, spread) and quote/trade/execution report processing time and volatility during...
    Post by: MarkDragon, Feb 10, 2016 in forum: Order Execution

  4. What slippage is normal? Stats on my 4621 trades

    Limit orders guarantee the price, but not the execution. So I can not always go using limit orders. That’s actually the reason why the slippage...
    Post by: MarkDragon, Feb 10, 2016 in forum: Order Execution

  5. What slippage is normal? Stats on my 4621 trades

    Hi all! I’ve been trading for about 5 years - algo trading on the majors, doing 5 to 50 intraday trades per day per symbol, flat at the end of...
    Thread by: MarkDragon, Jan 25, 2016, 11 replies, in forum: Order Execution