I think BPT are building in comms of $10 per total trade which
seems a tad low. I am on $6.99 flat trade irrespective of # of
shares so thats $13 round trip. Also, one should not assume that
Slippage is zero which is what I think BPTs strategies do. It
really doesn't turn out like that. Call it murphys law or clever TS
Back end fill systems, invariably, you will get negative slippage
over the long run
So I guess a like for like to compare v BPT for you would be to
add in $10 comms round trip but no slippage
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i left the commissions and
FAZ 2 swing system
Posted by rank10 on 9th of Jul 2010 at 05:22 pm
i left the commissions and slippage out on purpose. i was trying to compare the FAZ2 strategy listed on BPT to my enhancements
I think BPT are building
Posted by vimal on 10th of Jul 2010 at 12:32 pm
I think BPT are building in comms of $10 per total trade which seems a tad low. I am on $6.99 flat trade irrespective of # of shares so thats $13 round trip. Also, one should not assume that Slippage is zero which is what I think BPTs strategies do. It really doesn't turn out like that. Call it murphys law or clever TS Back end fill systems, invariably, you will get negative slippage over the long run
So I guess a like for like to compare v BPT for you would be to add in $10 comms round trip but no slippage