Hi,
I was wondering if people minded sharing what they felt were realistic figures to have in for slippage(%) and roll slippage(% of ATR) based on futures trading experience? Obviously conservative testing figures would be 100% for both but curious as to what can realistically be achieved.
Thanks in advance
Slippage and Roll Slippage in Futures
Re: Slippage and Roll Slippage in Futures
I believe 5% on both overestimates reality, which in a back-test is what you want.
Good luck
Good luck
Re: Slippage and Roll Slippage in Futures
Thats great thank you.