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LinkBack (1) | Thread Tools | Display Modes | Language |
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Re: Slippage in Futures?
no such thing as slippage, what you are experiancing is called market movement if you are using market orders to enter or exit a trade.
if you go to sell a 5 lot of YM at the market and there are only 3 buyers at the best bid, you're pushing the price lower on yourself to the next best bid, which is 1 tick lower. If you want to avoid this "slippage" use limit orders, you may not get filled on your whole order mind you. |
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Re: Slippage in Futures?
slippage or spread is 1 tick and sometimes 2 ticks in fast markets for ES, NQ, and ER2, but YM not really sure.
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"It's against human nature to succeed in the markets"-- Newbie Trader Lounge |
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Re: Slippage in Futures?
Yes, I get slippage once and awhile trading YM..usually 1 tick at most. The cost of doing business.
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Re: Slippage in Futures?
The amount of slippage depends on how many contracts you are trading and what markets.
As for brokers, here's my suggestions - http://www.traderslaboratory.com/for...ware-1589.html
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Click here to start playing Combat Grounds, online war game with other TL members! |
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Re: Slippage in Futures?
And explain the slippage being received on a limit order. Provide an actual trade so we can see what happened.
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Click here to start playing Combat Grounds, online war game with other TL members! |
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Re: Slippage in Futures?
Every now and then i see a sizeable transaction shown by time&sales. Even though it was larger than what was in the order book, price barely moved an inch. anyone know why?
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LinkBack to this Thread: http://www.traderslaboratory.com/forums/f3/slippage-in-futures-482.html
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| Posted By | For | Type | Date |
| Untitled document | This thread | Refback | 10-31-2007 04:25 PM |
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