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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: Patrick Slevin who wrote (17148)3/2/1999 5:07:00 AM
From: Patrick Slevin  Respond to of 44573
 
<you will see that the numbers are slightly less than they were in reality.>

Correction, slightly more (of course) than they were in reality.



To: Patrick Slevin who wrote (17148)3/2/1999 5:45:00 AM
From: Brian Hornby  Respond to of 44573
 
Thanks. If it rolled recently, I perhaps have to re-download it if there is back adjustment. I will check it out. There is only one contract for the continuous with my supplier. I can get all the individual ones (SP9H, etc) but the continuous is one contract, the SPXNC.

I am using 20 bucks for slippage, and the SP continuous. I just input $50/point into the system instead of $250/pt to calculate equivalent E-mini results. So slippage is 40% of one point. You can input a fixed dollar slippage or percent.