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Strategies & Market Trends
Paper Trading/auditrade
An SI Board Since October 1998
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Emcee:  Tony Type:  Unmoderated
Hi!

I'm trying to test my system, (back test looks okay) and am using auditrade...

Can anyone give an indication as to how good the fills are? (Good as in, is the slippage comparable to what I should expect when dealing with a real broker on real trades?) My system is for intramarket spreads in currencies... I'm not concerned about the near month because I figure there's enough activity to make the trade accurate, but I'm concerned about the second nead month (ie, mar 99), where few trades go off and each one can have a larger effect.

To give an example, via auditrade today I entered:
B JYH9 8668, S JYZ8 8590
and 9 minutes later got out
S JYH9 8700, B JYZ8 8575

For an apparent profit of 57 points, less commissions. ... But the JYH9 has traded a total of 10 contracts all morning (so far).

Am I concerned about nothing? Or is it a real issue, but auditrade is accurate? or ?

Thank you,
-Tony
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