Steve2 Elite    Posts: 750 Joined: 10/11/2012 Location: Annapolis, MD  User Profile | FG, I am planning to do that at some point since using round lots reduces P/L in the simulations. I actually started with round lots because I thought that might help reduce slippage. I have the execution times for the orders. They were just not included in the spreadsheet. The vast majority of the orders completed execution within 1 sec of market open so I'm not sure things can get much faster than that. Steve | |
