GordonG Regular  Posts: 76 Joined: 10/11/2012 Location: Sydney, Australia  User Profile | Hi, think it always has to be permission based as originally suggested, but also only at account level in a non-identifying way - and no settings, much like the strategy statistics. From related comments here, I was also very keen to avoid having to mine my own data to determine slippage statistics when I'm sure Nirvana have this aggregated data already for each broker (they're certainly trading their own accounts at GX so could at least mine that for us off the data server). What's keeping them from helping us understand if it's a problem having not enough CAR for TPM, as a high CAR with a very high TPM might be death to the account if slippage is significant. Am thinking we need a slippage figure to put into the simulation, as probably suggested already. I'm trading both IB and GX and seeing plenty of slippage (an observation only) which is relevant to the RTM strategies I'm using. | |
