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BrianD

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Joined: 2/23/2013
Location: Grand Rapids, MI

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Subject : RE: Discrepancy between simulated and TP trades
Posted : 9/19/2016 4:56 PM
Post #36488 - In reply to #36481

Agree with Steve. I did somewhat extensive comparisons to "round", 100 lot execution versus 'uneven' lot entries and exits - both long and short. I never found noticeable slippage in uneven lots with IB and so I stopped rounding.

I also felt I was missing OV strategy initiated opportunities in a position in for instance Amazon, Google, so...Obviously, commissions in smaller $$ accounts with small lots and higher TPM is another issue, but Simulation does give you a feel for that impact.

But ultimately, I'd like calmger to find comfort with OV between Sim and Historical. If you take into consideration what Barry laid out above, you should.
Deleting message 36488 : RE: Discrepancy between simulated and TP trades


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