FYI This is an answer I got from Lorenzo in SR forum:
Wow, What/Who is PATS?
FYI: http://www.elitetrader.com/vb/showthread.php?s=&postid=1099377#post1099377
I will ask Strategy Runner for a clarification on that. Thanx.
I rechecked and the intraday & the daily graph shows an average of less then what you say. Attached is a 1-4.2006 daily graph of S&P. Very weird.
So if this is the one, it only trades about 500 lots per minute which is pretty low for me. I will check that Z' thing you mentioned. Thanx.
I'm working through Strategy Runner and I think they are using different symbols. Mini S&P (Tick = 0.25 = 12.5$) - Is that the ES?
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Thanx.
Now youre talking. Last nage - the volume is about 150 lots per day (round trades), so I'm guessing 1$ is ok.
A big trading house can only give his brokers 2.5$? It sounds a lot.
Cut which in half: 10/2 = 5$ 5/2 = 2.5$ Which of the above for round trade (enter+exit)? I thought something more like 1-2$ ?
Hi, What is the common commission paid by the trader in a traders firm for futures on indices? As oppose to the regular private commission of...
ok, What I meant was that the model was developed on a small scale when I had only 3 months information - 1st month was the pivot month from...
Thank you for your detailed and very interesting answer. I have many questions for you but I'll ask just one: Regarding the quote above - can...
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I'm testing the system in C++ & VB.NET. The production environment will be the same. The trading system I will use doesn't matter at all, as...
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