emini Dow question

Discussion in 'Index Futures' started by fan27, Apr 27, 2004.

  1. fan27


    Lets say I have the following system:

    I buy\sell "n" ticks above\below point x. I have a target of 1 pt for ES or 10 pts for YM. My stop is the same as the target. If target or stop is not hit in 2 minutes, I exit the trade.

    Here is my question. Would it be more beneficial to trade YM with a system like this due to the smaller tick size, or would slippage due to less liquidity negate that advantage (Lets assume we are trading 10 contracts)?

  2. Hubert


    you shoild have no probelm with slipage with 10 contracts