If your fills and slippage make a significant difference to your results, you're "fishin' in a dry hole".
Good Morning Scataphagos, LMFAO HAHAHAHAHAHAHHAHA You right Scataphagos. Good laugh. Thank you sir. "Keep it Simple Baby" says Scataphagos
I remember years back when an ETer queried, "How can I buy at the bid and sell the ask"? If I could do that my system would be "killer-profitable". We all chortled.
That's what I see at least on the micros; both markets have tick values of 0.25 price points, but the sampled average is about 0.13 price points for S&P (just over half a tick) and 0.20 for NQ (about 0.8 of a tick). GAT
Too bad that ET'er never knew about the all-powerful buttons on Nina's chart trader. If he had it, he could be a killer-millionaire I guess. Very silly.