POLL: What's Your Slippage?

Discussion in 'Trading' started by TraderZones, Sep 11, 2009.

POLL: What's Your Slippage (estimated)?

  1. FUTURES - 0 ticks

    8 vote(s)
    24.2%
  2. FUTURES - 0.5 ticks

    3 vote(s)
    9.1%
  3. FUTURES - 1 tick

    7 vote(s)
    21.2%
  4. FUTURES - 1.5 ticks

    1 vote(s)
    3.0%
  5. FUTURES - 2 ticks

    2 vote(s)
    6.1%
  6. FUTURES - 2.5 ticks

    0 vote(s)
    0.0%
  7. FUTURES - 3 ticks

    3 vote(s)
    9.1%
  8. FOREX - 0 pips

    1 vote(s)
    3.0%
  9. FOREX - 0.5 pips

    1 vote(s)
    3.0%
  10. FOREX - 1 pip

    0 vote(s)
    0.0%
  11. FOREX - 1.5 pips

    0 vote(s)
    0.0%
  12. FOREX - 2 pips

    0 vote(s)
    0.0%
  13. FOREX - 2.5 pips

    0 vote(s)
    0.0%
  14. FOREX - 3 pips

    0 vote(s)
    0.0%
  15. STOCKS - 0%

    3 vote(s)
    9.1%
  16. STOCKS - 0.05%

    3 vote(s)
    9.1%
  17. STOCKS - 0.1 %

    0 vote(s)
    0.0%
  18. STOCKS - 0.15%

    0 vote(s)
    0.0%
  19. STOCKS - 0.2%

    1 vote(s)
    3.0%
  20. STOCKS - 0.25%

    0 vote(s)
    0.0%
  21. STOCKS - 0.3%

    0 vote(s)
    0.0%
  22. STOCKS - 0.35%

    0 vote(s)
    0.0%
  1. What is your real slippage (estimated)???

    Based on your background/experience with live trading, what do you estimate your average slippage for your market/stop orders (please do not include Limit orders - its a whole other creature).

    STOCKS - in percentage terms

    FOREX - measured in PIPs

    FUTURES - measured in TICKs
     
  2. If slippage is significant to your profitability, then either (1) you're "fishing in a dry hole"... that is, playing a bad strategy, or (2) trading too small of market for your size.
     
  3. not to a scalper
     
  4. define 'slippage". you don't mean what is your "stop" on each trade do you? :confused:

    buy at ask for ZERO slippage?? what you asking?/ :confused:
     
  5. Donkell

    Donkell

    I almost never use market orders and therefore I don't incur slippage.

    Can't remember the last time I used a market order.


    Slippage defined, someone asked.

    The difference between the expected price of a trade, and the price the trade actually executes at. Slippage often occurs during periods of higher volatility, when market orders are used, and also when large orders are executed when there may not be enough interest at the desired price level to maintain the expected price of trade

    don
     
  6. you trade and you don't understand slippage?
     
  7. No, I don't. Enlighten me on your "0.5 ticks" slippage?
     
  8. I think you should revise the poll to add positive slippage. I have positive slippage on average, not negative, not on every trade, but very rarely .01 away from my stock trades.
     
  9. You are truly an oxy-MORON!
     
  10. Alexis

    Alexis

    on futures, well I'd say one tick, I'm a market order kind of guy (have to:mad: )
     
    #10     Sep 13, 2009