Slippage CL

Discussion in 'Commodity Futures' started by Dhalsim, Jan 8, 2014.

  1. NoDoji

    NoDoji

    Play nice, cmb :p
     
    #11     Jan 8, 2014
  2. cmb

    cmb Guest

    I think it was you that said...if u get slipped by 20 ticks, the good thing is that there is usually 20 more ticks to go :)
     
    #12     Jan 8, 2014
  3. NoDoji

    NoDoji

    I did say that, and see...it's true!
     
    #13     Jan 8, 2014
  4. Dhalsim

    Dhalsim

    Will make it harder to backtest around this issue. Will have to go back and get dates of when main news was released and then prevent entry and change buy/sell stops to limit orders after news has been released. :mad: :confused:
     
    #14     Jan 8, 2014
  5. The two big events that stand out in my mind are the weekly inventory reports, and the monthly unemployment report (usually the first Friday of the month). You might want to consider stop limit orders.
     
    #15     Jan 8, 2014
  6. NoDoji

    NoDoji

    FOMC minutes coming here...can get slippery.
     
    #16     Jan 8, 2014