Fewer trades with commission and slippage
Author: tobiastempus
Creation Date: 1/26/2018 9:25 AM
profile picture

tobiastempus

#1

1/26/2018 9:25 AM

hi,

i dont understand why i get fewer trades with comission and slippage.


the system :

buy at stop channel high 100
sell at stop channel low 150

thanks
profile picture

Eugene

#2

1/26/2018 9:55 AM

Hi,

Actually the issue is caused not by slippage or commissions but by setting Percent Equity to 100%. It's problematic in this sense per se (as you will learn from the FAQ below) and not accounting for commissions (i.e. by further reducing the position size to honor the average commission value) just aggravates it. This FAQ contains everything you should know to arrive at a satisfactory solution:

I'm using 100% Equity position sizing and strategy doesn't seem to use all capital and/or there are trades not included due to insufficient capital.

Just make sure you go through all the references i.e. the User Guide and the PosSizer online guide (please pay attention to "Skipped trade solution > Note").
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).