Normal
Thanks Capt. I have found the ASX just too hard when slippage is factored in. Reversion systems can look superb on a backtest until you are telling the backtester to buy 1-2 price steps below the day's low and sell 1-2 price steps below the day's high. Yet that's what has to happen. The liquidity is never there when you most need it.With AB and IB Controller, I'd need someone else to help with that and I'm not ready yet. Whilst I have been using AB for ages I'm not naturally inclined to coding and it takes me forever to do stuff. My strength is pattern recognition (visual) and I have occasional moments when I can get my discretionary vibe happening.
Thanks Capt. I have found the ASX just too hard when slippage is factored in. Reversion systems can look superb on a backtest until you are telling the backtester to buy 1-2 price steps below the day's low and sell 1-2 price steps below the day's high. Yet that's what has to happen. The liquidity is never there when you most need it.
With AB and IB Controller, I'd need someone else to help with that and I'm not ready yet. Whilst I have been using AB for ages I'm not naturally inclined to coding and it takes me forever to do stuff. My strength is pattern recognition (visual) and I have occasional moments when I can get my discretionary vibe happening.
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