Normal
Well if several systems were to buy the opening price of the same stock on the same day, and as such the buy side would be stacked when the market opens (as it would open much higher than if few people were going to buy the stock) then extra consideration must be given to slippage.But we can incorporate this into our trading simulations with tradesim (market order instead of default order).Though it shouldnt matter a great deal if you are dealing with liquid stocks (liquidity filter) and if you are a small player (which i am, but hey you gotta start somewhere )
Well if several systems were to buy the opening price of the same stock on the same day, and as such the buy side would be stacked when the market opens (as it would open much higher than if few people were going to buy the stock) then extra consideration must be given to slippage.
But we can incorporate this into our trading simulations with tradesim (market order instead of default order).
Though it shouldnt matter a great deal if you are dealing with liquid stocks (liquidity filter) and if you are a small player (which i am, but hey you gotta start somewhere )
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