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Old 11-14-2005, 05:25 PM
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Default Re: Does anyone daytrade Index Futures

Keep in mind that for simulating, you'll probably want to add 1 tick slippage per RT to what the real trade might have done. This is because simulators(most) aren't using FIFO, so you can fake like you are getting filled when you might be way back in the real queue.

Also, make sure to take into account commissions. If you are trading on a retail futs account, you'll be paying anywhere from $3 - 5 per roundturn. This makes a huge difference depending on your timeframe. Futs scalpers really need to have a seat on the exchange or lease one in order to get dirt cheap commissions. These guys are paying under 30 cents per roundturn - this is what you are up against.
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