Slippage used for backtests on C2

What is the amount of slippage and commissions that you use in backtest on C2. It seems that the difference between “best case without commissions” and “real with commissions is not so enormous”, especially on intraday systems.


Commissions we assume:

Futures: 2.50 per turn.

Stocks: .01 (1 cent) per share.

Options: 1.00 per lot

Forex: none - built into spreads.

OK for commissions. They are standard. But what do you use for slippage ?

For slippage we use the real-life slippage that occurred in real-life accounts autotrading via C2.

Why was it necessary to slip in the URL in your posting? This has nothing to do with your question?

in addition, are there any min. and max. per-trade commissions for stocks? It seems to me that 1 cent/share is realistic as long as orders stay between 100 and 1000 shares.

.01 cent is share is a pretty realistic number for most trading. Clearly, at larger trades, the commission rate might fall to half of that, but 1 cent is a good estimate.

Moreover, if you trade with a small scaling factor like me (1% - 10%), then the $0.01 price will usually apply. Assuming an account of $100K and the corresponding volumes would not be realistic for me.