u*****3
发帖数: 257 | 1 ES too much slippage. Usually it can fill at the stop price, but it has 3
ticks slippage for one trade. It increases the risk,harder to control. | i*******d
发帖数: 623 | 2 大牛指哪个有损耗？指数，3X指数，还是期权？
【在 u*****3 的大作中提到】
: ES too much slippage. Usually it can fill at the stop price, but it has 3
: ticks slippage for one trade. It increases the risk,harder to control.
| E***r
发帖数: 1037 | 3 it is just the nature of fast moving markets.
after all, you cannot find a more liquid equity market elsewhere. i was
stopped more ticks away on NQ, but getting filled is still more important to
me.
IB has a stop protection order type for futures, and it may help reduce
slippage if you trade many contracts, but execution is not guaranteed.
【在 u*****3 的大作中提到】
: ES too much slippage. Usually it can fill at the stop price, but it has 3
: ticks slippage for one trade. It increases the risk,harder to control.
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