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Forums>StrategyQuant>General Discussion>Question regarding SQ and stocks

  • #259526 |
    mike
    Customer
    12 Posts

    New to building strategies for stocks.   For those of you who use SQ for stocks what are you doing with the spread setting and slippage setting?    I understand it terms of forex.

    Thanks for help

     

     

    #259536
    tomas262
    Administrator
    1826 Posts

    Hello,

    general rules for the spread and slippage are that it depends on the average daily volume trade in the stock. For major stock titles like AAPL or MSFT you do not need to worry about the spread. Most of the time it will be 1 tick – 0.01. For less liquid stocks it will be fluctuating between 1 – 5 ticks I think while the slippage can vary a lot depending current market volatility. If you strategy can handle 3 – 5 ticks slippage without failing completely you should be fine

    #259538
    Customer
    794 Posts

    basic question must be – on what platform you want to trade and what data you are using?

    and second one – you know what stock market means – that you will be facing everyday gap problems?

    classic strategies from SQX is by my opinion nonsense – there need to be done some “basket” trading of choosen stocks from the whole stock index (like SP, etc.) by some algorithm or strategy with survivorship bias, etc.. Trading stocks and make strats for every stock independently doesnt make sense

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

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