Spread and additional market for @YM E-Mini Dow Jones Industrial

Hello,

 

I have switched to futures on TradeStation and am trying to set up some workflows for long only strategies.

 

Which spread should I test with and what would be recommended for the slippage test?

Also, what additional markets should I test it on. Possibly @ES? E-mini S&P 500 Index? Any others?

 

Thanks,

 

Christopher

Hi,

these are one of the most liquid futures contracts being traded nowadays. Most of the time the spread is just 1 tick. When trading up to 5 or 10 contracts the slippage will usually also be around 1 or 2 ticks

Hi Tomas,

Does it mean that if the spread is 1 tick I need to set up 1 Pip spread in Test parameters Settings?

What about other futures spreads?

Eg. C (corn) or HG (copper)? Ticks = pips in SQX settings?

How to count it and setup in SQX correctly?

Its a critical topic. One pips more spread difference is turning a great (and robust in other parameters) strategy into a garbige in my tests.

Thanks!