Yeah I include brokerage fees (same as what it costs to trade with IB)
I am running three systems at the moment but they are all low-medium frequency (two where stocks are rebalanced monthly and another which trades gold volatility a few times a year). Live results are similar to my backtests but commissions are still eating a big % of profits (for virtually the same strategy one year will cost me around 4k in commissions to trade asx stocks but only $300 for american stocks - asx fees are ridiculous).
What do you mean by volatility filters?
Yeah I include brokerage fees (same as what it costs to trade...
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Last
$17.51 |
Change
0.120(0.69%) |
Mkt cap ! $4.754B | |||
| Open | High | Low | Value | Volume |
| $17.48 | $17.62 | $17.31 | $12.57M | 718.7K |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 3 | 8551 | $17.51 |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| $17.52 | 38 | 1 |
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| Last trade - 16.10pm 29/11/2024 (20 minute delay) ? |
| FLT (ASX) Chart |
