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
$17.13 |
Change
0.430(2.57%) |
Mkt cap ! $4.754B | |||
| Open | High | Low | Value | Volume |
| $17.03 | $17.45 | $16.94 | $37.05M | 2.155M |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 2 | 6310 | $17.12 |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| $17.13 | 638 | 1 |
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| Last trade - 16.10pm 27/11/2024 (20 minute delay) ? |
| FLT (ASX) Chart |
