Steve2 Elite    Posts: 750 Joined: 10/11/2012 Location: Annapolis, MD  User Profile | Hi Jim, Take a look at the spreadsheet attached to the following post: http://www.omnitrader.com/currentclients/omnivestforum/thread-view.asp?threadid=4437&start=91 Look at the MBO table in the Summary worksheet. This shows the average slippage by order size for market orders submitted before market open. The "Short" columns show the slippage for opening and closing short positions. As you can see, the average slippage is slightly better than for long positions although the number of trades is a lot less. The reason why the totals for opening and closing orders don't match is because I was submitting opening limit orders for awhile and this table only counts market orders. Steve | |
