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Mark Holstius

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Joined: 10/11/2012
Location: Sleepy Hollow, IL

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Subject : FTM HD IRA Commissions
Posted : 10/19/2017 2:28 PM
Post #36906 - In reply to #36902

I've improved the spreadsheet a bit and entered the data for a $10,000 IRA over the past 5 years in the Follow The Money HD portfolio.

Again, the results improve when aggregating the trades with the Trade Processor and IB vs the OV simulation.

The OV simulation does an excellent job of factoring in commissions, but was designed to analyze one trade in a symbol at a time and hasn’t been modified to account for the performance improvements obtained when aggregating multiple trades in the same symbol.

I’ve passed this analysis on to Nirvana, but I suspect that their development time is dedicated to new projects with a higher priority than this for the near future. I still thought it was interesting to confirm that the results when actually trading a smaller account should be better than the OV simulation.

As the table below shows, this also verified the improvement in PPT as the # of trades / day in a symbol increased (multiple RTMs firing on the same day).





Mark


[Edited by Mark Holstius on 10/19/2017 7:40 PM]

Attached file : 01 5 Year IRA.png (163KB - 403 downloads)

Deleting message 36906 : FTM HD IRA Commissions


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