Indices DJIA S&P 500 DAX 30 Nasdaq 100 Nasdaq Comp Nikkei 225 FTSE 100 SMI DJ Stoxx 50 CAC 40 Hang Seng Kospi Nyse Comp AMEX   -     -     -     -     -     -     -     -     -     -     -     -     -     -   10267.8 1086.2 6087 1830.6 2189.3 9062.8 5369.5 6329.2 2717.7 6087 20868.9 1775.7 6931.6 1928.7 Commodites Light Crude Oil Brent Crude Copper Gold Pallad Platinum Silver Dow Diamonds QQQQ   -     -     -     -     -     -     -     -     -   73.77 74.84 348.35 1251.7 520.25 1544 19.55 102.77 45.04 Last update: 02-09-2010 15:19:00 (GMT - Live)

Slippage Neural network technology and trading systems Profit Target Exits Gunning Slippage Contrarian Trading Testing speed Linear Programming Optimization & Curve-Fitting What if the Markets Change? Monte Carlo Simulations Walk-Forward Testing What are genetic algorithms? A Plan for Identifying and Trading Pullbacks Automated Trading Systems for Financial Markets and Recommendations for Their Usage Slippage exists in all trades that involve market or stop orders, although it may, in some circumstances, work for rather than against the trader. Slippage is the amount the market moves from the instant the trading order is placed or in the other word, in the case of a stop, triggered, to the instant that order gets executed. When considered in terms of stops, if the market is moving against the trade, the speed at which it is moving affects the amount that will be lost due to slippage. If the market is moving quickly and a stop gets hit, a greater loss due to slippage is going to be experienced than if the market was moving more slowly.