I've been going through the threads on "what is slippage" problems, and my own confusions as well..see my thread "slipping on slippage" and the most recent thread of "getting horrible real-time slippage".

One way, perhaps, to solve at least some of the confusion is, for Next Open and Next Day Average for P123 recommended stocks not to show a price or number of shares until AFTER the Open and/or after the Next Day Average. True we would all have to some some calculations ourselves, but it would put the Port and the Sim on the same basis.

And, Although P123 prices come later, AFTER the fact, that will put the prices on the same compare level as the Previous Close option.

Then if one wants to keep the sim and the port exactly the same to compare results, then one can leave the P123 after the fact prices and use the overall slippage factor or if they want to have the TRADE prices real world in the ports then one can use the manual slippage per stock.

A varation woudl be to show the P123 prices in the same way it is now done (maybe with brackets) and add a new box that will show the "final" after the fact real world market Next Open and/or Next Day Average. Both options could still be loaded at the same time as prices are now loaded. I would lean towares this approach..makes it easy to do all kinds of analysis.
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Requested by: LawrenceKohl
On date: 11/28/06
Category: Portfolio