bunkerdoo

I have a related question, namely slippage. What would you say is a reasonable value in terms of ticks to attribute to slippage on each of ES, NQ, ER2 and YM Is 1 or 2 ticks satisfactory when designing a system?

I would have said the exit strategy is more important as it dictates the size of the profit or loss. But even more important is the position size taken/money management aspect of the trade, as even random entry systems can be made profitable with appropriate money management rules.