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Didn't want to start a new thread for this question-What is acceptable liquidity on the ASX for a trend following system? I've noticed that in my system, when I tighten the liquidity filter even only a little bit over $150000 turnover (volumes times Close price), results begin to suffer significantly. Not really worried about getting into the stock, just worried whether getting out will be a problem. Would not be placing any more than $5000 in any one trade..
Didn't want to start a new thread for this question-
What is acceptable liquidity on the ASX for a trend following system? I've noticed that in my system, when I tighten the liquidity filter even only a little bit over $150000 turnover (volumes times Close price), results begin to suffer significantly. Not really worried about getting into the stock, just worried whether getting out will be a problem. Would not be placing any more than $5000 in any one trade..
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