Hello,
For accurate testing of a futures portfolio, I need slippage setting in ticks instead of dollar amount since each future has a different tick value. Please add a slippage setting by how many ticks!
Need slippage settings in Tick for futures backtesting
- JoshM
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Re: Need slippage settings in Tick for futures backtesting
You're not the only one who looks forward to this feature. There was a topic a year ago that asked for this, and there's also a 2-year old feature request here that hasn't been confirmed nor denied. You might want to vote for and track that feature request to keep updated.For accurate testing of a futures portfolio, I need slippage setting in ticks instead of dollar amount since each future has a different tick value. Please add a slippage setting by how many ticks!
Re: Need slippage settings in Tick for futures backtesting
We definitely need this feature for portfolio testing.You're not the only one who looks forward to this feature. There was a topic a year ago that asked for this, and there's also a 2-year old feature request here that hasn't been confirmed nor denied. You might want to vote for and track that feature request to keep updated.For accurate testing of a futures portfolio, I need slippage setting in ticks instead of dollar amount since each future has a different tick value. Please add a slippage setting by how many ticks!
Software like TradingBlox has very fine control of slippage. A simple dollar amount is not suitable for portfolio testing. I would suggest adding options of both a tick amount and a percentage amount.
Re: Need slippage settings in Tick for futures backtesting
Is there anyone know how to add a feature request for this? Thanks.
Re: Need slippage settings in Tick for futures backtesting
Adding an option like this would be sufficient.
Re: Need slippage settings in Tick for futures backtesting
Ideally slippage specified per side, versus for both entry and exit.Screen Shot 2017-01-03 at 4.56.41 PM.png
Adding an option like this would be sufficient.
Re: Need slippage settings in Tick for futures backtesting
I created a feature request: https://www.multicharts.com/pm/public/m ... es/MC-2159
Please vote! Thanks all!
Please vote! Thanks all!