Strategy Slippage

Where do I add slippage for my backtesting strategy study?

Hello clint454,

Slippage can be set in Format -> Strategy Properties -> Properties tab.

Is it possible to have slippage based on ticks rather than a $ deduction? Some trades based on tick slippage could be losers rather than winners with simply a $ deduction. So could be very different overall results. The attached screenshot shows that the trade stop was hit when real-time sim, but the target was hit when the study was backtested. This is a custom .NET strategy with BarMagnifyer. So intrabar and set to 1 tick resolution. The stop was 14,868.00 and the bar high was 14,868.25 so 25 ticks above the stop on NQ so not sure how that short trade backtested as a winner considering the strategies intrabar resolusion?

Slippage can be set only in currency value.
As for differences between live and backtesting results, they are expected, please find detailed info here.