Strategy Slippage
- Kate MultiCharts
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Re: Strategy Slippage
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?
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- Kate MultiCharts
- Posts: 597
- Joined: 21 Oct 2020
- Has thanked: 9 times
- Been thanked: 148 times
Re: Strategy Slippage
Slippage can be set only in currency value.
As for differences between live and backtesting results, they are expected, please find detailed info here.
As for differences between live and backtesting results, they are expected, please find detailed info here.