Hi @,
I have a question about the slippage parameter in MC.
Is the slippage parameter only used during backtesting? Or is this also used during live autotrading?
Cheers,
Simon
slippage question [SOLVED]
- Henry MultiСharts
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Re: slippage question [SOLVED]
Hello Simon,
In backtesting:
By default the slippage is not calculated for stop limit and limit orders as there is no slippage when such type of order is filled at broker. Limit order can be filled at the specified price or better price. Now slippage is calculated for market and stop orders. It is deducted from profit.
If you still want to have slippage calculated for stop limit and limit orders – you can enable an option in the registry editor:
HKEY_CURRENT_USER\Software\TS Support\%your version of MultiCharts%\StrategyProp
Change the value of "UseSlippageForAllTypes" key to 1.
1 = slippage for all orders
0 = slippage for market and stop orders only
In auto trading:
By default commission and slippage are not applied to any orders. But since MultiCharts 9.0 we
have added a registry key to disable/enable counting commission and slippage for special orders (SetStopLoss, SetProfitTarget, etc). One can configure UseCommissionForSpecOrders in HKEY_CURRENT_USER\Software\TS Support\%your version of MultiCharts%\StrategyProp.
0 - default value (commission and slippage are not applied).
1 - special orders correct the price upwards (for Long orders) and downwards (Short) to compensate the potential loss.
You will need to restart all MultiCharts processes to have these changes applied.
In backtesting:
By default the slippage is not calculated for stop limit and limit orders as there is no slippage when such type of order is filled at broker. Limit order can be filled at the specified price or better price. Now slippage is calculated for market and stop orders. It is deducted from profit.
If you still want to have slippage calculated for stop limit and limit orders – you can enable an option in the registry editor:
HKEY_CURRENT_USER\Software\TS Support\%your version of MultiCharts%\StrategyProp
Change the value of "UseSlippageForAllTypes" key to 1.
1 = slippage for all orders
0 = slippage for market and stop orders only
In auto trading:
By default commission and slippage are not applied to any orders. But since MultiCharts 9.0 we
have added a registry key to disable/enable counting commission and slippage for special orders (SetStopLoss, SetProfitTarget, etc). One can configure UseCommissionForSpecOrders in HKEY_CURRENT_USER\Software\TS Support\%your version of MultiCharts%\StrategyProp.
0 - default value (commission and slippage are not applied).
1 - special orders correct the price upwards (for Long orders) and downwards (Short) to compensate the potential loss.
You will need to restart all MultiCharts processes to have these changes applied.