Need slippage settings in Tick for futures backtesting

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regtracer
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Need slippage settings in Tick for futures backtesting

Postby regtracer » 29 Dec 2016

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!

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JoshM
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Re: Need slippage settings in Tick for futures backtesting

Postby JoshM » 29 Dec 2016

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!
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.

regtracer
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Re: Need slippage settings in Tick for futures backtesting

Postby regtracer » 29 Dec 2016

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!
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.
We definitely need this feature for portfolio testing.

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.

regtracer
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Re: Need slippage settings in Tick for futures backtesting

Postby regtracer » 29 Dec 2016

Is there anyone know how to add a feature request for this? Thanks.

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Re: Need slippage settings in Tick for futures backtesting

Postby regtracer » 03 Jan 2017

Screen Shot 2017-01-03 at 4.56.41 PM.png
(10.33 KiB) Downloaded 762 times
Adding an option like this would be sufficient.

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Re: Need slippage settings in Tick for futures backtesting

Postby tony » 05 Jan 2017

Screen Shot 2017-01-03 at 4.56.41 PM.png

Adding an option like this would be sufficient.
Ideally slippage specified per side, versus for both entry and exit.

regtracer
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Re: Need slippage settings in Tick for futures backtesting

Postby regtracer » 06 Jan 2017

I created a feature request: https://www.multicharts.com/pm/public/m ... es/MC-2159

Please vote! Thanks all!


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