slippage

Questions about MultiCharts and user contributed studies.
shanemcdonald1960
Posts: 2
Joined: 24 Dec 2012

slippage

Postby shanemcdonald1960 » 24 Dec 2012

what kind of slippage do you guys use for a basic backtest to see if a strategy should be considered further ?

Is 5 ticks reasonable for crude oil? $50 per trade of slippage ?

thanks
shane

arjfca
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Joined: 23 Nov 2010
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Re: slippage

Postby arjfca » 02 Jan 2013

Hello

First, it depend on your broker spread. I don't trade the crude so I got no idea for it

I trade mainly the Forex and my broker is IB. My normal spread is 0.5Pip on Eur.Usd. So for my simulation I will use 1 full pip per side

Good luck
Martin


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