when backtesting a strategy that uses only(!) limit orders for the buy/sell orders, the slippage set in the "Strategy Properties" shouldn´t have any effect since limit orders are only filled at the price they are limited to OR better! Still, when backtesting, the slippage set in the "Strategy Properties" has an effect on the limit orders in the strategy.
That is wrong in my opinion since limit orders are never filled in disadvantage for you.
Strategy Backtesting Slippage on Limit Orders?
Questions about MultiCharts and user contributed studies.
2 posts • Page 1 of 1
- Andrew Kirillov
- Posts: 1589
- Joined: 28 Jul 2005
- Has thanked: 2 times
- Been thanked: 31 times