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| Slippage in tester mode |
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robot3096
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| Post subject: Slippage in tester mode |
Post rating: 0
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Posted: Wed 06 Mar, 2013, 11:05
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User rating: 0
Joined: Tue 05 Mar, 2013, 16:07
Posts: 2
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Hello support,
is the slippage parameter used when running a strategy in historical testing mode?
I submit STOP ENTRY orders with various slippage values (5, 2, 1, 0 pips and Double.NaN) and notice that trades are often filled with some slippage. Indeed the trade list is identical and the same amount of slippage occurs in all cases I tried. I presume that this is a feature of the historical testing environment. My account is a DEMO account.
Could you please shed some light on why this behavior is observed? How is it possible to test for slippage in a historical test? Thanks!
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Contest Support
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| Post subject: Re: Slippage in tester mode |
Post rating: 0
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Posted: Fri 22 Mar, 2013, 17:22
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User rating: 8
Joined: Wed 21 Apr, 2010, 10:42
Posts: 1167
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Hello,
All trades in tester are executed at current price. It isn't possible to test for slippage using history.
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