|
Attention! Read the forum rules carefully before posting a topic.
Try to find an answer in Wiki before asking a question.
Submit programming questions in this forum only.
Off topics are strictly forbidden.
Any topics which do not satisfy these rules will be deleted.
| Slippage in Historical Testing? |
|
[zortag]
|
| Post subject: Slippage in Historical Testing? |
Post rating: 0
|
Posted: Wed 08 Dec, 2010, 08:07
|
|
User rating: 0
Joined: Sun 11 Jul, 2010, 20:12
Posts: 20
|
|
Is it possible to model a nonzero slippage in the historical tester? Or will the historical tests always assume zero slippage?
I want to see the effect of say 1 or 2 pips slippage on my strategy performance.
|
|
|
|
|
 |
|
API Support
|
| Post subject: Re: Slippage in Historical Testing? |
Post rating: 0
|
Posted: Tue 14 Dec, 2010, 17:06
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
|
|
Yes, the historical tester assume non zero slippage (all orders is filled). It's not possible to model a non-zero slippage.
|
|
|
|
|
|
 
|
Pages: [
1
]
|
|
|
|
|
