If I use IOrder.close then I can supply price and slippage parameters. I currently use this method of individual order closure. Specifying slippage may influence the reliability of the closure. To guarantee closure, I specify very large slippage parameters.

However, if I use IEngine.closeOrders(Collection) then how can I control slippage to guarantee immediate closure? Does this "mass closure" method unconditionally close without regard to any slippage or other conditions? Is slippage unnecessary here?

If this is unconditional and immediate closure, then there is no issue here. That's fine, and I'll use the mass closure method where appropriate.

But if slippage could be a factor using "mass closure", then could you provide some way to specify slippage so that mass closure could be guaranteed execution while the market is open?

Thanks for considering this.
HyperScalper

Just an update on my experience. The concept of slippage doesn't seem to apply to mass closure.

I've used mass closure now in fast, intense Live trading It works great, and appears to be an unconditional close every time, even on dozens of simultaneous positions.

HyperScalper

Yes, you are absolutely right. The concept of slippage doesn't apply to a mass closure, due to by using IEngine.closeOrders we cannot specify the desired close price and therefore - slippage doesn't make sense.