A2: If using MultiCharts, you can define slippage in the properties section of the signal. When using market orders or stop market orders, you should add 1 tick of slippage each way even in a liquid market like ES. For thinner markets or faster moving markets, like crude for example, 2 ticks each way is probably sufficient assuming you are not trading news. You should do a live forward test for a large sample size (100+) trades and that can give you an idea of the real world slippage to incorporate into the backtest.
A3: Check the BarsSinceEntry reserved word. Then you can get the time of the entry bar, and compare it to the current time.
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