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slippage futures playback strategies


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slippage futures playback strategies

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dmr1's Avatar
 dmr1 
Lexington KY
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Trading: Cl Gold
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Hi! Could you please share what's the usual slippage used in simulation , playback for your strategies? ES, NQ, CL and gold or silver? Appreciate and thank you!
I have to edit - just to be clear - doing bloodhound/blackbird in replay - what's the slippage that you guys use?
Appreciate your help

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 FuManChou 
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I do not trade those instrument/symbols but I always use a 1 tick slippage for all back testing and simulation. I guess that would be a good starting point.

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Last Updated on April 11, 2021


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