Forum: Traders Hideout
November 27th, 2019, 11:36 AM
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Replies: 2
Views: 1,152
Slippage - Accounting for Bid/Ask spread
Hi guys im backtesting a system now on last traded price data, this means I can not be sure if the position entered/exited was at the bid or ask.
I am trading a small number of contracts on...
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