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Search: Posts Made By: kobo
Forum: Commodities January 13th, 2022, 01:33 PM
Replies: 4
Views: 3,349
Posted By kobo
“2 ticks of slippage per side” you mean 2 ticks...

“2 ticks of slippage per side” you mean 2 ticks when entering and 2 ticks when exiting (4 ticks)?


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Forum: Commodities January 13th, 2022, 10:53 AM
Replies: 4
Views: 3,349
Posted By kobo
How to account for slippage when backtesting?

When backtesting, do you assume that the fills are at bid/ask and then add the slippage?

Let's take ZC where 1 tick per contract has value of $12.50.

For example in our backtest the entry...
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What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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