Forum: Commodities
January 13th, 2022, 01:33 PM
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Replies: 4
Views: 3,349
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Forum: Commodities
January 13th, 2022, 10:53 AM
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Replies: 4
Views: 3,349
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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