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Forum: EasyLanguage Programming

August 17th, 2022, 02:22 PM

Replies: 8

Slippage in Backtesting

Views: 838

Posted By tr8er

I don't have experience with MCL, I just trade CL...

I don't have experience with MCL, I just trade CL (3 contract max) and there is the slippage around 1 tick or a bit less. MCL has around half the volume of CL, but the moves should be similar, so you...

Forum: EasyLanguage Programming

August 17th, 2022, 01:52 PM

Replies: 8

Slippage in Backtesting

Views: 838

Posted By tr8er

IMHO of course per contract and sorry, I don't...

IMHO of course per contract and sorry, I don't understand your logic because of larger orders, you can be sure, the larger the order, the larger the slippage (special with thin markets)

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