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Slippage in backtesting


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Slippage in backtesting

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  #1 (permalink)
 alko 
San Diego, USA
 
Experience: Intermediate
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Hi all,
TS seems to assume slippage for all orders including limit orders in the backtests. Is it possible to set slippage only for market and stop orders while assume zero slippage for limit orders (similar to MC)?


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 SMCJB 
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No.
One of the many faults of Tradestation.

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 newtonbear 
San Jose
 
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Yes. I found out only stop has this slippage but not profit target. What i did to estimate is usage slippage of stop saying 45% times estimate slippage as all slippage.

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