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Slippage in backtesting
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Slippage in backtesting

  #1 (permalink)
Elite Member
San Diego, USA
 
Futures Experience: Intermediate
Platform: MC
Favorite Futures: All
 
Posts: 40 since Aug 2016
Thanks: 7 given, 8 received

Slippage in backtesting

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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  #2 (permalink)
Market Wizard
Houston, TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 2,051 since Dec 2013
Thanks: 1,702 given, 3,228 received
Forum Reputation: Legendary

No.
One of the many faults of Tradestation.

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