Slippage in backtesting - futures io
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Slippage in backtesting

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Slippage in backtesting

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  #1 (permalink)
San Diego, USA
Experience: Intermediate
Platform: MC
Trading: All
Posts: 48 since Aug 2016
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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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  #2 (permalink)
Legendary Market Wizard
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  #3 (permalink)
San Jose
Experience: Intermediate
Platform: tradestation
Trading: ES
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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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