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Date/Time: Thu, 02 May 2024 03:36:56 +0000

Post From: Back-testing & slippage

[2019-06-23 23:08:35] Link To Thread - Link To Post [Go To First Post]
rhovega - Posts: 279
Is there a way to incorporate slippage into back-testing? I notice an absolute absence of slippage during back-testing. For example, I execute a $1000 trillion stop order on a fast market, and the order fills without any slippage. Using Intraday Data Storage Time Unit to 1 Tick and Accurate Trading System Back Test Mode. Have also tested with Calculate At Every Tick/Trade. I have gone through https://www.sierrachart.com/index.php?l=doc/Backtesting.php and Trade Simulation and have not found the answer. I don't expect back-testing results to match real life results. Nonetheless, I would want to see some slippage. Thank you.