Support Board
Date/Time: Sat, 01 Feb 2025 06:47:39 +0000
Back-testing & slippage
View Count: 851
| [2019-06-23 23:08:35] |
| rhovega - Posts: 279 |
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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. |
| [2019-06-24 23:25:13] |
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What you can do in regards to this is documented here: Trade Simulation: Increasing Spread Between Bid and Ask Prices There is no further help we can provide. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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