Support Board
Date/Time: Wed, 27 Nov 2024 17:32:59 +0000
Post From: Simulation accuracy
| [2014-07-23 17:10:23] |
| todds - Posts: 64 |
|
The positive (in my favor) slippage usually happens with stop orders. For example, today I had a sell stop order in crude oil at 102.65. Price quickly broke down through 102.65. The sim sell stop order filled at 102.70, 5 ticks in my favor. It is unlikely that I would get 5 ticks of positive slippage if it were a live trade. It would be more likely that the order would be filled at 102.65 or lower, resulting in negative slippage. This happens quite often in sim, making it difficult to get a good read on performance over an aggregate of trades. I have had experience with other platforms that more accurately simulate what would happen with real money (for example, gaps or violent moves in price result in negative slippage) Otherwise I have been very happy with SC. |