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Slippage Doesn't work!

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    Slippage Doesn't work!

    Hi,

    I'm trying to run a backtest with slippage but when I'm entering a number to the slippage nothing happened.
    What should I do to enable slippage in my backtest?

    TX in advance!

    #2
    Hello freewind,

    Could it be your strategy only submits limit orders? Please note that slippage will only apply for market and stop market orders.

    Do you notice a difference in results if you perform two similar backtests with only a different value for 'Slippage'?
    JasonNinjaTrader Customer Service

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      #3
      No I send Market Orders using EnterLong(), EnterShort() functions.

      Comment


        #4
        Do you experience difference PnL values when performing two identical backtests with only a different value for slippage?
        JasonNinjaTrader Customer Service

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          #5
          No.
          This is what I was doing to understand that the slippage doesn't work.

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            #6
            Can you try again using the SampleMACrossOver strategy. Do you see a difference there?
            JasonNinjaTrader Customer Service

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