Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Slippage Doesn't work!

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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

    Comment


      #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

        Comment


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

          Comment


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

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by suroot, 04-10-2017, 02:18 AM
            4 responses
            3,021 views
            0 likes
            Last Post truepenny  
            Started by Stanfillirenfro, Today, 07:23 AM
            1 response
            6 views
            0 likes
            Last Post NinjaTrader_Gaby  
            Started by cmtjoancolmenero, Yesterday, 03:58 PM
            2 responses
            22 views
            0 likes
            Last Post cmtjoancolmenero  
            Started by olisav57, Yesterday, 07:39 PM
            1 response
            9 views
            0 likes
            Last Post NinjaTrader_ChelseaB  
            Started by cocoescala, 10-12-2018, 11:02 PM
            7 responses
            944 views
            0 likes
            Last Post Jquiroz1975  
            Working...
            X