people with nt,
i have been having a pretty bad time trying to figure out how is slippage supposed to work in nt, and how it really works in real life.
i have read the section that mentions slippage on nt8's guide and it is of no use.
for starters, i understand that slippage must be defined as an input as a number of ticks, but, ¿after the platform has run an optimization how is slippage reported in the tables with results? i have concluded that it is reported as the number of points for the instruments, not ticks, which would be far more consistent and better. ¿is this correct?
and then, from all the testing and evaluations i have been performing, i have concluded that nt duplicates the actual effect that slippage would have in a strategy.
what i mean is that when a strategy is carrying an open position and it then generates orders to close or reverse that position, slippage would only be incurred once in either of those cases (slippage occurs when a strategy has to jump across the bid -ask spread to ensure an instantaneous execution). however, the nt platform seemingly duplicates the cost of slippage as it first adds the number of ticks to the first order that would close a position and then adds the slippage again to the order that would open an opposite position.
the people with nt can easily verify this situation by creating a simple strategy where a long position is opened if price is above an sma and a short position opened if price is below that same sma on any 1 minute chart. the orders to close one position and open the opposite one would always be simultaneous, so slippage would only be incurred once as the spread is only jumped over once, but the nt platform counts it twice.
¿can the people with nt take a look at this? this is pretty bad and it's urgent for me to rectify this malfunction. thanks.
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