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Recommended Slippage for backtest
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Recommended Slippage for backtest
A question for the community. I currently trade futures exclusively and wanted to to know how many points of slippage i recommended to apply to my backtest ? I currently trade on /NQ /MNQ 1 minute candles with entries based on immediate market orders once conditions are metTags: None
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Hello Teebone21,
Thank you for your post.
That wouldn't really be something we in the support department would be able to comment on. Different markets will behave differently so slippage is never something you can pin a hard number to for testing.
I'll leave this open for community members to comment on with ideas that have worked for them.
Please let us know if we may be of further assistance to you.Kate W.NinjaTrader Customer Service
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