I am initially actually not so worried about the backtesting fills but my main issue is in a first instance that it actually wouldn't be 2.5 ticks but 25 (my NT is set to show 1/10th pip = 1 tick). So if you run pretty much any shorter term swing trading on a 5 min chart of AUD/USD with 25 ticks slippage you get very unprofitable backtest results since the spread turns out to be a huge portion of your trade.
...but hey, maybe that's exactly what it actually is on the 5m chart - unprofitable. Higher TF may help I guess...
Just harsh to find something that looks quiet decent backtesting without spread & commission diminished to a Profit Factor of 0.2
:pcguru:
If I missed something please let me know (I do ask myself how people on a tick-chart deal with these challenges. How would you trade high frequency if you pay 2,5 pips in spread + commission??)