NexusFi: Find Your Edge


Home Menu

 


Quotes by TradingView
Go Back   >  Platforms and Indicators >  TradeStation  > 


⚡ FLASH SALE: Save $50 using coupon "UPGRADE" on Elite Lifetime Access $149 $99 - Expires in



Slippage in backtesting


Discussion in TradeStation

Updated
    1. trending_up 2,882 views
    2. thumb_up 2 thanks given
    3. group 3 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread

Slippage in backtesting

  #1 (permalink)
 alko 
San Diego, USA
Elite Member
 
Experience: Intermediate
Platform: MC
Trading: All
Posts: 48 since Aug 2016
Thanks Given: 7
Thanks Received: 14

Hi all,
TS seems to assume slippage for all orders including limit orders in the backtests. Is it possible to set slippage only for market and stop orders while assume zero slippage for limit orders (similar to MC)?


Sent from my iPhone using NexusFi

Started this thread Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Rubios Good News Within Hours and the 30-Day Math: Why H …
Prediction Markets & Event Contracts
Four New E-mini Futures Launch June 29 -- Russell 3000, …
Emini and Emicro Index
Would a node-based workflow for automated trading be useful?
Traders Hideout
Six Days to Kickoff: World Cup Prediction Markets Hit $1 …
Prediction Markets & Event Contracts
Ninjatrader users - good CONNECTIONs post and article fr …
NinjaTrader
 
  #2 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT Stellar & Tradestation
Broker: Primarily Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals, U308 and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,245 since Dec 2013
Thanks Given: 4,589
Thanks Received: 10,540

No.
One of the many faults of Tradestation.

Reply With Quote
  #3 (permalink)
 newtonbear 
San Jose
Elite Member
 
Experience: Intermediate
Platform: tradestation
Trading: ES
Posts: 8 since May 2018
Thanks Given: 2
Thanks Received: 1


Yes. I found out only stop has this slippage but not profit target. What i did to estimate is usage slippage of stop saying 45% times estimate slippage as all slippage.

Reply With Quote
Thanked by:




Last Updated on May 6, 2018


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts