NexusFi: Find Your Edge


Home Menu

 





Correct slippage and commission for backtesting?


Discussion in EasyLanguage Programming

Updated
    1. trending_up 5,512 views
    2. thumb_up 1 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
Devin Sheets
Salem, Oregon
 
Posts: 10 since Jun 2020
Thanks Given: 0
Thanks Received: 2

I'm new to trading, haven't even done my first trade. Just working on backtesting some strategies. I'm wondering what the correct slippage and commission rate settings are to produce an accurate result.


Reply With Quote

Can you help answer these questions
from other members on NexusFi?
EA
Platforms and Indicators
Datafeed for Atas
Platforms and Indicators
No book, only a stair: journaling fills where price move …
Cryptocurrency
requesting .nrd replay files from 2026 spy and qqq
The Elite Circle
My Rant with AMP Futures
Trading Reviews and Vendors
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Mes vs MNQ
6 thanks
NexusFi site changelog and issues/problem reporting
5 thanks
BERN ALGOS algo trading journal
3 thanks
Johnnys Journal
2 thanks
TopStep Trader disappointment
2 thanks
  #2 (permalink)
SunTrader
Boca Raton, FL
 
Posts: 267 since Nov 2018
Thanks Given: 84
Thanks Received: 185


Devin Sheets View Post
I'm new to trading, haven't even done my first trade. Just working on backtesting some strategies. I'm wondering what the correct slippage and commission rate settings are to produce an accurate result.

One size does not fit all.

Market and symbol should get you fairly reasonable inputs.


Reply With Quote
  #3 (permalink)
Devin Sheets
Salem, Oregon
 
Posts: 10 since Jun 2020
Thanks Given: 0
Thanks Received: 2


I'm using .25 as the slippage in the "backtesting" tab (which equates to $12) and $2.5 for commission "per share/contract" in the General tab. I'm trading the E-mini S&P 500 ESM60. I'm also using the "fill entire order when trade occurs at limit price or better" but sometimes double check my strategies by switching to "fill entire order when trade exceeds price limit" momentarily. What else can I do to firm up my strategies' equity performance reports?


Reply With Quote
Thanked by:




Last Updated on June 21, 2020


© 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