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I'm currently starting to backtest trading strategies for European futures (FESX, FGBL, FGBM, FGBS), but since if haven't traded these, I find it hard to estimate which slippage to apply during the backtest.
Can some traders in European futures comment on the 'typical' (i.e. average) slippage they experience?
Can you help answer these questions from other members on NexusFi?
When it comes to backtesting with NT I am rather pessimistic with the final outlook therefore I use 1 tick per contract/trade although reality is not that bad; better have a nice rather than bad surprise. Consider that slippage depends also on your platform, broker, internet speed, and latency platform->electronic pit.
