It would be nice to have a way within a strategy to override the default slippage setting and set it commensurate with the instrument(s) it trades.
Rename
It's already possible, example ...
CODE:
public override void Initialize(BarHistory bars) { BacktestSettings.IsSlippageEnabled = true; BacktestSettings.SlippagePercentStocks = 0.05; source = bars.Close; pct = 1.00; pct = (100.0 - pct) / 100.0; multSource = source * pct; StartIndex = 20; }
I'll get those properties documented in the QuickRef for Build 23.
Awesome!
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