how to set slippage?
5 replies
eastpeace
5 years ago #238740
Hello, I am not sure about the slippage setting.
If one instrument’s pip/tick step is 0.2 (futures), I set the 10 for the symbol.
Does it mean the slippage is TEN or TWO (0.2 * 10 = 2)?
And would the slippage affect every entry and exit with any orders?
mabi
5 years ago #238742
Slippage on futures are in my experience low. 2 tick is is commonly used for round turn.
tnickel
5 years ago #238758
I use slippage from 1 to 4.
If I have enough strategies in the last filterprocess I increase the slippage filter to 5 or 6
https://monitortool.jimdofree.com/
eastpeace
5 years ago #238772
I use SQ 3.8.
The commission is percent of contract value. So I want to set cost in symbol attribute, and give more slippage instead of commission.
1, Does this method work?
2, And I set X slippage, is X the real price range, or X min step?
tomas262
5 years ago #238774
Hello,
slippage represents number of pips (ticks) for the slippage added to entry price. As for the commissions calculated as a percentage of contract value you need to use newer SQX
eastpeace
5 years ago #238784
Thank you, tomas262,
SQX is good. But it does not support for TS/MC well now. some issues and bugs need to be fixed.
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