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how to set slippage?

5 replies

eastpeace

Customer, bbp_participant, community, sq-ultimate, 305 replies.

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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?

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mabi

Customer, bbp_participant, community, 261 replies.

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5 years ago #238742

Slippage on futures are in my experience low.  2 tick is is commonly used for round turn.

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tnickel

Customer, bbp_participant, community, sq-ultimate, 488 replies.

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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/

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eastpeace

Customer, bbp_participant, community, sq-ultimate, 305 replies.

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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?

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tomas262

Administrator, sq-ultimate, 2 replies.

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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

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eastpeace

Customer, bbp_participant, community, sq-ultimate, 305 replies.

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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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