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Setup for “Cost per Roundturn” and “Slippage”

3 replies

XH Wu

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5 years ago #235872

I am trying the SQ.  The stock symbol I trade the fee is as below:

The tick size = 0.01 dollar (Point value=1)

Buy Cost = 0.02% * Buy Price * Buy Shares;  Sell Cost = 0.12% * Sell Price * Sell Shares.

How should I configure the “Cost per roundturn” for the symbol?

And if want to set 0.02% on moneytary amount for slippage, what number should I set for “market slippage” on “Data” tab of “Strategy Settings”??

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tomas262

Administrator, sq-ultimate, 2 replies.

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5 years ago #235883

Hello,

how can a slippage be expressed as percent (0.02%) of underlying vehicle price? This does not make sense to me. This is impossible to set in SQ

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XH Wu

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5 years ago #235885

How about “Cost per roundturn”?  Can it be expressed as a percentage on the trading amount?

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tomas262

Administrator, sq-ultimate, 2 replies.

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5 years ago #235992

you can set a fix value only not % of price. For stocks if you pay $0.01/share fee you can set round turn cost to 0.01 or 0.02 eventually and use proper lot size in money-management settings

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