Setup for “Cost per Roundturn” and “Slippage”
3 replies
XH Wu
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”??
tomas262
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
XH Wu
5 years ago #235885
How about “Cost per roundturn”? Can it be expressed as a percentage on the trading amount?
tomas262
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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